****************************************************************************** June 9th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 940.35 946.92 936.15 942.43 3.29/0% 1%/4% S&P100 437.93 440 435.62 437.89 0.54/0% 1%/3% VIX 29.77 29.77 27.79 28.27 -1.5/-5% -9%/-14% Nasdaq100 1495.04 1509.57 1489.22 1501.55 13.06/1% 2%/8% VXN 31.18 31.18 29.44 29.69 -1.49/-5% -6%/-13% NYSE TICK 128 1248 -986 618 ---- ---- PreCloseTICK294 TICKscore 3 CumAdj TICK 244 NYSE TRIN 1.13 1.13 1.13 1.13 ---- ---- Dow Indus 8803.3 8725.1 8763.1 -1.43/0% 1%/4% DJIA@10:30 8754.4 DJIA@3:00 8786.6 LstHour Ind -13.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 437.89 437.35 437.17 438.04 433.40 437.70 Upper Band 444.05 442.47 441.48 439.75 437.86 436.53 Lower Band 408.20 408.30 408.69 408.95 409.73 409.68 VIX 28.27 29.77 29.62 30.18 31.02 29.63 Upper Band 33.74 33.89 33.99 34.28 34.40 34.64 Lower Band 27.67 27.98 28.11 28.20 28.31 28.30 NDX 1501.55 1488.49 1493.21 1492.74 1475.44 1480.31 Upper Band 1530.44 1518.85 1508.64 1495.84 1483.22 1473.84 Lower Band 1312.19 1313.21 1313.98 1316.44 1322.18 1326.39 VXN 29.69 31.18 30.71 31.06 31.45 30.61 Upper Band 34.09 34.51 34.77 35.17 35.31 35.46 Lower Band 28.55 28.59 28.57 28.56 28.63 28.68 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6101.57 6068.56 6082.64 6110.76 6033.9 6182.87 Tot Issues 3154 3144 3151 3156 3154 3150 Advancers 1839 1122 1499 2362 848 1824 % of Total 58.3% 35.7% 47.6% 74.8% 26.9% 57.9% Decliners 1200 1919 1553 700 2212 1246 % of Total 38.0% 61.0% 49.3% 22.2% 70.1% 39.6% Unchanged 115 103 99 94 94 80 New Highs 11 10 26 17 12 21 New Lows 3 2 2 3 2 3 Adv Volume 586668 452254 457484 970289 162842 726744 % of Total 55.5% 42.0% 36.4% 72.6% 12.4% 52.0% Decl Volume 430672 608264 767495 354598 1139091 660603 % of Total 40.8% 56.6% 61.0% 26.5% 86.8% 47.3% Total Vol 1056611 1075529 1258462 1337383 1312094 1396501 Unch Volume 39271 15011 33483 12496 10161 9154 ARMS Index 1.13 0.79 1.62 1.23 2.68 1.33 5 Day ARMS 7.45 7.65 8.21 7.52 6.94 6.07 McClellanOs -7 -25 39 69 4 105 McClellanSm 4568 4575 4600 4561 4492 4488 Cumul TICK 48712 -6116 19996 100479 -29252 53819 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1860.13 1842.4 1849.42 1850.02 1825.92 1836.8 Tot Issues 2857 2875 2867 2855 2829 2848 Advancers 1622 1061 1245 1942 1055 1532 % of Total 56.8% 36.9% 43.4% 68.0% 37.3% 53.8% Decliners 1065 1671 1460 757 1626 1164 % of Total 37.3% 58.1% 50.9% 26.5% 57.5% 40.9% Unchanged 170 143 162 156 148 152 New Highs 38 29 42 32 25 51 New Lows 7 3 5 1 2 4 Adv Volume 1664734 813962 1098473 1968049 812779 1245903 % of Total 77.8% 41.3% 48.1% 80.8% 35.8% 52.6% Decl Volume 456541 1057882 1146140 450196 1440369 1050095 % of Total 21.3% 53.6% 50.2% 18.5% 63.4% 44.4% Total Vol 2140378 1972988 2284706 2435322 2271198 2367141 Unch Volume 19103 101144 40093 17077 18050 71143 ARMS Index 0.42 0.83 0.89 0.59 1.15 1.11 5 Day ARMS 3.88 4.57 4.13 4.14 3.97 3.75 McClellanOs 26 7 52 81 34 80 McClellanSm 2483 2457 2450 2398 2317 2283 Cumul TICK -10636 -10263 7875 23202 -8524 27697 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 9070 12001 10746 25374 9864 3896969 OEX PutVol 11477 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 1.27 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 1056611 1281651 1722548 1452972 1396731 1092013 Upper Band 1790910 2063609 1998556 1956045 1674495 1474011 Nasd Vol 2140378 1991700 2350110 2243354 2113965 1808781 Upper Band 2671635 3080535 2928154 2911175 2437845 2340554 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 2-May 25-Apr 18-Apr 11-Apr 4-Apr 28-Mar ------------------------------------------------------------------------------ Total 2102788 2102788 2102788 2102788 2102788 2102788 Members 704313 704313 704313 704313 704313 704313 Specialists 111203 111203 111203 111203 111203 111203 Public 1398475 1398475 1398475 1398475 1398475 1398475 Tot Sht Int 16009688 16009688 16009688 16009688 16009688 16009688 Sh Int Rat 3.5 3.5 3.5 3.5 3.5 3.5 Pub/Spcl 12.58 12.58 12.58 12.58 12.58 12.58 Spcl/Tot 5.3% 5.3% 5.3% 5.3% 5.3% 5.3% Mem/Tot 33.5% 33.5% 33.5% 33.5% 33.5% 33.5% Pub/Tot 66.5% 66.5% 66.5% 66.5% 66.5% 66.5% Sentiment 5-Jun 29-May 22-May 15-May 8-May 1-May ------------------------------------------------------------------------------ AAII Bull 48 40 34 44 44 36 AAII Bear 37 49 45 35 33 44 Market Vane 45 43 43 43 43 40 II Bull 42.5 40.9 40.7 41 40.4 36 II Bear 25.3 28.4 29.1 33.7 31.5 37.2 OddLot ShRt 36.7 42.2 40.1 35.5 40.3 35.4 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb Commercials 19809 19809 18434 29145 14286 7287 Lg Traders -60764 -60764 -59817 -74837 -48619 -46872 ------------------------------------------------------------------------------ Nasdaq 100 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb Commercials 16609 16609 15372 12490 18106 11742 Lg Traders -19040 -19040 -18215 -12120 -18257 -13529 ------------------------------------------------------------------------------ * COT data reflects combined activity in standard and E-Mini contracts ****************************************************************************** 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.