****************************************************************************** October 14th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1078.68 1093.17 1078.68 1092.02 18.83/2% 2%/2% S&P100 499.53 505.5 499.53 504.88 8.45/2% 2%/3% VIX 22.08 22.89 21.55 22.86 -0.13/-1% -5%/-4% Nasdaq100 1750.26 1756.25 1742.25 1754.26 23.99/1% 2%/2% VXN 23.01 23.52 22.62 23.51 -0.33/-1% -8%/-2% NYSE TICK 189 1085 -872 467 ---- ---- PreCloseTICK401 TICKscore 4 CumAdj TICK -36 NYSE TRIN 0.43 0.43 0.43 0.43 ---- ---- Dow Indus 10027.7 9873.5 10015.9 144.8/1% 2%/2% DJIA@10:30 9944.5 DJIA@3:00 9986.7 LstHour Ind -44.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 504.88 496.43 497.65 495.15 492.63 489.80 Upper Band 503.71 501.19 500.28 498.97 498.09 497.50 Lower Band 476.29 477.51 477.29 477.29 476.88 476.54 VIX 22.86 22.99 23.01 23.12 24.18 24.68 Upper Band 28.12 28.08 28.06 28.03 27.99 28.00 Lower Band 21.36 21.48 21.54 21.66 21.80 21.72 NDX 1754.26 1730.27 1729.63 1727.76 1717.79 1710.45 Upper Band 1760.79 1755.59 1753.58 1751.50 1749.71 1748.80 Lower Band 1667.35 1669.50 1668.43 1666.92 1664.48 1662.23 VXN 23.51 23.84 23.78 24.18 25.68 25.88 Upper Band 28.97 28.93 28.90 28.85 28.82 28.81 Lower Band 22.32 22.40 22.52 22.68 22.82 22.74 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7182.38 7031.87 7051.16 7015.54 6990.67 6912.65 Tot Issues 3159 3153 3132 3149 3146 3139 Advancers 2298 1290 1643 1829 2198 1579 % of Total 72.7% 40.9% 52.5% 58.1% 69.9% 50.3% Decliners 754 1723 1361 1188 823 1407 % of Total 23.9% 54.6% 43.5% 37.7% 26.2% 44.8% Unchanged 107 140 128 132 125 153 New Highs 462 156 397 283 398 226 New Lows 2 5 1 6 2 3 Adv Volume 1176437 459552 627039 592335 945424 517007 % of Total 87.1% 40.2% 66.2% 59.8% 74.0% 47.4% Decl Volume 165006 641028 301111 384077 313094 498094 % of Total 12.2% 56.1% 31.8% 38.8% 24.5% 45.6% Total Vol 1350780 1143380 946865 990035 1278197 1091188 Unch Volume 9337 42800 18715 13623 19679 76087 ARMS Index 0.43 1.04 0.58 1 0.88 1.08 5 Day ARMS 3.93 4.58 4.39 4.35 4.43 7.18 McClellanOs 41 -22 20 28 16 -42 McClellanSm 4555 4514 4536 4516 4488 4472 Cumul TICK 21742 3401 -4933 15849 42627 21481 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2172.23 2139.89 2139.14 2139.28 2123.93 2110.33 Tot Issues 2835 2809 2797 2812 2801 2791 Advancers 2007 1171 1199 1784 1516 1281 % of Total 70.8% 41.7% 42.9% 63.4% 54.1% 45.9% Decliners 648 1423 1422 825 1100 1305 % of Total 22.9% 50.7% 50.8% 29.3% 39.3% 46.8% Unchanged 180 215 176 203 185 205 New Highs 236 94 200 138 164 94 New Lows 6 11 10 7 7 7 Adv Volume 1848281 1180620 917186 1222185 1608877 1289465 % of Total 78.7% 58.4% 51.4% 63.1% 68.0% 58.1% Decl Volume 381610 794206 850518 697536 715057 899118 % of Total 16.2% 39.3% 47.7% 36.0% 30.2% 40.5% Total Vol 2348621 2020110 1784286 1936851 2366955 2220915 Unch Volume 118730 45284 16582 17130 43021 32332 ARMS Index 0.64 0.55 0.78 1.23 0.61 0.68 5 Day ARMS 3.81 3.85 4.33 4.21 4.21 6.3 McClellanOs 65 1 21 42 -2 -22 McClellanSm 1920 1855 1854 1833 1791 1793 Cumul TICK 6866 -5743 -20546 10830 -1893 6518 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 9-Oct 2-Oct 25-Sep 18-Sep 11-Sep 4-Sep ------------------------------------------------------------------------------ AAII Bull 35 44 39 42 37 38 AAII Bear 41 36 45 40 44 38 Market Vane 51 52 51 50 49 47 II Bull 48.9 50.6 46.7 47.8 48.3 50.6 II Bear 24.4 23.6 24.4 24.4 23.6 24.1 OddLot ShRt 35.8 46.6 35.1 29 29.3 30.3 ****************************************************************************** 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. 18952 2270 1067 16682 13785420 2.5 35 41 51 48.9 24.4 35.8