****************************************************************************** August 26th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1027.35 1032.47 1021.57 1028.12 0.12/0% 2%/5% S&P100 477.19 479.78 474.92 477.95 0.46/0% 2%/5% VIX 24.91 25.56 24.69 24.95 0.03/0% -1%/-3% Nasdaq100 1636.82 1648.77 1628.41 1637 -2.9/0% 1%/2% VXN 25.13 25.98 25.12 25.6 0.47/2% 3%/-2% NYSE TICK -67 1280 -1095 30 ---- ---- PreCloseTICK687 TICKscore 10 CumAdj TICK -122 NYSE TRIN 1.10 1.10 1.10 1.10 ---- ---- Dow Indus 9583.0 9485.8 9543.5 4.23/0% 2%/5% DJIA@10:30 9559.3 DJIA@3:00 9530.4 LstHour Ind -6.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 477.95 477.49 476.64 476.11 467.94 462.98 Upper Band 479.41 478.15 476.43 474.44 472.18 471.72 Lower Band 454.18 453.17 452.78 452.84 453.13 452.36 VIX 24.95 24.92 25.14 25.01 25.09 26.26 Upper Band 26.98 27.00 27.00 27.03 27.23 27.32 Lower Band 23.82 23.86 23.87 23.75 23.36 23.11 NDX 1637.00 1639.90 1634.78 1637.78 1614.22 1596.61 Upper Band 1652.59 1649.65 1645.66 1642.26 1637.61 1636.85 Lower Band 1575.47 1574.68 1575.23 1575.08 1575.86 1575.35 VXN 25.60 25.13 25.27 24.69 24.97 26.21 Upper Band 27.14 27.19 27.18 27.18 27.19 27.18 Lower Band 24.31 24.33 24.36 24.39 24.39 24.49 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6687.94 6697.22 6671.14 6676.26 6553.4 6479.28 Tot Issues 3117 3162 3162 3168 3130 3146 Advancers 1429 1826 1572 2475 2221 1847 % of Total 45.8% 57.7% 49.7% 78.1% 71.0% 58.7% Decliners 1561 1187 1467 583 811 1168 % of Total 50.1% 37.5% 46.4% 18.4% 25.9% 37.1% Unchanged 127 149 123 110 98 131 New Highs 110 100 118 95 82 39 New Lows 3 1 0 1 1 4 Adv Volume 471149 672081 683394 1366958 874833 578874 % of Total 44.8% 58.9% 55.5% 92.6% 83.6% 58.6% Decl Volume 564417 459714 540326 94948 162738 396908 % of Total 53.6% 40.3% 43.9% 6.4% 15.6% 40.2% Total Vol 1052065 1141713 1230507 1475570 1046333 988254 Unch Volume 16499 9918 6787 13664 8762 12472 ARMS Index 1.10 1.05 0.85 0.29 0.51 1.08 5 Day ARMS 3.8 3.78 3.46 4.46 5.73 5.87 McClellanOs 20 55 51 76 2 -58 McClellanSm 5118 5098 5043 4992 4916 4914 Cumul TICK 26735 52168 12150 52584 83831 48791 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2024.23 2024.23 2017.98 2020.9 1989.22 1969.24 Tot Issues 2776 2817 2873 2838 2772 2821 Advancers 1392 1440 1219 1963 1733 1669 % of Total 50.1% 51.1% 42.4% 69.2% 62.5% 59.2% Decliners 1262 1213 1440 676 904 920 % of Total 45.5% 43.1% 50.1% 23.8% 32.6% 32.6% Unchanged 122 164 214 199 135 232 New Highs 67 74 75 66 47 18 New Lows 7 7 3 3 5 6 Adv Volume 1075395 1002114 887335 1844297 1366969 1388161 % of Total 51.6% 51.7% 43.4% 81.6% 68.6% 70.2% Decl Volume 966920 848797 1128580 391835 574463 549788 % of Total 46.4% 43.8% 55.2% 17.3% 28.8% 27.8% Total Vol 2084143 1936985 2046375 2259144 1991763 1977759 Unch Volume 41828 86074 30460 23012 50331 39810 ARMS Index 0.99 1.01 1.08 0.62 0.81 0.72 5 Day ARMS 4.51 4.24 3.81 5.29 5.61 5.28 McClellanOs 35 40 41 68 10 -30 McClellanSm 2272 2238 2197 2156 2088 2078 Cumul TICK -16937 -25454 6153 3684 12622 6392 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 21-Aug 14-Aug 7-Aug 31-Jul 24-Jul 17-Jul ------------------------------------------------------------------------------ AAII Bull 34 51 50 48 38 29 AAII Bear 40 33 35 31 42 47 Market Vane 47 47 48 46 45 43 II Bull 48.3 49.4 47.2 42.2 36.7 35.6 II Bear 23.1 21.3 25.8 31.1 35.6 35.6 OddLot ShRt 27.5 25.98 26.6 30 35.4 33.5 ****************************************************************************** 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.