****************************************************************************** June 5th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 945.67 951.69 934.13 940.09 -2.37/0% 0%/4% S&P100 439.94 442.49 435.05 437.17 -0.87/0% 0%/3% VIX 29.39 30.81 28.85 29.62 -0.56/-2% -1%/-11% Nasdaq100 1503.78 1505.77 1479.22 1493.21 0.47/0% 1%/7% VXN 30.44 32.56 30.28 30.71 -0.35/-1% 0%/-11% NYSE TICK 175 1198 -1190 -82 ---- ---- PreCloseTICK454 TICKscore 5 CumAdj TICK -67 NYSE TRIN 1.62 1.62 1.62 1.62 ---- ---- Dow Indus 8839.4 8700.4 8763.1 12.89/0% 0%/4% DJIA@10:30 8749.6 DJIA@3:00 8769.9 LstHour Ind -6.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 437.17 438.04 433.40 437.70 436.31 427.56 Upper Band 441.48 439.75 437.86 436.53 433.82 432.00 Lower Band 408.69 408.95 409.73 409.68 410.72 409.75 VIX 29.62 30.18 31.02 29.63 30.04 28.92 Upper Band 33.99 34.28 34.40 34.64 35.04 35.57 Lower Band 28.11 28.20 28.31 28.30 28.39 28.39 NDX 1493.21 1492.74 1475.44 1480.31 1477.12 1435.57 Upper Band 1508.64 1495.84 1483.22 1473.84 1462.43 1446.51 Lower Band 1313.98 1316.44 1322.18 1326.39 1332.57 1340.44 VXN 30.71 31.06 31.45 30.61 30.72 29.44 Upper Band 34.77 35.17 35.31 35.46 35.86 36.20 Lower Band 28.57 28.56 28.63 28.68 28.73 28.82 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6082.64 6110.76 6033.90 6182.87 6169.07 6004.07 Tot Issues 3151 3156 3154 3150 3180 3156 Advancers 1499 2362 848 1824 2535 2247 % of Total 47.6% 74.8% 26.9% 57.9% 79.7% 71.2% Decliners 1553 700 2212 1246 578 818 % of Total 49.3% 22.2% 70.1% 39.6% 18.2% 25.9% Unchanged 99 94 94 80 67 91 New Highs 26 17 12 21 31 17 New Lows 2 3 2 3 2 4 Adv Volume 457484 970289 162842 726744 1078393 1308154 % of Total 36.4% 72.6% 12.4% 52.0% 72.2% 73.7% Decl Volume 767495 354598 1139091 660603 332398 442169 % of Total 61.0% 26.5% 86.8% 47.3% 22.3% 24.9% Total Vol 1258462 1337383 1312094 1396501 1493233 1774113 Unch Volume 33483 12496 10161 9154 82442 23790 ARMS Index 1.62 1.23 2.68 1.33 1.35 0.93 5 Day ARMS 8.21 7.52 6.94 6.07 5.59 5.88 McClellanOs 39 69 4 105 109 32 McClellanSm 4600 4561 4492 4488 4383 4274 Cumul TICK 19996 100479 -29252 53819 58429 45683 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1849.42 1850.02 1825.92 1836.8 1828.68 1774.33 Tot Issues 2867 2855 2829 2848 2870 2876 Advancers 1245 1942 1055 1532 2078 1921 % of Total 43.4% 68.0% 37.3% 53.8% 72.4% 66.8% Decliners 1460 757 1626 1164 673 837 % of Total 50.9% 26.5% 57.5% 40.9% 23.4% 29.1% Unchanged 162 156 148 152 119 118 New Highs 42 32 25 51 56 35 New Lows 5 1 2 4 8 11 Adv Volume 1098473 1968049 812779 1245903 2300343 1732732 % of Total 48.1% 80.8% 35.8% 52.6% 88.1% 69.3% Decl Volume 1146140 450196 1440369 1050095 290422 675863 % of Total 50.2% 18.5% 63.4% 44.4% 11.1% 27.0% Total Vol 2284706 2435322 2271198 2367141 2611695 2501840 Unch Volume 40093 17077 18050 71143 20930 93245 ARMS Index 0.89 0.59 1.15 1.11 0.39 0.9 5 Day ARMS 4.13 4.14 3.97 3.75 2.96 3.74 McClellanOs 52 81 34 80 79 17 McClellanSm 2450 2398 2317 2283 2203 2124 Cumul TICK 7875 23202 -8524 27697 31795 2786 ****************************************************************************** Weekly Sentiment ****************************************************************************** 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 ****************************************************************************** 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.