****************************************************************************** January 27th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1091.93 1099.51 1083.11 1097.5 5.33/0% -2%/-3% S&P100 502.61 506.67 499.13 505.54 2.9/1% -2%/-2% VIX 24.81 25.69 23.14 23.14 -1.41/-6% 4%/19% Nasdaq100 1801.67 1823.8 1790.1 1818.9 15.04/1% -2%/-3% VXN 25.63 26.19 23.84 24.21 -1.26/-5% 4%/24% NYSE TICK -337 1272 -1069 136 ---- ---- PreCloseTICK-99 TICKscore 7 CumAdj TICK -401 NYSE TRIN 0.75 0.75 0.75 0.75 ---- ---- Dow Indus 10255.1 10104.4 10236.2 41.87/0% -1%/-3% DJIA@10:30 10167.3 DJIA@3:00 10204.9 LstHour Ind 58.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 505.54 502.64 504.54 502.35 514.13 524.73 Upper Band 537.63 537.09 535.86 534.68 532.60 533.34 Lower Band 501.04 502.84 505.35 507.59 510.83 509.54 VIX 23.14 24.55 25.41 27.31 22.27 18.68 Upper Band 25.99 25.67 25.03 24.05 21.88 21.72 Lower Band 14.80 14.75 14.91 15.31 16.79 16.89 NDX 1818.90 1803.86 1802.39 1794.82 1850.57 1867.95 Upper Band 1926.68 1926.52 1922.44 1915.75 1904.07 1907.65 Lower Band 1798.63 1804.70 1815.39 1827.03 1843.19 1837.43 VXN 24.21 25.47 27.04 28.37 23.19 20.01 Upper Band 27.09 26.74 26.08 24.82 22.39 21.99 Lower Band 15.46 15.34 15.42 15.94 17.62 17.88 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7035.61 7028.32 7073.13 7030.61 7174.46 7329.83 Tot Issues 3147 3175 3160 3193 3137 3138 Advancers 1517 1106 1755 559 649 787 % of Total 48.2% 34.8% 55.5% 17.5% 20.7% 25.1% Decliners 1515 1965 1289 2530 2401 2249 % of Total 48.1% 61.9% 40.8% 79.2% 76.5% 71.7% Unchanged 115 104 116 104 87 102 New Highs 51 75 77 80 173 168 New Lows 15 9 4 6 2 2 Adv Volume 733383 343750 614970 161475 195203 230137 % of Total 56.4% 30.6% 58.6% 10.8% 13.0% 21.8% Decl Volume 552551 768801 424675 1299730 1298854 815392 % of Total 42.5% 68.4% 40.4% 87.3% 86.6% 77.3% Total Vol 1300511 1124449 1050108 1489613 1500234 1054551 Unch Volume 14577 11898 10463 28408 6177 9022 ARMS Index 0.75 1.26 0.94 1.78 1.8 1.24 5 Day ARMS 6.53 7.02 6.39 7.52 6.8 5.98 McClellanOs -204 -225 -198 -242 -149 -54 McClellanSm 3202 3407 3632 3829 4071 4220 Cumul TICK -21686 9175 -979 -58477 -48265 -8900 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2221.41 2203.73 2210.8 2205.29 2265.7 2291.25 Tot Issues 2769 2806 2814 2818 2798 2794 Advancers 1577 862 1312 704 676 729 % of Total 57.0% 30.7% 46.6% 25.0% 24.2% 26.1% Decliners 1076 1771 1379 1954 2015 1968 % of Total 38.9% 63.1% 49.0% 69.3% 72.0% 70.4% Unchanged 116 173 123 160 107 97 New Highs 35 35 33 42 98 82 New Lows 20 21 8 15 12 9 Adv Volume 1595540 1024237 1342361 445032 915760 607129 % of Total 64.3% 43.4% 62.4% 15.8% 31.6% 25.5% Decl Volume 862551 1282955 791756 2355273 1947521 1751891 % of Total 34.7% 54.3% 36.8% 83.6% 67.2% 73.5% Total Vol 2482883 2361260 2150929 2817623 2898913 2383172 Unch Volume 24792 54068 16812 17318 35632 24152 ARMS Index 0.79 0.61 0.56 1.91 0.71 1.07 5 Day ARMS 4.58 4.86 4.93 5.71 4.84 4.72 McClellanOs -113 -161 -133 -150 -99 -34 McClellanSm 974 1087 1248 1381 1531 1630 Cumul TICK -19691 -15115 5183 -3935 -51383 -1186 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 22-Jan 15-Jan 8-Jan 31-Dec 24-Dec 18-Dec ------------------------------------------------------------------------------ AAII Bull 47 41 49 38 43 42 AAII Bear 27 26 23 38 35 28 Market Vane 58 57 57 57 53 53 II Bull 52.2 53.4 48.3 51.1 52.2 52.2 II Bear 18.9 15.9 16.9 15.6 16.7 16.7 OddLot ShRt 26.8 32.9 28.9 28.5 33.7 33.7 ****************************************************************************** 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.