****************************************************************************** November 13th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1087.59 1097.79 1085.33 1093.48 6.24/1% 0%/1% S&P100 505.61 509.94 504.55 508.08 2.63/1% 0%/1% VIX 24.25 24.43 23.22 23.36 -0.88/-4% 1%/9% Nasdaq100 1780.04 1793.17 1773.29 1788.61 15.47/1% 1%/3% VXN 23.83 24.15 22.91 22.92 -1.13/-5% -3%/3% NYSE TICK 213 1237 -1185 450 ---- ---- PreCloseTICK493 TICKscore 16 CumAdj TICK 440 NYSE TRIN 1.09 1.09 1.09 1.09 ---- ---- Dow Indus 10305.7 10192.0 10270.5 0.7 0%/3% DJIA@10:30 10243.6 DJIA@3:00 10238.7 LstHour Ind -14.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 508.08 505.45 509.92 507.27 506.71 496.19 Upper Band 515.72 514.97 515.22 514.36 513.16 512.03 Lower Band 479.65 479.88 479.79 480.15 480.27 480.49 VIX 23.36 24.24 23.04 22.84 23.15 24.19 Upper Band 30.48 30.53 30.54 30.54 30.54 30.54 Lower Band 18.78 18.54 18.28 18.26 18.28 18.27 NDX 1788.61 1773.14 1782.95 1773.17 1768.40 1730.76 Upper Band 1813.65 1807.02 1804.24 1799.57 1794.33 1789.56 Lower Band 1654.73 1656.42 1657.23 1659.04 1659.98 1660.87 VXN 22.92 24.05 23.06 23.39 23.55 24.60 Upper Band 30.29 30.32 30.34 30.33 30.33 30.33 Lower Band 19.56 19.46 19.29 19.34 19.39 19.41 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7119.89 7063.05 7155.36 7126.42 7135.33 6958.29 Tot Issues 3146 3163 3142 3127 3158 3142 Advancers 2206 606 1885 1269 2548 1532 % of Total 70.1% 19.2% 60.0% 40.6% 80.7% 48.8% Decliners 813 2431 1144 1748 492 1459 % of Total 25.8% 76.9% 36.4% 55.9% 15.6% 46.4% Unchanged 127 126 113 110 118 151 New Highs 97 110 211 178 220 93 New Lows 2 5 6 9 2 7 Adv Volume 681367 147359 680645 446762 1168378 508789 % of Total 69.2% 14.0% 65.1% 41.6% 94.5% 46.9% Decl Volume 273510 877282 359143 606354 64016 498584 % of Total 27.8% 83.5% 34.3% 56.5% 5.2% 46.0% Total Vol 985007 1050356 1046076 1072801 1236106 1084488 Unch Volume 30130 25715 6288 19685 3712 77115 ARMS Index 1.09 1.48 0.87 0.99 0.28 1.03 5 Day ARMS 4.71 4.65 3.9 4.37 4.14 4.83 McClellanOs 17 -54 51 23 61 -42 McClellanSm 2196 2178 2232 2182 2159 2098 Cumul TICK 46439 -68785 10415 -7890 81788 47703 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2167.88 2149.02 2166.9 2151.08 2154.06 2112.44 Tot Issues 2829 2803 2813 2798 2826 2820 Advancers 1762 613 1657 873 1855 1231 % of Total 62.3% 21.9% 58.9% 31.2% 65.6% 43.7% Decliners 855 2017 986 1798 793 1404 % of Total 30.2% 72.0% 35.1% 64.3% 28.1% 49.8% Unchanged 212 173 170 127 178 185 New Highs 52 60 109 86 99 69 New Lows 36 40 22 43 20 16 Adv Volume 1390414 775390 1349129 845559 1570773 1111495 % of Total 74.1% 35.0% 72.9% 42.1% 78.4% 60.8% Decl Volume 470274 1415174 478015 1138529 384711 674986 % of Total 25.1% 64.0% 25.8% 56.7% 19.2% 36.9% Total Vol 1876227 2212374 1851798 2008283 2004700 1829155 Unch Volume 15539 21810 24654 24195 49216 42674 ARMS Index 0.7 0.55 0.6 0.65 0.57 0.53 5 Day ARMS 3.07 2.9 2.76 2.82 3.23 3.53 McClellanOs 10 -47 22 -19 27 -36 McClellanSm 80 70 117 95 114 86 Cumul TICK 54264 -41521 2301 -12931 -1264 3337 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 13-Nov 6-Nov 30-Oct 23-Oct 16-Oct 9-Oct ------------------------------------------------------------------------------ AAII Bull 39 22 34 41 47 35 AAII Bear 39 56 42 36 34 41 Market Vane 53 50 51 53 52 51 II Bull 44.4 48.3 48.3 49.5 47.2 48.9 II Bear 26.7 24.7 22.5 23.1 26.4 24.4 OddLot ShRt 32.2 31.9 36.3 30.2 34.9 35.8 ****************************************************************************** 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.