****************************************************************************** August 4th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1001.41 1007.12 996.68 1005.65 3.02/0% 3%/14% S&P100 465.78 467.71 463.61 467.31 1.04/0% 3%/13% VIX 25.55 26.16 24.89 24.89 -0.67/-3% -3%/-19% Nasdaq100 1619.09 1633.16 1616.54 1628.49 0.37/0% 2%/16% VXN 26.27 26.85 25.15 25.17 -1.11/-4% -4%/-19% NYSE TICK -225 1210 -956 1009 ---- ---- PreCloseTICK427 TICKscore 15 CumAdj TICK 213 NYSE TRIN 0.76 0.76 0.76 0.76 ---- ---- Dow Indus 9321.1 9250.7 9320.2 33.63/0% 3%/14% DJIA@10:30 9270.1 DJIA@3:00 9283.1 LstHour Ind 53.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 467.31 466.27 460.26 460.06 455.18 456.38 Upper Band 479.63 477.63 474.41 471.90 468.80 466.29 Lower Band 408.34 404.99 403.72 402.23 402.46 402.41 VIX 24.89 25.56 25.92 25.40 25.61 25.01 Upper Band 29.88 30.76 31.12 31.29 31.32 31.35 Lower Band 21.32 21.04 21.02 21.05 21.11 21.15 NDX 1628.49 1628.12 1603.36 1609.87 0.00 1605.47 Upper Band 1692.82 1687.53 1675.93 1666.42 2112.85 1641.21 Lower Band 1390.26 1373.18 1366.07 1359.88 740.63 1360.00 VXN 25.17 26.28 26.16 26.63 26.22 25.35 Upper Band 29.90 30.78 31.10 31.24 31.25 31.26 Lower Band 22.49 22.21 22.18 22.24 22.25 22.28 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6569.14 6565.65 6424.28 6384.31 6280.57 6328.67 Tot Issues 3175 3178 3158 3160 3163 3181 Advancers 1849 2540 1886 2432 1224 1437 % of Total 58.2% 79.9% 59.7% 77.0% 38.7% 45.2% Decliners 1184 526 1148 635 1843 1566 % of Total 37.3% 16.6% 36.4% 20.1% 58.3% 49.2% Unchanged 142 112 124 93 96 178 New Highs 158 177 110 127 83 82 New Lows 7 4 7 7 2 2 Adv Volume 824451 1071686 1018083 943749 467441 614935 % of Total 66.1% 88.4% 67.7% 69.6% 40.9% 49.5% Decl Volume 403711 123196 471631 401314 667205 617532 % of Total 32.4% 10.2% 31.3% 29.6% 58.3% 49.8% Total Vol 1246836 1212424 1504721 1356359 1143623 1241236 Unch Volume 18674 17542 15007 11296 8977 8769 ARMS Index 0.76 0.56 0.76 1.63 0.95 0.92 5 Day ARMS 4.66 4.82 5.28 5.46 4.82 4.85 McClellanOs 200 216 155 157 97 168 McClellanSm 4856 4656 4440 4285 4128 4031 Cumul TICK 80290 94780 90809 67762 22231 37546 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2011.31 2008.61 1978.5 1984.3 1967.76 1975.51 Tot Issues 2840 2833 2818 2815 2796 2820 Advancers 1495 1855 1264 1805 983 1426 % of Total 52.6% 65.5% 44.9% 64.1% 35.2% 50.6% Decliners 1154 774 1352 799 1607 1187 % of Total 40.6% 27.3% 48.0% 28.4% 57.5% 42.1% Unchanged 191 204 202 211 206 207 New Highs 74 95 64 115 50 65 New Lows 5 10 3 5 5 4 Adv Volume 1250553 1727752 962686 1576199 936056 1332573 % of Total 56.0% 80.1% 44.0% 62.4% 45.2% 60.4% Decl Volume 852884 384115 1206033 925693 1120446 836455 % of Total 38.2% 17.8% 55.1% 36.7% 54.1% 37.9% Total Vol 2235010 2155728 2190389 2525679 2072653 2206857 Unch Volume 131573 43861 21670 23787 16151 37829 ARMS Index 0.88 0.53 1.17 1.33 0.73 0.75 5 Day ARMS 4.64 4.51 4.68 4.57 3.98 4.01 McClellanOs 112 118 81 106 70 123 McClellanSm 2318 2206 2088 2007 1901 1831 Cumul TICK 5918 11921 30377 35006 21900 4371 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul 26-Jun ------------------------------------------------------------------------------ AAII Bull 48 38 29 28 38 28 AAII Bear 31 42 47 55 45 49 Market Vane 46 45 43 41 43 42 II Bull 42.2 36.7 35.6 42.7 41.4 43.6 II Bear 31.1 35.6 35.6 30.3 29.9 28.7 OddLot ShRt 30 35.4 33.5 30.5 27.6 34.7 ****************************************************************************** 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.