****************************************************************************** September 15th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1049.03 1056.04 1043.42 1052.63 3.29/0% 2%/7% S&P100 484.38 486.8 481.72 485.13 0.61/0% 1%/7% VIX 23.9 24.27 23.07 23.42 -0.44/-2% -4%/-16% Nasdaq100 1691.28 1703.46 1688.46 1699.53 5.77/0% 2%/9% VXN 25.05 25.18 24.21 24.61 -0.32/-1% -5%/-11% NYSE TICK -80 1209 -924 595 ---- ---- PreCloseTICK-81 TICKscore 5 CumAdj TICK 415 NYSE TRIN 1.74 1.74 1.74 1.74 ---- ---- Dow Indus 9713.7 9580.9 9683.4 56.61/1% 1%/6% DJIA@10:30 9621.1 DJIA@3:00 9681.7 LstHour Ind 7.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 485.13 484.52 482.30 483.27 478.95 476.18 Upper Band 489.84 489.62 488.01 486.62 484.83 483.91 Lower Band 458.80 456.06 455.85 455.92 456.00 455.16 VIX 23.42 23.86 24.15 23.55 24.32 25.62 Upper Band 28.50 28.76 28.74 28.72 28.64 28.64 Lower Band 22.33 22.52 22.58 22.66 22.92 23.09 NDX 1699.53 1693.76 1685.46 1686.16 1669.23 1654.81 Upper Band 1707.89 1702.54 1692.66 1683.93 1673.13 1665.62 Lower Band 1570.04 1561.93 1563.59 1566.64 1570.78 1570.83 VXN 24.61 24.93 25.29 24.83 25.77 26.43 Upper Band 28.88 29.04 29.03 29.03 29.02 29.03 Lower Band 23.09 23.23 23.27 23.24 23.34 23.37 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6917.07 6879.99 6843.82 6850.81 6772.4 6726.07 Tot Issues 3154 3145 3153 3158 3154 3101 Advancers 2164 2033 1685 2328 2178 2280 % of Total 68.6% 64.6% 53.4% 73.7% 69.1% 73.5% Decliners 883 982 1352 717 840 746 % of Total 28.0% 31.2% 42.9% 22.7% 26.6% 24.1% Unchanged 107 130 116 113 136 75 New Highs 230 145 174 179 173 175 New Lows 2 1 2 1 1 1 Adv Volume 865754 823571 586856 1226840 822700 860893 % of Total 57.8% 68.0% 45.3% 82.1% 66.2% 65.3% Decl Volume 616240 375737 688125 252100 409058 446235 % of Total 41.2% 31.0% 53.2% 16.9% 32.9% 33.9% Total Vol 1496866 1211864 1294263 1494445 1242431 1317680 Unch Volume 14872 12556 19282 15505 10673 10552 ARMS Index 1.74 0.94 1.46 0.67 1.29 1.58 5 Day ARMS 6.1 5.94 5.6 4.75 4.99 7.17 McClellanOs 152 125 107 127 74 29 McClellanSm 5021 4869 4744 4638 4511 4437 Cumul TICK 83176 88988 38050 84741 84368 68738 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2102.64 2091.78 2080.9 2084.02 2060.39 2037.77 Tot Issues 2828 2816 2816 2806 2812 2758 Advancers 1550 1607 1077 1770 1879 1606 % of Total 54.8% 57.1% 38.2% 63.1% 66.8% 58.2% Decliners 1069 1024 1557 846 745 1017 % of Total 37.8% 36.4% 55.3% 30.1% 26.5% 36.9% Unchanged 209 185 182 190 188 135 New Highs 111 57 94 107 89 74 New Lows 5 3 1 3 4 4 Adv Volume 1550116 1442658 1166860 1940376 1967074 1574177 % of Total 65.3% 66.9% 50.3% 79.2% 78.9% 77.4% Decl Volume 785035 689718 1119036 455600 477752 443825 % of Total 33.1% 32.0% 48.3% 18.6% 19.2% 21.8% Total Vol 2372999 2157607 2318052 2451339 2493936 2032939 Unch Volume 37848 25231 32156 55363 49110 14937 ARMS Index 0.73 0.75 0.66 0.49 0.61 0.45 5 Day ARMS 3.24 2.96 2.7 2.86 3.64 4.7 McClellanOs 80 72 56 99 67 17 McClellanSm 2156 2076 2004 1948 1849 1782 Cumul TICK 2540 2606 -12713 -64 24425 -8234 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 11-Sep 4-Sep 28-Aug 14-Aug 7-Aug 31-Jul ------------------------------------------------------------------------------ AAII Bull 37 38 34 34 51 50 AAII Bear 44 38 49 40 33 35 Market Vane 49 47 49 47 47 48 II Bull 48.3 50.6 51.6 48.3 49.4 47.2 II Bear 23.6 24.1 19.8 23.1 21.3 25.8 OddLot ShRt 29.3 30.3 28.1 27.5 25.98 26.6 ****************************************************************************** DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED. ****************************************************************************** (C) 2009 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR WRITTEN PERMISSION. 18952 2270 1067 16682 13785420 2.5 37 44 49 48.3 23.6 29.3