****************************************************************************** July 28th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1112.84 1114.66 1103.11 1106.13 -7.71/-1% 1%/6% S&P100 505.46 506.41 501.74 502.97 -2.92/-1% 1%/6% VIX 23.93 24.54 22.24 24.25 1.06/5% -2%/-29% Nasdaq100 1887.46 1894.69 1866.68 1872.62 -16.19/-1% 1%/6% VXN 24.45 25.29 24.21 25.03 0.7/3% -1%/-29% NYSE TICK -408 1014 -1257 -78 ---- ---- PreCloseTICK399 TICKscore -19 CumAdj TICK -546 NYSE TRIN 1.39 1.39 1.39 1.39 ---- ---- Dow Indus 10548.5 10463.2 10497.9 -39.81/0% 2%/6% DJIA@10:30 10527.0 DJIA@3:00 10488.9 LstHour Ind 19.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 502.97 505.89 504.91 499.83 496.67 485.96 Upper Band 514.58 512.96 510.35 507.72 505.97 505.60 Lower Band 461.55 460.11 460.74 461.55 461.99 462.13 VIX 24.25 23.19 22.73 23.47 24.63 25.64 Upper Band 32.55 33.89 34.06 34.08 34.24 34.22 Lower Band 19.83 19.48 19.89 20.44 20.92 21.17 NDX 1872.62 1888.81 1890.40 1875.38 1863.10 1817.30 Upper Band 1924.04 1918.23 1910.13 1901.32 1896.06 1898.26 Lower Band 1714.58 1709.53 1712.34 1715.97 1718.15 1717.08 VXN 25.03 24.33 24.11 24.16 25.22 26.70 Upper Band 34.02 35.25 35.34 35.32 35.29 35.24 Lower Band 20.67 20.44 20.86 21.33 21.85 22.03 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6999.18 7044.99 7046.00 6965.11 6901.91 6731.16 Tot Issues 3152 3172 3171 3159 3168 3158 Advancers 1014 1355 2472 2473 2693 1020 % of Total 32.2% 42.7% 78.0% 78.3% 85.0% 32.3% Decliners 2045 1716 602 599 414 2058 % of Total 64.9% 54.1% 19.0% 19.0% 13.1% 65.2% Unchanged 93 101 97 87 61 80 New Highs 99 244 248 193 177 145 New Lows 10 10 12 15 17 27 Adv Volume 259372 487023 881584 912468 1065959 229158 % of Total 25.8% 43.7% 86.5% 79.3% 90.5% 19.1% Decl Volume 729055 615210 128671 229801 109960 962978 % of Total 72.5% 55.1% 12.6% 20.0% 9.3% 80.1% Total Vol 1005516 1115696 1018879 1150987 1177846 1201990 Unch Volume 17089 13463 8624 8718 1927 9854 ARMS Index 1.39 1.00 0.6 1.04 0.67 2.08 5 Day ARMS 4.7 5.39 5.18 5.51 10.24 10.57 McClellanOs 142 234 300 246 180 79 McClellanSm 2342 2200 1966 1666 1421 1240 Cumul TICK -29685 4372 89344 95647 102569 -12485 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2264.56 2288.25 2296.43 2269.47 2245.89 2187.33 Tot Issues 2737 2769 2787 2752 2767 2762 Advancers 774 1121 2055 2036 2230 675 % of Total 28.3% 40.5% 73.7% 74.0% 80.6% 24.4% Decliners 1852 1502 649 584 445 1970 % of Total 67.7% 54.2% 23.3% 21.2% 16.1% 71.3% Unchanged 111 146 83 132 92 117 New Highs 32 100 121 78 40 27 New Lows 33 27 30 42 41 52 Adv Volume 534210 598671 1921171 1651590 1918540 351385 % of Total 28.9% 29.0% 88.8% 68.5% 86.7% 15.8% Decl Volume 1288218 1373488 231009 717946 284270 1864337 % of Total 69.7% 66.5% 10.7% 29.8% 12.8% 83.9% Total Vol 1848521 2065390 2164288 2410605 2213224 2222035 Unch Volume 26093 93231 12108 41069 10414 6313 ARMS Index 1.01 1.71 0.38 1.52 0.74 1.82 5 Day ARMS 5.36 6.17 5.27 5.6 5.87 5.53 McClellanOs 100 173 216 161 94 -6 McClellanSm -95 -194 -367 -583 -744 -838 Cumul TICK -38583 58055 215926 -1504 198707 52272 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 23-Jul 16-Jul 9-Jul 2-Jul 25-Jun 18-Jun ------------------------------------------------------------------------------ AAII Bull 32 39 21 25 35 43 AAII Bear 45 38 57 42 32 31 Market Vane 44 46 39 40 47 49 II Bull 35.6 32.6 37 41.1 41.1 37 II Bear 35.6 34.8 34.8 33.3 31.1 32.6 OddLot ShRt 36.6 32.9 30.4 33.9 29 32.2 ****************************************************************************** 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.