****************************************************************************** January 20th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 849.64 849.64 804.47 805.22 -44.9/-5% -8%/-9% S&P100 400.91 400.91 380.92 381.32 -19.64/-5% -8%/-10% VIX 50.12 57.36 49.27 56.65 10.54/23% 31%/20% Nasdaq100 1193.98 1195.89 1136.61 1136.61 -61.53/-5% -5%/-6% VXN 48.39 55.59 48.39 54.45 10.26/23% 26%/18% NYSE TICK -28 875 -1384 -1061 ---- ---- PreCloseTICK-904 TICKscore -70 CumAdj TICK -1215 NYSE TRIN 3.49 3.49 3.49 3.49 ---- ---- Dow Indus 8292.0 7939.9 7949.1 -332.13/-4%-6%/-8% DJIA@10:30 8178.9 DJIA@3:00 8026.4 LstHour Ind 25.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 381.32 400.96 399.10 400.90 414.13 413.47 Upper Band 450.96 447.56 447.84 448.17 446.27 446.02 Lower Band 387.84 395.54 398.55 402.29 406.15 407.52 VIX 56.65 46.11 51.00 49.14 43.27 45.84 Upper Band 52.82 50.27 50.94 51.32 53.42 54.96 Lower Band 35.71 37.32 37.03 36.79 35.45 35.00 NDX 1136.61 1198.14 1183.52 1163.42 1202.65 1201.13 Upper Band 1279.66 1275.03 1276.47 1279.46 1277.74 1277.78 Lower Band 1134.91 1146.35 1147.68 1150.69 1154.26 1154.61 VXN 54.45 44.19 48.33 47.80 43.11 44.46 Upper Band 50.57 48.10 48.74 49.26 51.27 52.53 Lower Band 36.65 38.28 38.02 37.70 36.37 35.99 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5058.06 5387.50 5347.75 5328.68 5538.84 5551.03 Tot Issues 3189 3185 3193 3189 3204 3184 Advancers 310 2029 1670 333 1659 732 % of Total 9.7% 63.7% 52.3% 10.4% 51.8% 23.0% Decliners 2822 1065 1440 2808 1462 2376 % of Total 88.5% 33.4% 45.1% 88.1% 45.6% 74.6% Unchanged 57 91 83 48 83 76 New Highs 0 4 2 3 0 3 New Lows 116 37 81 44 18 16 Adv Volume 51723 1017170 882708 46227 729632 140762 % of Total 3.0% 63.2% 54.0% 3.3% 56.2% 10.8% Decl Volume 1642130 574209 722984 1358392 555071 1151695 % of Total 96.8% 35.7% 44.2% 96.6% 42.7% 88.8% Total Vol 1695927 1609421 1634640 1406070 1298658 1297603 Unch Volume 2074 18042 28948 1451 13955 5146 ARMS Index 3.49 1.08 0.95 3.48 0.86 2.52 5 Day ARMS 9.86 8.89 10.3 10.3 8.64 8.92 McClellanOs -154 -28 -84 -106 27 27 McClellanSm 1709 1863 1891 1975 2080 2053 Cumul TICK -101646 17729 -57543 -103027 -24975 -53251 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1440.86 1529.33 1511.84 1489.64 1546.46 1538.79 Tot Issues 2901 2896 2927 2915 2917 2908 Advancers 403 1518 1601 512 1534 681 % of Total 13.9% 52.4% 54.7% 17.6% 52.6% 23.4% Decliners 2395 1226 1177 2282 1238 2115 % of Total 82.6% 42.3% 40.2% 78.3% 42.4% 72.7% Unchanged 103 152 149 121 145 112 New Highs 6 6 4 1 2 4 New Lows 146 54 92 52 32 26 Adv Volume 65204 1519997 1668979 139366 1157644 222011 % of Total 3.3% 67.8% 67.2% 7.2% 58.7% 12.5% Decl Volume 1925237 643006 791448 1784509 794187 1532901 % of Total 96.4% 28.7% 31.9% 92.4% 40.3% 86.6% Total Vol 1996363 2241460 2484361 1930893 1972254 1770550 Unch Volume 5922 78457 23934 7018 20423 15638 ARMS Index 4.97 0.52 0.65 2.87 0.85 2.22 5 Day ARMS 9.86 7.11 7.69 7.7 6.06 5.82 McClellanOs -105 -12 -36 -72 14 -6 McClellanSm -43 62 74 110 183 168 Cumul TICK -26418 -38018 -22793 -29588 7833 -9532 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 16-Jan 9-Jan 2-Jan 26-Dec 19-Dec 5-Dec ------------------------------------------------------------------------------ AAII Bull 28 49 24 29 40 38 AAII Bear 47 35 55 44 36 40 Market Vane 41 44 42 40 43 42 II Bull 43 41.8 38.5 35.1 26.9 25.3 II Bear 34.4 34.1 38.5 38.3 47.3 46.2 OddLot ShRt 31.2 30.4 27.6 23.1 33 29.3 ****************************************************************************** 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.