****************************************************************************** October 22nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1080.96 1095.21 1074.31 1092.91 11.51/1% 0%/4% S&P100 499.94 505.92 497.2 504.84 4.6/1% 0%/4% VIX 22.22 22.77 20.33 20.69 -1.53/-7% -3%/-17% Nasdaq100 1749.3 1767.58 1739.59 1763.15 9.59/1% 1%/3% VXN 23.12 23.43 21.42 21.58 -1.56/-7% -3%/-17% NYSE TICK -109 1257 -1077 442 ---- ---- PreCloseTICK658 TICKscore 21 CumAdj TICK 304 NYSE TRIN 0.71 0.71 0.71 0.71 ---- ---- Dow Indus 10105.2 9916.8 10081.3 131.95/1% 1%/4% DJIA@10:30 9972.0 DJIA@3:00 10076.6 LstHour Ind -17.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 504.84 500.24 504.52 506.75 502.89 507.07 Upper Band 513.50 512.15 511.38 510.05 507.89 506.49 Lower Band 474.44 474.01 473.79 474.11 474.72 475.10 VIX 20.69 22.22 20.90 21.49 21.43 21.72 Upper Band 28.70 28.66 28.64 28.50 28.40 28.26 Lower Band 19.30 19.77 19.92 20.28 20.64 21.03 NDX 1763.15 1753.56 1756.19 1756.68 1739.32 1753.36 Upper Band 1783.67 1778.18 1774.61 1771.21 1767.21 1765.55 Lower Band 1662.09 1662.25 1662.89 1664.07 1665.56 1665.82 VXN 21.58 23.14 21.62 22.11 22.22 22.51 Upper Band 29.63 29.60 29.58 29.41 29.28 29.12 Lower Band 20.14 20.61 20.76 21.17 21.58 21.99 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7182.91 7107.21 7158.27 7222.21 7133.96 7204.05 Tot Issues 3163 3161 3157 3159 3148 3158 Advancers 2051 1021 1039 2257 1047 1508 % of Total 64.8% 32.3% 32.9% 71.4% 33.3% 47.8% Decliners 1006 2025 2034 789 1973 1516 % of Total 31.8% 64.1% 64.4% 25.0% 62.7% 48.0% Unchanged 106 115 84 113 128 134 New Highs 151 333 243 430 203 387 New Lows 5 5 4 3 3 2 Adv Volume 963296 371305 273198 749310 334478 692967 % of Total 73.3% 26.4% 22.1% 69.3% 24.1% 51.0% Decl Volume 335398 1005159 951936 327144 1040553 623236 % of Total 25.5% 71.5% 77.0% 30.3% 75.1% 45.9% Total Vol 1314679 1405930 1236925 1081439 1386361 1357644 Unch Volume 15985 29466 11791 4985 11330 41441 ARMS Index 0.71 1.36 1.78 1.25 1.65 0.89 5 Day ARMS 6.75 6.93 6 5.26 4.59 3.94 McClellanOs -63 -116 -56 13 -50 17 McClellanSm 4300 4364 4479 4535 4522 4572 Cumul TICK 47640 4478 1365 34219 24484 31473 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2165.29 2150.73 2163.47 2176.32 2156.8 2173.29 Tot Issues 2818 2827 2832 2838 2823 2826 Advancers 1660 860 716 1696 818 1147 % of Total 58.9% 30.4% 25.3% 59.8% 29.0% 40.6% Decliners 968 1788 1944 921 1808 1492 % of Total 34.4% 63.2% 68.6% 32.5% 64.0% 52.8% Unchanged 190 179 172 221 197 187 New Highs 52 144 104 165 101 161 New Lows 12 15 12 11 4 8 Adv Volume 1507274 661267 647301 1378496 528153 883831 % of Total 66.5% 25.8% 30.7% 70.0% 23.9% 41.3% Decl Volume 724792 1866033 1423275 553294 1651916 1201966 % of Total 32.0% 72.7% 67.4% 28.1% 74.7% 56.2% Total Vol 2265238 2565687 2110587 1970440 2209950 2140092 Unch Volume 33172 38387 40011 38650 29881 54295 ARMS Index 0.82 1.36 0.81 0.74 1.42 1.05 5 Day ARMS 5.15 5.38 4.66 4.4 4.44 4.25 McClellanOs -54 -98 -56 12 -26 33 McClellanSm 1732 1785 1884 1940 1928 1953 Cumul TICK 3906 -14058 -11309 19346 3707 -7537 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 16-Oct 9-Oct 2-Oct 25-Sep 18-Sep 11-Sep ------------------------------------------------------------------------------ AAII Bull 47 35 44 39 42 37 AAII Bear 34 41 36 45 40 44 Market Vane 52 51 52 51 50 49 II Bull 47.2 48.9 50.6 46.7 47.8 48.3 II Bear 26.4 24.4 23.6 24.4 24.4 23.6 OddLot ShRt 34.9 35.8 46.6 35.1 29 29.3 ****************************************************************************** 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 13061829 2.4 47 34 52 47.2 26.4 34.9