****************************************************************************** June 26th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 918.84 922 913.03 918.9 -1.36/0% 3%/0% S&P100 428.92 430.19 426.35 428.87 -0.64/0% 3%/0% VIX 27.09 27.22 25.78 25.93 -0.43/-2% -17%/-10% Nasdaq100 1467.38 1483.57 1466.24 1480.2 4.38/0% 4%/3% VXN 27.69 27.74 26.35 26.53 -0.72/-3% -16%/-10% NYSE TICK -110 1194 -879 709 ---- ---- PreCloseTICK-45 TICKscore 20 CumAdj TICK 459 NYSE TRIN 1.33 1.33 1.33 1.33 ---- ---- Dow Indus 8468.8 8401.4 8438.4 -34.01/0% 1%/-1% DJIA@10:30 8443.3 DJIA@3:00 8438.9 LstHour Ind 28.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 428.87 429.51 421.04 419.40 418.32 430.43 Upper Band 445.35 445.36 445.56 446.14 445.75 446.35 Lower Band 417.84 417.71 416.81 415.76 416.64 415.65 VIX 25.93 26.36 29.05 30.58 31.17 27.99 Upper Band 32.87 32.60 32.57 32.92 32.93 33.19 Lower Band 26.07 26.64 27.20 27.18 27.18 27.06 NDX 1480.20 1475.82 1447.06 1424.46 1426.61 1471.23 Upper Band 1517.84 1518.04 1519.74 1524.30 1525.55 1535.42 Lower Band 1424.80 1420.14 1412.88 1403.81 1401.37 1385.16 VXN 26.53 27.25 29.03 30.69 31.41 28.30 Upper Band 33.30 32.96 32.79 32.93 32.97 33.03 Lower Band 27.07 27.70 28.30 28.47 28.48 28.47 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5906.96 5911.03 5795.72 5759.49 5725.07 5934.24 Tot Issues 3135 3157 3147 3142 3146 3131 Advancers 1830 2470 2213 1439 360 1882 % of Total 58.4% 78.2% 70.3% 45.8% 11.4% 60.1% Decliners 1217 599 849 1603 2733 1138 % of Total 38.8% 19.0% 27.0% 51.0% 86.9% 36.3% Unchanged 88 88 85 100 53 111 New Highs 27 14 10 2 8 18 New Lows 2 7 3 5 3 2 Adv Volume 1048548 995926 785233 714227 92797 1308844 % of Total 51.4% 84.8% 71.4% 59.2% 6.6% 63.3% Decl Volume 929389 122036 286666 477705 1299281 743682 % of Total 45.6% 10.4% 26.1% 39.6% 93.0% 36.0% Total Vol 2039293 1174899 1099066 1207076 1396507 2067963 Unch Volume 61356 56937 27167 15144 4429 15437 ARMS Index 1.33 0.51 0.95 0.6 1.84 0.94 5 Day ARMS 5.23 4.84 5.14 5.79 6.86 7.64 McClellanOs -8 -34 -138 -229 -245 -133 McClellanSm 2896 2904 2938 3077 3306 3551 Cumul TICK 59917 76562 62090 -9055 -116231 12148 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1838.22 1829.54 1792.34 1764.92 1766.19 1827.47 Tot Issues 2803 2833 2855 2833 2819 2812 Advancers 1728 2203 1600 1091 431 1581 % of Total 61.6% 77.8% 56.0% 38.5% 15.3% 56.2% Decliners 949 518 1110 1592 2267 1101 % of Total 33.9% 18.3% 38.9% 56.2% 80.4% 39.2% Unchanged 126 112 145 150 121 130 New Highs 83 29 25 11 13 30 New Lows 10 5 12 19 17 6 Adv Volume 1915701 1938926 1881649 1058793 236257 1724615 % of Total 52.9% 87.0% 87.5% 49.2% 10.3% 60.2% Decl Volume 1644869 263268 251217 1008501 2057059 1089133 % of Total 45.4% 11.8% 11.7% 46.9% 89.4% 38.0% Total Vol 3619621 2227984 2150572 2152485 2300391 2864427 Unch Volume 59051 25790 17706 85191 7075 50679 ARMS Index 1.56 0.58 0.19 0.65 1.66 0.91 5 Day ARMS 4.64 3.99 5.13 5.86 6.68 5.97 McClellanOs 22 -17 -115 -159 -152 -64 McClellanSm 1569 1547 1563 1678 1837 1989 Cumul TICK 37659 26630 29064 -13479 -50422 8461 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 26-Jun 19-Jun 12-Jun 5-Jun 29-May 22-May ------------------------------------------------------------------------------ AAII Bull 28 33 39 48 40 34 AAII Bear 49 46 39 37 49 45 Market Vane 42 43 44 45 43 43 II Bull 43.6 44.8 47.7 42.5 40.9 40.7 II Bear 28.7 26.4 23.3 25.3 28.4 29.1 OddLot ShRt 34.7 29.3 33.2 36.7 42.2 40.1 ****************************************************************************** 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.