****************************************************************************** July 20th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1064.53 1083.94 1056.88 1083.48 12.23/1% -1%/-3% S&P100 483.32 491.87 480.27 491.63 4.87/1% -1%/-2% VIX 27.35 27.4 23.79 23.93 -2.04/-8% -4%/-4% Nasdaq100 1789.93 1841.16 1784.55 1840.67 21.39/1% -1%/-3% VXN 27.28 28.86 24.91 25.21 -2.04/-7% -3%/-1% NYSE TICK -647 1633 -951 1087 ---- ---- PreCloseTICK308 TICKscore 80 CumAdj TICK 1004 NYSE TRIN 0.79 0.79 0.79 0.79 ---- ---- Dow Indus 10236.4 10007.8 10230.0 75.53/1% -1%/-2% DJIA@10:30 10048.7 DJIA@3:00 10173.1 LstHour Ind 162.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 491.63 486.76 484.21 498.12 497.47 497.00 Upper Band 506.79 508.64 511.13 513.29 513.99 514.75 Lower Band 461.96 461.23 460.53 460.31 460.06 459.81 VIX 23.93 25.97 26.25 25.14 24.89 24.56 Upper Band 34.22 34.17 34.25 34.27 34.25 34.23 Lower Band 21.30 21.45 21.17 21.03 21.12 21.24 NDX 1840.67 1819.28 1803.48 1856.24 1853.41 1845.03 Upper Band 1907.07 1916.37 1930.39 1942.79 1950.00 1955.76 Lower Band 1714.59 1710.81 1706.21 1704.53 1702.23 1700.87 VXN 25.21 27.25 26.87 26.57 25.96 25.37 Upper Band 35.24 35.22 35.34 35.39 35.40 35.39 Lower Band 22.04 22.10 21.66 21.45 21.38 21.42 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6820.04 6739.64 6709.51 6916.81 6903.36 6907.78 Tot Issues 3149 3139 3155 3155 3144 3163 Advancers 2479 1990 627 1489 1366 2680 % of Total 78.7% 63.4% 19.9% 47.2% 43.4% 84.7% Decliners 574 1053 2454 1546 1666 413 % of Total 18.2% 33.5% 77.8% 49.0% 53.0% 13.1% Unchanged 96 96 74 120 112 70 New Highs 128 95 65 89 72 91 New Lows 41 43 29 12 8 6 Adv Volume 945600 629870 63233 537100 410131 1042597 % of Total 83.9% 65.9% 4.2% 48.1% 38.5% 92.1% Decl Volume 174029 311394 1427620 559257 621254 85986 % of Total 15.4% 32.6% 95.7% 50.1% 58.4% 7.6% Total Vol 1126512 955942 1491572 1117342 1064459 1132534 Unch Volume 6883 14678 719 20985 33074 3951 ARMS Index 0.79 0.93 5.77 1 1.24 0.54 5 Day ARMS 9.73 9.48 9.29 4.32 4.07 3.11 McClellanOs 154 69 25 136 161 203 McClellanSm 1162 1008 939 914 779 618 Cumul TICK 101244 38556 -43412 29037 1194 1414 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2222.49 2198.23 2179.05 2249.08 2249.84 2242.03 Tot Issues 2749 2760 2766 2738 2740 2795 Advancers 1848 1551 324 884 1106 2246 % of Total 67.2% 56.2% 11.7% 32.3% 40.4% 80.4% Decliners 773 1082 2351 1754 1511 454 % of Total 28.1% 39.2% 85.0% 64.1% 55.1% 16.2% Unchanged 128 127 91 100 123 95 New Highs 21 11 13 22 46 34 New Lows 77 79 84 34 19 21 Adv Volume 1420164 1147495 153945 1076341 1295403 2099990 % of Total 73.5% 66.1% 7.0% 53.5% 58.5% 92.2% Decl Volume 479278 565341 2001965 855892 824884 170445 % of Total 24.8% 32.6% 91.2% 42.5% 37.3% 7.5% Total Vol 1933272 1735096 2195152 2011600 2213010 2278485 Unch Volume 33830 22260 39242 79367 92723 8050 ARMS Index 0.81 0.71 1.79 0.4 0.47 0.4 5 Day ARMS 4.18 3.77 3.36 2.62 3.15 3.09 McClellanOs 58 -6 -45 55 104 134 McClellanSm -832 -890 -885 -839 -894 -999 Cumul TICK -58365 52405 -165110 -90286 -57165 193856 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 16-Jul 9-Jul 2-Jul 25-Jun 18-Jun 11-Jun ------------------------------------------------------------------------------ AAII Bull 39 21 25 35 43 35 AAII Bear 38 57 42 32 31 43 Market Vane 46 39 40 47 49 42 II Bull 32.6 37 41.1 41.1 37 38.5 II Bear 34.8 34.8 33.3 31.1 32.6 31.9 OddLot ShRt 32.9 30.4 33.9 29 32.2 32 ****************************************************************************** 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) 2010 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.