****************************************************************************** September 17th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1067.87 1074.77 1061.2 1065.49 -3.27/0% 2%/7% S&P100 491.39 494.61 489.47 491.16 -0.7/0% 2%/6% VIX 23.99 24.07 22.79 23.65 -0.04/0% -2%/-10% Nasdaq100 1721.58 1732.42 1714.33 1721.09 -2.64/0% 2%/8% VXN 24.14 24.49 23.67 24.26 0.24/1% -4%/-7% NYSE TICK -9 1184 -1142 -31 ---- ---- PreCloseTICK466 TICKscore 3 CumAdj TICK -208 NYSE TRIN 1.26 1.26 1.26 1.26 ---- ---- Dow Indus 9854.6 9749.5 9783.9 -7.79/0% 2%/5% DJIA@10:30 9794.3 DJIA@3:00 9795.2 LstHour Ind -13.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 491.16 491.86 485.13 484.52 482.30 483.27 Upper Band 493.29 491.72 489.84 489.62 488.01 486.62 Lower Band 461.40 460.15 458.80 456.06 455.85 455.92 VIX 23.65 23.69 23.42 23.86 24.15 23.55 Upper Band 28.36 28.44 28.50 28.76 28.74 28.72 Lower Band 21.96 22.14 22.33 22.52 22.58 22.66 NDX 1721.09 1723.73 1699.53 1693.76 1685.46 1686.16 Upper Band 1729.54 1719.89 1707.89 1702.54 1692.66 1683.93 Lower Band 1574.56 1571.76 1570.04 1561.93 1563.59 1566.64 VXN 24.26 24.02 24.61 24.93 25.29 24.83 Upper Band 28.88 28.90 28.88 29.04 29.03 29.03 Lower Band 22.68 22.85 23.09 23.23 23.27 23.24 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7002.17 7038.14 6917.07 6879.99 6843.82 6850.81 Tot Issues 3167 3168 3154 3145 3153 3158 Advancers 1328 2554 2164 2033 1685 2328 % of Total 41.9% 80.6% 68.6% 64.6% 53.4% 73.7% Decliners 1731 525 883 982 1352 717 % of Total 54.7% 16.6% 28.0% 31.2% 42.9% 22.7% Unchanged 108 89 107 130 116 113 New Highs 296 354 230 145 174 179 New Lows 3 2 2 1 2 1 Adv Volume 569534 1332484 865754 823571 586856 1226840 % of Total 37.6% 84.3% 57.8% 68.0% 45.3% 82.1% Decl Volume 932445 240807 616240 375737 688125 252100 % of Total 61.5% 15.2% 41.2% 31.0% 53.2% 16.9% Total Vol 1515170 1581449 1496866 1211864 1294263 1494445 Unch Volume 13191 8158 14872 12556 19282 15505 ARMS Index 1.26 0.88 1.74 0.94 1.46 0.67 5 Day ARMS 6.28 5.69 6.1 5.94 5.6 4.75 McClellanOs 139 211 152 125 107 127 McClellanSm 5371 5232 5021 4869 4744 4638 Cumul TICK 26554 108643 83176 88988 38050 84741 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2126.75 2133.15 2102.64 2091.78 2080.9 2084.02 Tot Issues 2827 2841 2828 2816 2816 2806 Advancers 1321 1882 1550 1607 1077 1770 % of Total 46.7% 66.2% 54.8% 57.1% 38.2% 63.1% Decliners 1347 770 1069 1024 1557 846 % of Total 47.6% 27.1% 37.8% 36.4% 55.3% 30.1% Unchanged 159 189 209 185 182 190 New Highs 135 131 111 57 94 107 New Lows 2 3 5 3 1 3 Adv Volume 904418 1982237 1550116 1442658 1166860 1940376 % of Total 34.6% 73.2% 65.3% 66.9% 50.3% 79.2% Decl Volume 1694216 533019 785035 689718 1119036 455600 % of Total 64.8% 19.7% 33.1% 32.0% 48.3% 18.6% Total Vol 2615788 2707088 2372999 2157607 2318052 2451339 Unch Volume 17154 191832 37848 25231 32156 55363 ARMS Index 1.84 0.66 0.73 0.75 0.66 0.49 5 Day ARMS 4.64 3.29 3.24 2.96 2.7 2.86 McClellanOs 94 118 80 72 56 99 McClellanSm 2368 2275 2156 2076 2004 1948 Cumul TICK 5966 24158 2540 2606 -12713 -64 ****************************************************************************** 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