****************************************************************************** July 23rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 954.07 979.42 953.27 976.29 22.22/2% 4%/8% S&P100 446.28 457.29 445.73 455.61 9.33/2% 3%/8% VIX 23.71 24.05 23.21 23.43 -0.04/0% -4%/-19% Nasdaq100 1561.6 1605.09 1561.54 1601.52 36.52/2% 5%/11% VXN 25.04 25.95 24.21 25.87 0.88/4% 7%/-11% NYSE TICK -35 1285 -942 1006 ---- ---- PreCloseTICK524 TICKscore 39 CumAdj TICK 831 NYSE TRIN 0.99 0.99 0.99 0.99 ---- ---- Dow Indus 9096.7 8866.4 9069.3 188.03/2% 4%/9% DJIA@10:30 8993.5 DJIA@3:00 9079.4 LstHour Ind -122.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 455.61 446.28 447.14 444.88 441.14 440.78 Upper Band 455.95 451.58 449.02 445.80 443.13 441.01 Lower Band 404.91 405.82 405.70 406.03 407.26 408.17 VIX 23.43 23.47 23.87 24.40 24.34 25.42 Upper Band 31.27 31.45 31.82 32.25 32.20 32.30 Lower Band 21.75 22.14 22.48 22.78 23.19 23.65 NDX 1601.52 1565.00 1553.01 1544.00 1527.26 1518.87 Upper Band 1593.06 1570.95 1556.39 1542.12 1528.78 1517.11 Lower Band 1371.75 1378.40 1378.91 1380.54 1386.61 1390.93 VXN 25.87 24.99 24.68 24.79 24.28 24.80 Upper Band 31.29 31.51 31.94 32.41 32.37 32.39 Lower Band 22.71 22.81 22.95 23.16 23.55 24.10 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6302.52 6151.40 6154.39 6141.3 6038.11 6043.05 Tot Issues 3168 3151 3162 3170 3137 3155 Advancers 2592 1735 1625 2362 1507 2133 % of Total 81.8% 55.1% 51.4% 74.5% 48.0% 67.6% Decliners 510 1304 1432 724 1515 902 % of Total 16.1% 41.4% 45.3% 22.8% 48.3% 28.6% Unchanged 66 112 105 84 115 120 New Highs 108 59 77 67 48 48 New Lows 2 2 3 2 3 7 Adv Volume 1155279 616468 467177 857735 543127 731031 % of Total 83.1% 57.2% 38.7% 76.2% 42.2% 62.3% Decl Volume 225133 452465 686625 261616 729230 429789 % of Total 16.2% 42.0% 56.9% 23.2% 56.6% 36.6% Total Vol 1390384 1077148 1205934 1125253 1288237 1173827 Unch Volume 9972 8215 52132 5902 15880 13007 ARMS Index 0.99 0.98 1.67 1 1.34 1.39 5 Day ARMS 5.98 6.38 5.72 5.09 4.6 5.21 McClellanOs 230 160 173 202 151 185 McClellanSm 3420 3190 3030 2857 2654 2504 Cumul TICK 117308 43357 17908 76634 28219 87996 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1973.6 1926.38 1916.2 1909.29 1886.61 1885.03 Tot Issues 2825 2793 2803 2821 2796 2787 Advancers 2080 1628 1152 1834 1106 1673 % of Total 73.6% 58.3% 41.1% 65.0% 39.6% 60.0% Decliners 628 1024 1489 858 1548 965 % of Total 22.2% 36.7% 53.1% 30.4% 55.4% 34.6% Unchanged 117 141 162 129 142 149 New Highs 119 61 58 80 60 51 New Lows 9 15 15 10 12 7 Adv Volume 2439125 1542373 1248945 1675518 1010205 1530015 % of Total 80.7% 66.9% 56.6% 81.9% 53.8% 73.8% Decl Volume 541512 733883 871460 348881 835963 508485 % of Total 17.9% 31.8% 39.5% 17.0% 44.5% 24.5% Total Vol 3021439 2306345 2205232 2046356 1876761 2072732 Unch Volume 40802 30089 84827 21957 30593 34232 ARMS Index 0.74 0.76 0.54 0.45 0.59 0.58 5 Day ARMS 3.08 2.92 2.49 2.62 2.62 2.81 McClellanOs 150 92 73 106 67 104 McClellanSm 1434 1284 1193 1120 1014 947 Cumul TICK 35354 -8634 -6424 5884 805 25960 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 17-Jul 10-Jul 2-Jul 26-Jun 19-Jun 12-Jun ------------------------------------------------------------------------------ AAII Bull 29 28 38 28 33 39 AAII Bear 47 55 45 49 46 39 Market Vane 43 41 43 42 43 44 II Bull 35.6 42.7 41.4 43.6 44.8 47.7 II Bear 35.6 30.3 29.9 28.7 26.4 23.3 OddLot ShRt 33.5 30.5 27.6 34.7 29.3 33.2 ****************************************************************************** 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.