****************************************************************************** January 25th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1092.4 1102.97 1092.4 1096.78 5.02/0% -5%/-2% S&P100 502.6 507.84 502.6 504.54 2.19/0% -5%/-2% VIX 27.32 27.32 24.61 25.41 -1.9/-7% 45%/30% Nasdaq100 1806.6 1813.65 1794.68 1802.39 7.57/0% -5%/-3% VXN 28.35 28.35 26.76 27.04 -1.33/-5% 44%/37% NYSE TICK 443 848 -1114 235 ---- ---- PreCloseTICK80 TICKscore -7 CumAdj TICK -282 NYSE TRIN 0.94 0.94 0.94 0.94 ---- ---- Dow Indus 10256.9 10171.8 10196.9 23.88/0% -5%/-3% DJIA@10:30 10238.0 DJIA@3:00 10252.0 LstHour Ind -120.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 504.54 502.35 514.13 524.73 530.21 524.11 Upper Band 535.86 534.68 532.60 533.34 534.19 532.98 Lower Band 505.35 507.59 510.83 509.54 506.80 506.18 VIX 25.41 27.31 22.27 18.68 17.58 17.91 Upper Band 25.03 24.05 21.88 21.72 22.28 22.31 Lower Band 14.91 15.31 16.79 16.89 16.72 16.98 NDX 1802.39 1794.82 1850.57 1867.95 1895.48 1864.52 Upper Band 1922.44 1915.75 1904.07 1907.65 1915.16 1923.23 Lower Band 1815.39 1827.03 1843.19 1837.43 1823.86 1804.07 VXN 27.04 28.37 23.19 20.01 18.74 18.73 Upper Band 26.08 24.82 22.39 21.99 22.51 22.72 Lower Band 15.42 15.94 17.62 17.88 17.65 17.75 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7073.13 7030.61 7174.46 7329.83 7443.68 7356.79 Tot Issues 3160 3193 3137 3138 3189 3148 Advancers 1755 559 649 787 2382 935 % of Total 55.5% 17.5% 20.7% 25.1% 74.7% 29.7% Decliners 1289 2530 2401 2249 700 2110 % of Total 40.8% 79.2% 76.5% 71.7% 22.0% 67.0% Unchanged 116 104 87 102 107 103 New Highs 77 80 173 168 316 209 New Lows 4 6 2 2 6 2 Adv Volume 614970 161475 195203 230137 864507 246391 % of Total 58.6% 10.8% 13.0% 21.8% 83.9% 17.5% Decl Volume 424675 1299730 1298854 815392 159647 1153714 % of Total 40.4% 87.3% 86.6% 77.3% 15.5% 82.0% Total Vol 1050108 1489613 1500234 1054551 1030056 1407762 Unch Volume 10463 28408 6177 9022 5902 7657 ARMS Index 0.94 1.78 1.8 1.24 0.63 2.07 5 Day ARMS 6.39 7.52 6.8 5.98 6.49 6.8 McClellanOs -198 -242 -149 -54 42 -30 McClellanSm 3632 3829 4071 4220 4274 4232 Cumul TICK -979 -58477 -48265 -8900 67044 -19862 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2210.8 2205.29 2265.7 2291.25 2320.4 2287.99 Tot Issues 2814 2818 2798 2794 2842 2801 Advancers 1312 704 676 729 1879 704 % of Total 46.6% 25.0% 24.2% 26.1% 66.1% 25.1% Decliners 1379 1954 2015 1968 785 1996 % of Total 49.0% 69.3% 72.0% 70.4% 27.6% 71.3% Unchanged 123 160 107 97 178 101 New Highs 33 42 98 82 149 107 New Lows 8 15 12 9 4 6 Adv Volume 1342361 445032 915760 607129 1570282 548241 % of Total 62.4% 15.8% 31.6% 25.5% 76.8% 20.5% Decl Volume 791756 2355273 1947521 1751891 448082 2078490 % of Total 36.8% 83.6% 67.2% 73.5% 21.9% 77.6% Total Vol 2150929 2817623 2898913 2383172 2045298 2677576 Unch Volume 16812 17318 35632 24152 26934 50845 ARMS Index 0.56 1.91 0.71 1.07 0.68 1.34 5 Day ARMS 4.93 5.71 4.84 4.72 4.82 5.19 McClellanOs -133 -150 -99 -34 37 -17 McClellanSm 1248 1381 1531 1630 1664 1627 Cumul TICK 5183 -3935 -51383 -1186 -20679 -31353 ****************************************************************************** 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.