****************************************************************************** June 30th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1040.56 1048.08 1028.33 1030.71 -10.53/-1% -4%/-6% S&P100 472.11 474.91 466.52 467.65 -4.74/-1% -4%/-6% VIX 33.95 34.63 31.74 34.54 0.41/1% 16%/14% Nasdaq100 1761.98 1776.61 1734.9 1739.14 -24.92/-1% -6%/-7% VXN 35.18 35.62 32.84 35.14 0.12/0% 21%/13% NYSE TICK 159 1148 -1356 -165 ---- ---- PreCloseTICK-489 TICKscore -3 CumAdj TICK 258 NYSE TRIN 1.58 1.58 1.58 1.58 ---- ---- Dow Indus 9908.9 9753.8 9774.0 -96.28/-1% -4%/-5% DJIA@10:30 9872.0 DJIA@3:00 9867.4 LstHour Ind -95.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 467.65 472.39 486.18 486.62 486.67 494.40 Upper Band 512.08 511.11 509.80 509.90 510.50 510.62 Lower Band 468.18 472.19 474.89 475.47 476.12 475.75 VIX 34.54 34.13 29.00 28.53 29.74 26.91 Upper Band 37.33 36.77 36.50 36.79 36.86 37.57 Lower Band 21.91 22.04 21.10 21.11 21.17 20.98 NDX 1739.14 1764.06 1836.00 1838.52 1844.59 1874.42 Upper Band 1948.67 1943.32 1937.16 1937.42 1938.15 1940.33 Lower Band 1743.66 1763.05 1776.31 1777.69 1779.38 1772.38 VXN 35.14 35.02 29.37 28.58 29.09 26.57 Upper Band 37.95 37.38 37.02 37.21 37.31 38.27 Lower Band 21.82 21.97 21.04 21.07 21.15 20.91 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6469.65 6520.09 6736.60 6763.93 6730.24 6850.05 Tot Issues 3194 3204 3203 3180 3187 3192 Advancers 1134 288 1441 2263 688 1464 % of Total 35.5% 9.0% 45.0% 71.2% 21.6% 45.9% Decliners 1954 2864 1657 830 2391 1616 % of Total 61.2% 89.4% 51.7% 26.1% 75.0% 50.6% Unchanged 106 52 105 87 108 112 New Highs 29 25 51 36 28 25 New Lows 103 123 42 51 53 32 Adv Volume 377037 26573 369043 1764477 108374 492817 % of Total 26.5% 1.7% 39.8% 69.1% 8.6% 43.6% Decl Volume 1024104 1577163 544005 777022 1147176 622354 % of Total 72.0% 98.2% 58.7% 30.4% 90.9% 55.0% Total Vol 1421665 1606145 926251 2552278 1262153 1131013 Unch Volume 20524 2409 13203 10779 6603 15842 ARMS Index 1.58 5.97 1.28 1.2 3.05 1.14 5 Day ARMS 13.08 12.64 10.33 9.97 9.76 8.22 McClellanOs -158 -139 -12 -3 -88 -4 McClellanSm 536 694 833 845 848 936 Cumul TICK 17526 -112431 -16143 84262 -20261 3174 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2109.24 2135.18 2220.65 2223.48 2217.42 2254.23 Tot Issues 2803 2786 2779 2752 2755 2754 Advancers 986 293 1098 1821 645 1193 % of Total 35.2% 10.5% 39.5% 66.2% 23.4% 43.3% Decliners 1700 2402 1578 826 2001 1414 % of Total 60.6% 86.2% 56.8% 30.0% 72.6% 51.3% Unchanged 117 91 103 105 109 147 New Highs 15 10 38 42 15 8 New Lows 160 185 73 115 99 71 Adv Volume 353354 80105 813148 2158836 238814 699286 % of Total 15.9% 2.8% 43.3% 61.0% 11.6% 36.2% Decl Volume 1739471 2668465 997823 1258679 1767042 1136240 % of Total 78.3% 94.4% 53.2% 35.6% 85.6% 58.9% Total Vol 2221561 2827096 1876747 3540355 2064369 1929454 Unch Volume 128736 78526 65776 122840 58513 93928 ARMS Index 2.86 4.06 0.85 1.29 2.39 1.37 5 Day ARMS 11.45 9.96 8.02 8.52 8.39 6.83 McClellanOs -128 -117 -23 -8 -76 -18 McClellanSm -780 -652 -535 -512 -504 -429 Cumul TICK 323843 -205200 50227 159093 -37611 43056 ****************************************************************************** Weekly Indicators ****************************************************************************** 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.