****************************************************************************** May 27th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1074.27 1103.52 1074.27 1103.06 35.11/3% 1%/-9% S&P100 487.23 499.35 487.23 499.08 14.96/3% 1%/-9% VIX 30.24 31.03 29.54 29.68 -5.34/-15% -26%/61% Nasdaq100 1837.65 1863.87 1831.78 1862.71 66.24/4% 2%/-9% VXN 36.32 36.32 30.23 30.3 -6.02/-17% -29%/60% NYSE TICK 373 1274 -1106 557 ---- ---- PreCloseTICK248 TICKscore 45 CumAdj TICK 995 NYSE TRIN 0.35 0.35 0.35 0.35 ---- ---- Dow Indus 10264.2 9971.7 10259.0 284.54/3% 1%/-8% DJIA@10:30 10182.7 DJIA@3:00 10195.2 LstHour Ind -144.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 499.08 484.12 487.97 488.11 494.31 487.93 Upper Band 551.95 556.81 558.30 558.79 560.45 562.42 Lower Band 475.51 475.62 479.92 484.45 489.00 492.86 VIX 29.68 35.02 34.61 38.32 40.10 45.79 Upper Band 44.85 45.48 45.28 44.88 44.16 42.86 Lower Band 18.01 16.25 15.06 14.28 12.91 11.87 NDX 1862.71 1796.47 1815.68 1815.28 1822.77 1800.12 Upper Band 2040.02 2061.53 2068.42 2074.26 2084.96 2093.95 Lower Band 1760.27 1756.78 1771.00 1784.22 1796.90 1811.16 VXN 30.30 36.32 36.28 39.84 42.81 46.63 Upper Band 46.33 47.04 46.95 46.62 45.84 44.20 Lower Band 18.89 17.04 15.55 14.39 12.96 11.98 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6893.29 6631.36 6665.83 6666.74 6775.45 6653 Tot Issues 3201 3209 3171 3201 3214 3216 Advancers 2930 1937 1118 1187 2384 168 % of Total 91.5% 60.4% 35.3% 37.1% 74.2% 5.2% Decliners 233 1202 1964 1926 745 3015 % of Total 7.3% 37.5% 61.9% 60.2% 23.2% 93.8% Unchanged 38 70 89 88 85 33 New Highs 27 21 17 16 11 7 New Lows 11 23 133 28 102 98 Adv Volume 1381763 1043145 942218 317412 2068389 28661 % of Total 97.2% 53.7% 50.1% 24.1% 89.9% 1.3% Decl Volume 38053 882319 808103 988802 222787 2096936 % of Total 2.7% 45.4% 42.9% 75.2% 9.7% 98.6% Total Vol 1422211 1943489 1882411 1314474 2301797 2126011 Unch Volume 2395 18025 132090 8260 10621 414 ARMS Index 0.35 1.36 0.49 1.92 0.34 4.08 5 Day ARMS 4.46 8.19 7.35 9.31 8.31 11.05 McClellanOs -34 -202 -282 -281 -285 -426 McClellanSm 316 351 553 834 1115 1400 Cumul TICK 76941 13092 2733 28776 49874 -83218 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2277.68 2195.88 2210.95 2213.55 2229.04 2204.01 Tot Issues 2796 2783 2759 2808 2811 2835 Advancers 2400 1502 888 932 1754 228 % of Total 85.8% 54.0% 32.2% 33.2% 62.4% 8.0% Decliners 347 1185 1767 1754 952 2554 % of Total 12.4% 42.6% 64.0% 62.5% 33.9% 90.1% Unchanged 49 96 104 122 105 53 New Highs 29 20 8 12 10 10 New Lows 22 63 178 59 142 163 Adv Volume 2194029 1240943 1205307 537234 2479309 75091 % of Total 91.1% 40.3% 41.7% 25.0% 73.1% 2.2% Decl Volume 97983 1748842 1634129 1470616 827448 3258820 % of Total 4.1% 56.8% 56.5% 68.4% 24.4% 95.3% Total Vol 2408221 3077304 2892770 2150024 3389671 3420426 Unch Volume 116209 87519 53334 142174 82914 86515 ARMS Index 0.31 1.79 0.68 1.45 0.61 3.87 5 Day ARMS 4.84 8.4 7.5 8.98 8.18 9.08 McClellanOs -41 -176 -231 -224 -218 -304 McClellanSm -368 -327 -152 79 303 521 Cumul TICK 257041 215621 -150629 -23403 -172226 -314909 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 21-May 14-May 7-May 30-Apr 23-Apr 16-Apr ------------------------------------------------------------------------------ AAII Bull 41 37 39 41 38 49 AAII Bear 34 37 29 29 34 30 Market Vane 46 49 53 55 58 58 II Bull 43.8 47.2 56 54 53.3 51.1 II Bear 24.7 24.7 18.7 18 17.4 18.9 OddLot ShRt 31.9 31.3 35.8 35.9 34.1 29.7 ****************************************************************************** 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.