****************************************************************************** August 6th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1122.07 1123.06 1107.17 1121.64 -4.17/0% 0%/4% S&P100 509.58 509.94 503.24 509.46 -1.78/0% 0%/4% VIX 23.34 23.89 21.72 21.74 -0.36/-2% -1%/-13% Nasdaq100 1883.32 1905.01 1873.44 1902.88 -2.07/0% 0%/5% VXN 24.32 24.93 22.84 22.84 -0.43/-2% -3%/-12% NYSE TICK -578 1412 -1196 392 ---- ---- PreCloseTICK84 TICKscore 21 CumAdj TICK 48 NYSE TRIN 1.62 1.62 1.62 1.62 ---- ---- Dow Indus 10668.7 10515.4 10653.6 -21.42/0% 0%/4% DJIA@10:30 10649.5 DJIA@3:00 10599.6 LstHour Ind 79.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 509.46 511.24 512.02 509.85 511.63 500.56 Upper Band 517.52 516.55 515.19 513.74 514.61 514.49 Lower Band 482.20 481.11 479.91 478.26 473.11 468.45 VIX 21.74 22.10 22.21 22.63 22.01 23.50 Upper Band 26.58 26.59 26.71 27.01 28.13 29.04 Lower Band 21.16 21.47 21.72 21.88 21.46 21.36 NDX 1902.88 1904.95 1909.20 1891.81 1898.99 1864.00 Upper Band 1928.06 1924.49 1920.95 1915.63 1921.60 1922.46 Lower Band 1799.83 1794.59 1787.47 1780.83 1759.15 1741.23 VXN 22.84 23.27 23.22 23.61 23.48 24.52 Upper Band 27.53 27.54 27.72 28.07 29.52 30.74 Lower Band 22.31 22.62 22.81 22.95 22.30 21.95 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7153.72 7174.27 7182.14 7146.99 7174.9 6998.99 Tot Issues 3168 3156 3169 3156 3184 3159 Advancers 1409 1296 2301 1185 2626 1799 % of Total 44.5% 41.1% 72.6% 37.5% 82.5% 56.9% Decliners 1642 1763 782 1863 484 1259 % of Total 51.8% 55.9% 24.7% 59.0% 15.2% 39.9% Unchanged 117 97 86 108 74 101 New Highs 207 253 287 214 307 152 New Lows 32 19 13 7 5 19 Adv Volume 323516 361121 660268 288015 957171 625060 % of Total 34.1% 41.2% 67.7% 28.8% 92.4% 53.2% Decl Volume 610818 508469 295622 691118 66717 532992 % of Total 64.3% 58.1% 30.3% 69.1% 6.4% 45.3% Total Vol 950087 875852 975845 1000543 1035840 1175847 Unch Volume 15753 6262 19955 21410 11952 17795 ARMS Index 1.62 1.04 1.32 1.53 0.38 1.22 5 Day ARMS 5.89 5.49 5.81 5.88 5.35 5.57 McClellanOs 80 120 180 133 206 125 McClellanSm 3310 3230 3110 2930 2797 2591 Cumul TICK 41752 9418 53312 35432 89628 52469 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2288.47 2293.06 2303.57 2283.52 2295.36 2254.7 Tot Issues 2729 2755 2762 2767 2803 2768 Advancers 1068 885 1755 948 1917 1465 % of Total 39.1% 32.1% 63.5% 34.3% 68.4% 52.9% Decliners 1539 1757 885 1711 770 1192 % of Total 56.4% 63.8% 32.0% 61.8% 27.5% 43.1% Unchanged 122 113 122 108 116 111 New Highs 42 54 54 64 100 43 New Lows 51 30 23 33 24 33 Adv Volume 821610 611738 1362615 499196 1638906 1093962 % of Total 43.8% 34.5% 67.4% 25.0% 83.9% 51.2% Decl Volume 999552 1094659 607318 1477350 297693 1010830 % of Total 53.3% 61.7% 30.0% 74.0% 15.2% 47.3% Total Vol 1876636 1774305 2021984 1997039 1953209 2138616 Unch Volume 55474 67908 52051 20493 16610 33824 ARMS Index 0.84 0.9 0.88 1.64 0.45 1.14 5 Day ARMS 4.71 5.01 5.87 6 6.07 6 McClellanOs 32 62 120 86 141 92 McClellanSm 524 492 430 309 223 83 Cumul TICK -70041 -63910 98595 2414 93874 -16878 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 6-Aug 30-Jul 23-Jul 16-Jul 9-Jul 2-Jul ------------------------------------------------------------------------------ AAII Bull 30 40 32 39 21 25 AAII Bear 38 33 45 38 57 42 Market Vane 48 50 44 46 39 40 II Bull 38.9 38.2 35.6 32.6 37 41.1 II Bear 33.3 34.9 35.6 34.8 34.8 33.3 OddLot ShRt 38.3 31.9 36.6 32.9 30.4 33.9 ****************************************************************************** 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.