****************************************************************************** January 29th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 868.89 868.89 844.15 845.14 -28.95/-3% 2%/-5% S&P100 409.71 409.71 399 399.51 -12.92/-3% 2%/-6% VIX 41.34 43.03 41.12 42.63 2.97/7% -10%/2% Nasdaq100 1217.75 1220.72 1198.76 1203.85 -32.06/-3% 2%/0% VXN 40.64 43.16 40.61 42.58 3.41/9% -9%/2% NYSE TICK -116 1048 -1219 -186 ---- ---- PreCloseTICK83 TICKscore -31 CumAdj TICK -866 NYSE TRIN 2.10 2.10 2.10 2.10 ---- ---- Dow Indus 8373.1 8138.0 8149.0 -226.44/-3%1%/-6% DJIA@10:30 8265.9 DJIA@3:00 8179.0 LstHour Ind 79.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 399.51 412.43 400.20 396.62 392.07 392.88 Upper Band 450.03 451.41 451.70 452.13 452.18 451.58 Lower Band 374.23 375.55 375.77 377.18 379.17 382.00 VIX 42.63 39.66 42.25 45.69 47.27 47.29 Upper Band 53.51 53.51 53.46 53.46 53.38 53.18 Lower Band 35.37 35.27 35.75 35.86 35.79 35.77 NDX 1203.85 1235.91 1194.41 1184.56 1175.89 1168.08 Upper Band 1282.23 1282.14 1279.32 1279.24 1279.25 1279.10 Lower Band 1133.81 1133.65 1130.19 1129.37 1129.35 1130.22 VXN 42.58 39.17 43.10 45.00 46.60 45.83 Upper Band 51.60 51.60 51.48 51.48 51.40 51.15 Lower Band 36.53 36.43 37.01 37.01 36.93 36.85 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5300.90 5501.46 5315.44 5244.61 5195.55 5171.68 Tot Issues 3163 3200 3138 3178 3188 3167 Advancers 505 2710 2078 1998 1676 691 % of Total 16.0% 84.7% 66.2% 62.9% 52.6% 21.8% Decliners 2588 413 950 1104 1416 2395 % of Total 81.8% 12.9% 30.3% 34.7% 44.4% 75.6% Unchanged 70 77 110 76 96 81 New Highs 5 2 6 3 2 2 New Lows 42 12 26 39 125 72 Adv Volume 120461 1365834 819807 704268 928842 339313 % of Total 8.5% 88.9% 70.0% 55.7% 65.8% 22.0% Decl Volume 1296074 156675 342298 551214 474637 1194320 % of Total 91.2% 10.2% 29.2% 43.6% 33.6% 77.3% Total Vol 1421089 1536169 1171700 1265085 1411305 1544799 Unch Volume 4554 13660 9595 9603 7826 11166 ARMS Index 2.10 0.75 0.91 1.42 0.6 1.02 5 Day ARMS 5.78 4.7 4.42 7 6.66 7.01 McClellanOs 4 130 20 -40 -96 -125 McClellanSm 1561 1557 1427 1406 1446 1542 Cumul TICK -64296 95339 34050 15985 45775 -43232 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1507.84 1420.92 1504.9 1489.46 1477.29 1465.49 Tot Issues 2888 2912 2833 2925 2915 2886 Advancers 617 2162 1679 1722 1304 692 % of Total 21.4% 74.2% 59.3% 58.9% 44.7% 24.0% Decliners 2163 611 1014 1049 1450 2068 % of Total 74.9% 21.0% 35.8% 35.9% 49.7% 71.7% Unchanged 108 139 140 154 161 126 New Highs 7 6 8 6 5 6 New Lows 70 32 84 85 136 102 Adv Volume 242590 1884607 1252518 1200004 1618513 393297 % of Total 12.7% 88.4% 68.5% 65.8% 74.9% 17.1% Decl Volume 1639795 238001 551031 612579 504505 1889073 % of Total 86.0% 11.2% 30.1% 33.6% 23.4% 82.2% Total Vol 1906811 2131970 1829799 1824516 2159845 2298947 Unch Volume 24426 9362 26250 11933 36827 16577 ARMS Index 1.93 0.45 0.73 0.84 0.28 1.61 5 Day ARMS 4.23 3.91 3.87 8.11 7.79 8.16 McClellanOs 17 104 24 -18 -67 -76 McClellanSm -73 -90 -194 -219 -201 -134 Cumul TICK 3312 4864 24374 -33946 19507 -14367 ****************************************************************************** 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.