****************************************************************************** June 3rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 942.51 942.51 923.85 931.76 -12.98/-1% 3%/3% S&P100 436.88 436.88 429.65 433.4 -4.3/-1% 3%/3% VIX 29.62 31.79 29.62 31.02 1.39/5% -2%/-7% Nasdaq100 1472.25 1476.98 1459.59 1475.44 -4.87/0% 4%/4% VXN 30.58 32.23 30.58 31.45 0.84/3% 0%/-6% NYSE TICK -109 1200 -1158 -61 ---- ---- PreCloseTICK116 TICKscore 5 CumAdj TICK -567 NYSE TRIN 2.68 2.68 2.68 2.68 ---- ---- Dow Indus 8740.4 8598.4 8675.2 -65.63/-1% 3%/3% DJIA@10:30 8647.4 DJIA@3:00 8625.3 LstHour Ind 143.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 433.40 437.70 436.31 427.56 422.60 416.39 Upper Band 437.86 436.53 433.82 432.00 432.29 432.69 Lower Band 409.73 409.68 410.72 409.75 407.31 405.34 VIX 31.02 29.63 30.04 28.92 31.67 32.36 Upper Band 34.40 34.64 35.04 35.57 36.18 36.73 Lower Band 28.31 28.30 28.39 28.39 28.53 28.43 NDX 1475.44 1480.31 1477.12 1435.57 1420.31 1401.88 Upper Band 1483.22 1473.84 1462.43 1446.51 1440.63 1436.93 Lower Band 1322.18 1326.39 1332.57 1340.44 1342.20 1342.10 VXN 31.45 30.61 30.72 29.44 31.52 32.16 Upper Band 35.31 35.46 35.86 36.20 36.70 37.32 Lower Band 28.63 28.68 28.73 28.82 29.04 28.96 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6033.90 6182.87 6169.07 6004.07 5917.06 5823.56 Tot Issues 3154 3150 3180 3156 3174 3168 Advancers 848 1824 2535 2247 2042 943 % of Total 26.9% 57.9% 79.7% 71.2% 64.3% 29.8% Decliners 2212 1246 578 818 1048 2148 % of Total 70.1% 39.6% 18.2% 25.9% 33.0% 67.8% Unchanged 94 80 67 91 84 77 New Highs 12 21 31 17 10 13 New Lows 2 3 2 4 6 5 Adv Volume 162842 726744 1078393 1308154 1017584 258130 % of Total 12.4% 52.0% 72.2% 73.7% 74.6% 19.4% Decl Volume 1139091 660603 332398 442169 339485 1061865 % of Total 86.8% 47.3% 22.3% 24.9% 24.9% 79.8% Total Vol 1312094 1396501 1493233 1774113 1363393 1330346 Unch Volume 10161 9154 82442 23790 6324 10351 ARMS Index 2.68 1.33 1.35 0.93 0.65 1.81 5 Day ARMS 6.94 6.07 5.59 5.88 6.15 6.79 McClellanOs 4 105 109 32 -27 -71 McClellanSm 4492 4488 4383 4274 4242 4269 Cumul TICK -29252 53819 58429 45683 10924 -11402 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1825.92 1836.8 1828.68 1774.33 1751.79 1731.08 Tot Issues 2829 2848 2870 2876 2854 2859 Advancers 1055 1532 2078 1921 1504 944 % of Total 37.3% 53.8% 72.4% 66.8% 52.7% 33.0% Decliners 1626 1164 673 837 1182 1779 % of Total 57.5% 40.9% 23.4% 29.1% 41.4% 62.2% Unchanged 148 152 119 118 168 136 New Highs 25 51 56 35 22 32 New Lows 2 4 8 11 8 6 Adv Volume 812779 1245903 2300343 1732732 1613253 769470 % of Total 35.8% 52.6% 88.1% 69.3% 72.8% 35.9% Decl Volume 1440369 1050095 290422 675863 536880 1342715 % of Total 63.4% 44.4% 11.1% 27.0% 24.2% 62.6% Total Vol 2271198 2367141 2611695 2501840 2215304 2144094 Unch Volume 18050 71143 20930 93245 65171 31909 ARMS Index 1.15 1.11 0.39 0.9 0.42 0.93 5 Day ARMS 3.97 3.75 2.96 3.74 4.3 5.36 McClellanOs 34 80 79 17 -37 -55 McClellanSm 2317 2283 2203 2124 2107 2143 Cumul TICK -8524 27697 31795 2786 -65454 -8497 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 29-May 22-May 15-May 8-May 1-May 24-Apr ------------------------------------------------------------------------------ AAII Bull 40 34 44 44 36 32 AAII Bear 49 45 35 33 44 39 Market Vane 43 43 43 43 40 40 II Bull 40.9 40.7 41 40.4 36 39.1 II Bear 28.4 29.1 33.7 31.5 37.2 34.5 OddLot ShRt 42.2 40.1 35.5 40.3 35.4 40.1 ****************************************************************************** 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.