****************************************************************************** July 12th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1077.23 1080.78 1070.45 1078.75 0.79/0% 5%/-1% S&P100 488.58 490.36 486.35 490.08 1.3/0% 5%/-1% VIX 24.66 25.14 23.53 24.43 -0.55/-2% -18%/-15% Nasdaq100 1814.49 1831.62 1808.7 1821.03 6.24/0% 5%/-1% VXN 25.99 26.4 24.24 25.5 -0.49/-2% -19%/-11% NYSE TICK -567 1248 -1315 -325 ---- ---- PreCloseTICK121 TICKscore -7 CumAdj TICK -67 NYSE TRIN 0.74 0.74 0.74 0.74 ---- ---- Dow Indus 10220.3 10146.5 10216.3 18.24/0% 5%/0% DJIA@10:30 10212.9 DJIA@3:00 10204.8 LstHour Ind -3.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 490.08 488.78 485.64 481.00 467.12 463.84 Upper Band 514.17 514.42 514.61 514.53 514.54 513.87 Lower Band 459.83 459.88 459.95 459.33 459.45 461.10 VIX 24.43 24.98 25.71 26.84 29.65 30.12 Upper Band 34.26 34.27 34.45 35.14 35.77 36.90 Lower Band 21.61 22.04 22.42 22.53 22.59 22.15 NDX 1821.03 1814.79 1798.31 1789.72 1734.68 1728.34 Upper Band 1955.80 1957.32 1957.90 1958.24 1958.18 1954.41 Lower Band 1700.88 1701.97 1702.92 1700.64 1701.30 1711.41 VXN 25.50 25.99 27.05 28.06 31.65 32.19 Upper Band 35.42 35.43 35.66 36.46 37.24 38.22 Lower Band 21.75 22.07 22.37 22.35 22.28 21.87 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6794.48 6808.71 6755.81 6685.78 6486.12 6434.81 Tot Issues 3154 3155 3178 3202 3196 3186 Advancers 1092 2405 2367 2689 1516 1243 % of Total 34.6% 76.2% 74.5% 84.0% 47.4% 39.0% Decliners 1936 652 715 447 1567 1844 % of Total 61.4% 20.7% 22.5% 14.0% 49.0% 57.9% Unchanged 126 98 96 66 113 99 New Highs 76 89 72 51 59 37 New Lows 12 9 17 63 93 82 Adv Volume 362570 716532 942133 1275570 685165 303513 % of Total 42.4% 81.4% 80.7% 95.3% 52.0% 27.5% Decl Volume 478314 155206 214600 60359 547136 783160 % of Total 55.9% 17.6% 18.4% 4.5% 41.6% 70.9% Total Vol 855386 880316 1166734 1339000 1316624 1104019 Unch Volume 14502 8578 10001 3071 84323 17346 ARMS Index 0.74 0.80 0.75 0.28 0.77 1.74 5 Day ARMS 3.34 4.34 4.46 5.29 10.98 11.49 McClellanOs 102 164 85 -3 -140 -166 McClellanSm 415 313 149 65 68 208 Cumul TICK -3172 91822 20237 97913 -49744 4971 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2198.36 2196.45 2175.4 2159.47 2093.88 2091.79 Tot Issues 2777 2751 2755 2785 2783 2766 Advancers 815 1989 1838 2095 906 962 % of Total 29.3% 72.3% 66.7% 75.2% 32.6% 34.8% Decliners 1871 650 789 600 1789 1687 % of Total 67.4% 23.6% 28.6% 21.5% 64.3% 61.0% Unchanged 91 112 128 90 88 117 New Highs 31 23 20 15 14 7 New Lows 46 45 44 132 183 135 Adv Volume 1045698 1176756 1422383 1913089 1014372 493044 % of Total 59.1% 73.9% 69.9% 87.0% 46.7% 29.5% Decl Volume 711691 405328 569544 223056 1078821 1083066 % of Total 40.3% 25.5% 28.0% 10.1% 49.6% 64.8% Total Vol 1767973 1592619 2034032 2199504 2173039 1672324 Unch Volume 10584 10535 42105 63359 79846 96214 ARMS Index 0.3 1.05 0.93 0.41 0.54 1.25 5 Day ARMS 3.23 4.18 4.02 5.95 9.6 9.91 McClellanOs 39 95 19 -52 -161 -149 McClellanSm -1132 -1171 -1266 -1286 -1234 -1072 Cumul TICK -74844 45335 71112 88090 43620 -1266 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 9-Jul 2-Jul 25-Jun 18-Jun 11-Jun 4-Jun ------------------------------------------------------------------------------ AAII Bull 21 25 35 43 35 37 AAII Bear 57 42 32 31 43 41 Market Vane 39 40 47 49 42 43 II Bull 37 41.1 41.1 37 38.5 39.8 II Bear 34.8 33.3 31.1 32.6 31.9 28.4 OddLot ShRt 30.4 33.9 29 32.2 32 33.4 ****************************************************************************** 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) 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.