****************************************************************************** January 28th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 845.73 877.86 845.73 874.09 28.38/3% 6%/1% S&P100 400.16 413.98 400.16 412.43 12.23/3% 5%/-1% VIX 42.25 42.25 38.09 39.66 -2.59/-6% -16%/-10% Nasdaq100 1213.84 1245.98 1213.24 1235.91 41.5/3% 6%/5% VXN 43.1 43.1 38.99 39.17 -3.93/-9% -15%/-10% NYSE TICK 162 1340 -974 1283 ---- ---- PreCloseTICK827 TICKscore 22 CumAdj TICK 771 NYSE TRIN 0.75 0.75 0.75 0.75 ---- ---- Dow Indus 8405.9 8175.9 8375.5 200.72/2% 3%/-1% DJIA@10:30 8294.8 DJIA@3:00 8379.3 LstHour Ind -123.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 412.43 400.20 396.62 392.07 392.88 397.63 Upper Band 451.41 451.70 452.13 452.18 451.58 450.99 Lower Band 375.55 375.77 377.18 379.17 382.00 385.15 VIX 39.66 42.25 45.69 47.27 47.29 46.42 Upper Band 53.51 53.46 53.46 53.38 53.18 52.94 Lower Band 35.27 35.75 35.86 35.79 35.77 35.73 NDX 1235.91 1194.41 1184.56 1175.89 1168.08 1185.76 Upper Band 1282.14 1279.32 1279.24 1279.25 1279.10 1278.55 Lower Band 1133.65 1130.19 1129.37 1129.35 1130.22 1132.88 VXN 39.17 43.10 45.00 46.60 45.83 47.35 Upper Band 51.60 51.48 51.48 51.40 51.15 50.96 Lower Band 36.43 37.01 37.01 36.93 36.85 36.65 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5501.46 5315.44 5244.61 5195.55 5171.68 5273.99 Tot Issues 3200 3138 3178 3188 3167 3187 Advancers 2710 2078 1998 1676 691 2491 % of Total 84.7% 66.2% 62.9% 52.6% 21.8% 78.2% Decliners 413 950 1104 1416 2395 633 % of Total 12.9% 30.3% 34.7% 44.4% 75.6% 19.9% Unchanged 77 110 76 96 81 63 New Highs 2 6 3 2 2 1 New Lows 12 26 39 125 72 77 Adv Volume 1365834 819807 704268 928842 339313 1526394 % of Total 88.9% 70.0% 55.7% 65.8% 22.0% 89.0% Decl Volume 156675 342298 551214 474637 1194320 184228 % of Total 10.2% 29.2% 43.6% 33.6% 77.3% 10.7% Total Vol 1536169 1171700 1265085 1411305 1544799 1714801 Unch Volume 13660 9595 9603 7826 11166 4179 ARMS Index 0.75 0.91 1.42 0.6 1.02 0.47 5 Day ARMS 4.7 4.42 7 6.66 7.01 9.47 McClellanOs 130 20 -40 -96 -125 -42 McClellanSm 1557 1427 1406 1446 1542 1667 Cumul TICK 95339 34050 15985 45775 -43232 26113 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1420.92 1504.9 1489.46 1477.29 1465.49 1507.07 Tot Issues 2912 2833 2925 2915 2886 2934 Advancers 2162 1679 1722 1304 692 2100 % of Total 74.2% 59.3% 58.9% 44.7% 24.0% 71.6% Decliners 611 1014 1049 1450 2068 709 % of Total 21.0% 35.8% 35.9% 49.7% 71.7% 24.2% Unchanged 139 140 154 161 126 125 New Highs 6 8 6 5 6 4 New Lows 32 84 85 136 102 138 Adv Volume 1884607 1252518 1200004 1618513 393297 1817608 % of Total 88.4% 68.5% 65.8% 74.9% 17.1% 87.0% Decl Volume 238001 551031 612579 504505 1889073 251878 % of Total 11.2% 30.1% 33.6% 23.4% 82.2% 12.1% Total Vol 2131970 1829799 1824516 2159845 2298947 2089824 Unch Volume 9362 26250 11933 36827 16577 20338 ARMS Index 0.45 0.73 0.84 0.28 1.61 0.41 5 Day ARMS 3.91 3.87 8.11 7.79 8.16 9.42 McClellanOs 104 24 -18 -67 -76 -15 McClellanSm -90 -194 -219 -201 -134 -58 Cumul TICK 4864 24374 -33946 19507 -14367 -30249 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 23-Jan 16-Jan 9-Jan 2-Jan 26-Dec 19-Dec ------------------------------------------------------------------------------ AAII Bull 27 28 49 24 29 40 AAII Bear 46 47 35 55 44 36 Market Vane 38 41 44 42 40 43 II Bull 38.7 43 41.8 38.5 35.1 26.9 II Bear 37.6 34.4 34.1 38.5 38.3 47.3 OddLot ShRt 36.9 31.2 30.4 27.6 23.1 33 ****************************************************************************** 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.