****************************************************************************** June 29th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1071.1 1071.1 1035.18 1041.24 -33.33/-3% -5%/-3% S&P100 484.60 484.60 469.60 472.39 -13.79/-3% -4%/-3% VIX 31.22 35.39 31.22 34.13 5.13/18% 27%/55% Nasdaq100 1805.55 1807.09 1752.56 1764.06 -71.94/-4% -6%/-4% VXN 29.37 36.06 29.37 35.02 5.65/19% 32%/59% NYSE TICK -547 1086 -1363 -785 ---- ---- PreCloseTICK247 TICKscore -76 CumAdj TICK -1041 NYSE TRIN 5.97 5.97 5.97 5.97 ---- ---- Dow Indus 10135.8 9811.9 9870.3 -268.22/-3%-4%/-2% DJIA@10:30 9958.7 DJIA@3:00 9883.5 LstHour Ind 166.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 472.39 486.18 486.62 486.67 494.40 496.19 Upper Band 511.11 509.80 509.90 510.50 510.62 510.44 Lower Band 472.19 474.89 475.47 476.12 475.75 475.28 VIX 34.13 29.00 28.53 29.74 26.91 27.05 Upper Band 36.77 36.50 36.79 36.86 37.57 38.20 Lower Band 22.04 21.10 21.11 21.17 20.98 21.12 NDX 1764.06 1836.00 1838.52 1844.59 1874.42 1880.54 Upper Band 1943.32 1937.16 1937.42 1938.15 1940.33 1938.83 Lower Band 1763.05 1776.31 1777.69 1779.38 1772.38 1768.01 VXN 35.02 29.37 28.58 29.09 26.57 26.83 Upper Band 37.38 37.02 37.21 37.31 38.27 39.12 Lower Band 21.97 21.04 21.07 21.15 20.91 21.03 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6520.09 6736.60 6763.93 6730.24 6850.05 6858.95 Tot Issues 3204 3203 3180 3187 3192 3205 Advancers 288 1441 2263 688 1464 654 % of Total 9.0% 45.0% 71.2% 21.6% 45.9% 20.4% Decliners 2864 1657 830 2391 1616 2468 % of Total 89.4% 51.7% 26.1% 75.0% 50.6% 77.0% Unchanged 52 105 87 108 112 83 New Highs 25 51 36 28 25 31 New Lows 123 42 51 53 32 20 Adv Volume 26573 369043 1764477 108374 492817 74870 % of Total 1.7% 39.8% 69.1% 8.6% 43.6% 6.7% Decl Volume 1577163 544005 777022 1147176 622354 1034356 % of Total 98.2% 58.7% 30.4% 90.9% 55.0% 92.5% Total Vol 1606145 926251 2552278 1262153 1131013 1118353 Unch Volume 2409 13203 10779 6603 15842 9127 ARMS Index 5.97 1.28 1.2 3.05 1.14 3.66 5 Day ARMS 12.64 10.33 9.97 9.76 8.22 8.28 McClellanOs -139 -12 -3 -88 -4 4 McClellanSm 694 833 845 848 936 940 Cumul TICK -112431 -16143 84262 -20261 3174 -51483 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2135.18 2220.65 2223.48 2217.42 2254.23 2261.8 Tot Issues 2786 2779 2752 2755 2754 2774 Advancers 293 1098 1821 645 1193 583 % of Total 10.5% 39.5% 66.2% 23.4% 43.3% 21.0% Decliners 2402 1578 826 2001 1414 2078 % of Total 86.2% 56.8% 30.0% 72.6% 51.3% 74.9% Unchanged 91 103 105 109 147 113 New Highs 10 38 42 15 8 29 New Lows 185 73 115 99 71 61 Adv Volume 80105 813148 2158836 238814 699286 217940 % of Total 2.8% 43.3% 61.0% 11.6% 36.2% 11.3% Decl Volume 2668465 997823 1258679 1767042 1136240 1648962 % of Total 94.4% 53.2% 35.6% 85.6% 58.9% 85.2% Total Vol 2827096 1876747 3540355 2064369 1929454 1934457 Unch Volume 78526 65776 122840 58513 93928 67555 ARMS Index 4.06 0.85 1.29 2.39 1.37 2.12 5 Day ARMS 9.96 8.02 8.52 8.39 6.83 6.21 McClellanOs -117 -23 -8 -76 -18 -16 McClellanSm -652 -535 -512 -504 -429 -411 Cumul TICK -205200 50227 159093 -37611 43056 21217 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 25-Jun 18-Jun 11-Jun 4-Jun 28-May 21-May ------------------------------------------------------------------------------ AAII Bull 35 43 35 37 30 41 AAII Bear 32 31 43 41 51 34 Market Vane 47 49 42 43 42 46 II Bull 41.1 37 38.5 39.8 39.3 43.8 II Bear 31.1 32.6 31.9 28.4 29.2 24.7 OddLot ShRt 29 32.2 32 33.4 35.9 31.9 ****************************************************************************** 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.