****************************************************************************** January 20th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1147.94 1147.95 1129.25 1138.04 -12.19/-1% -1%/3% S&P100 529.14 529.14 520.87 524.73 -5.48/-1% -1%/4% VIX 18.51 19.69 18.44 18.68 1.1/6% 5%/-17% Nasdaq100 1882.06 1882.31 1848.09 1867.95 -27.53/-1% -1%/3% VXN 19.64 21.28 19.52 20.01 1.27/7% 9%/-12% NYSE TICK -175 1074 -1116 -318 ---- ---- PreCloseTICK-394 TICKscore -5 CumAdj TICK -468 NYSE TRIN 1.24 1.24 1.24 1.24 ---- ---- Dow Indus 10719.9 10517.3 10603.2 -122.28/-1%-1%/3% DJIA@10:30 10557.4 DJIA@3:00 10591.7 LstHour Ind 179.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 524.73 530.21 524.11 529.60 527.93 524.28 Upper Band 533.34 534.19 532.98 532.60 531.01 529.60 Lower Band 509.54 506.80 506.18 505.37 505.53 505.51 VIX 18.68 17.58 17.91 17.63 17.85 18.25 Upper Band 21.72 22.28 22.31 22.48 22.50 22.57 Lower Band 16.89 16.72 16.98 17.17 17.50 17.80 NDX 1867.95 1895.48 1864.52 1886.52 1886.13 1861.79 Upper Band 1907.65 1915.16 1923.23 1926.33 1926.26 1923.89 Lower Band 1837.43 1823.86 1804.07 1794.60 1785.84 1780.50 VXN 20.01 18.74 18.73 18.20 18.40 19.29 Upper Band 21.99 22.51 22.72 22.99 23.05 23.13 Lower Band 17.88 17.65 17.75 17.86 18.18 18.49 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7329.83 7443.68 7356.79 7448.52 7430.14 7370.45 Tot Issues 3138 3189 3148 3177 3180 3187 Advancers 787 2382 935 1723 2234 864 % of Total 25.1% 74.7% 29.7% 54.2% 70.3% 27.1% Decliners 2249 700 2110 1300 824 2203 % of Total 71.7% 22.0% 67.0% 40.9% 25.9% 69.1% Unchanged 102 107 103 154 122 120 New Highs 168 316 209 295 217 187 New Lows 2 6 2 1 2 1 Adv Volume 230137 864507 246391 486215 706026 199612 % of Total 21.8% 83.9% 17.5% 54.7% 72.8% 18.2% Decl Volume 815392 159647 1153714 390067 256341 888843 % of Total 77.3% 15.5% 82.0% 43.9% 26.4% 81.0% Total Vol 1054551 1030056 1407762 888370 970285 1097137 Unch Volume 9022 5902 7657 12088 7918 8682 ARMS Index 1.24 0.63 2.07 1.06 0.98 1.75 5 Day ARMS 5.98 6.49 6.8 6.19 5.86 5.64 McClellanOs -54 42 -30 52 55 1 McClellanSm 4220 4274 4232 4262 4210 4155 Cumul TICK -8900 67044 -19862 40798 69869 -9635 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2291.25 2320.4 2287.99 2316.74 2307.9 2282.31 Tot Issues 2794 2842 2801 2803 2825 2821 Advancers 729 1879 704 1539 1802 736 % of Total 26.1% 66.1% 25.1% 54.9% 63.8% 26.1% Decliners 1968 785 1996 1082 838 1912 % of Total 70.4% 27.6% 71.3% 38.6% 29.7% 67.8% Unchanged 97 178 101 182 185 173 New Highs 82 149 107 143 107 83 New Lows 9 4 6 2 8 6 Adv Volume 607129 1570282 548241 1285717 1798011 581972 % of Total 25.5% 76.8% 20.5% 57.0% 77.6% 24.6% Decl Volume 1751891 448082 2078490 943086 491123 1767656 % of Total 73.5% 21.9% 77.6% 41.8% 21.2% 74.6% Total Vol 2383172 2045298 2677576 2254170 2318359 2368327 Unch Volume 24152 26934 50845 25367 29225 18699 ARMS Index 1.07 0.68 1.34 1.04 0.59 1.17 5 Day ARMS 4.72 4.82 5.19 4.48 4.64 4.98 McClellanOs -34 37 -17 59 46 0 McClellanSm 1630 1664 1627 1645 1586 1540 Cumul TICK -1186 -20679 -31353 17499 -10077 -20933 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 18310 12001 10746 25374 9864 3896969 OEX PutVol 26976 11670 10053 9025 11816 4488690 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.29 1.29 1.29 1.29 1.29 1.29 Equity P/C 0.89 0.89 0.89 0.89 0.89 0.89 SPX P/C n.a n.a n.a n.a n.a n.a OEX P/C 1.47 0.97 0.94 0.36 1.20 1.15 QQQQ P/C n.a n.a n.a n.a n.a n.a Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2455 2455 2455 2455 2455 2455 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1542 1542 1542 1542 1542 1542 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1718301 1281651 1722548 1452972 1396731 1092013 Upper Band 1583165 2063609 1998556 1956045 1674495 1474011 Nasd Vol 1904846 1991700 2350110 2243354 2113965 1808781 Upper Band 2469093 3080535 2928154 2911175 2437845 2340554 ****************************************************************************** Weekly Indicators ****************************************************************************** Sentiment 15-Jan 8-Jan 31-Dec 24-Dec 18-Dec 11-Dec ------------------------------------------------------------------------------ AAII Bull 41 49 38 43 42 43 AAII Bear 26 23 38 35 28 35 Market Vane 57 57 57 53 53 54 II Bull 53.4 48.3 51.1 52.2 52.2 48.4 II Bear 15.9 16.9 15.6 16.7 16.7 16.5 OddLot ShRt 32.9 28.9 28.5 33.7 33.7 27.9 ****************************************************************************** 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.