****************************************************************************** July 29th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1108.07 1115.9 1092.82 1101.53 -4.6/0% 0%/7% S&P100 503.85 507.20 497.23 501.02 -1.95/0% 0%/7% VIX 23.4 25.54 23.04 24.13 -0.12/0% 3%/-30% Nasdaq100 1884.07 1887.41 1841.36 1860.3 -12.32/-1% -1%/7% VXN 25.03 26.97 24.28 25.18 0.15/1% 4%/-28% NYSE TICK 11 1320 -1394 403 ---- ---- PreCloseTICK110 TICKscore 11 CumAdj TICK -54 NYSE TRIN 1.36 1.36 1.36 1.36 ---- ---- Dow Indus 10585.0 10387.4 10467.2 -30.72/0% 0%/7% DJIA@10:30 10557.2 DJIA@3:00 10504.0 LstHour Ind -96.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 501.02 502.97 505.89 504.91 499.83 496.67 Upper Band 515.01 514.58 512.96 510.35 507.72 505.97 Lower Band 464.45 461.55 460.11 460.74 461.55 461.99 VIX 24.13 24.25 23.19 22.73 23.47 24.63 Upper Band 30.72 32.55 33.89 34.06 34.08 34.24 Lower Band 20.61 19.83 19.48 19.89 20.44 20.92 NDX 1860.30 1872.62 1888.81 1890.40 1875.38 1863.10 Upper Band 1924.43 1924.04 1918.23 1910.13 1901.32 1896.06 Lower Band 1726.30 1714.58 1709.53 1712.34 1715.97 1718.15 VXN 25.18 25.03 24.33 24.11 24.16 25.22 Upper Band 32.48 34.02 35.25 35.34 35.32 35.29 Lower Band 21.21 20.67 20.44 20.86 21.33 21.85 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6994.57 6999.18 7044.99 7046 6965.11 6901.91 Tot Issues 3170 3152 3172 3171 3159 3168 Advancers 1609 1014 1355 2472 2473 2693 % of Total 50.8% 32.2% 42.7% 78.0% 78.3% 85.0% Decliners 1445 2045 1716 602 599 414 % of Total 45.6% 64.9% 54.1% 19.0% 19.0% 13.1% Unchanged 116 93 101 97 87 61 New Highs 155 99 244 248 193 177 New Lows 18 10 10 12 15 17 Adv Volume 517048 259372 487023 881584 912468 1065959 % of Total 44.1% 25.8% 43.7% 86.5% 79.3% 90.5% Decl Volume 629395 729055 615210 128671 229801 109960 % of Total 53.7% 72.5% 55.1% 12.6% 20.0% 9.3% Total Vol 1172992 1005516 1115696 1018879 1150987 1177846 Unch Volume 26549 17089 13463 8624 8718 1927 ARMS Index 1.36 1.39 1 0.6 1.04 0.67 5 Day ARMS 5.39 4.7 5.39 5.18 5.51 10.24 McClellanOs 123 142 234 300 246 180 McClellanSm 2466 2342 2200 1966 1666 1421 Cumul TICK 23496 -29685 4372 89344 95647 102569 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2251.69 2264.56 2288.25 2296.43 2269.47 2245.89 Tot Issues 2750 2737 2769 2787 2752 2767 Advancers 1260 774 1121 2055 2036 2230 % of Total 45.8% 28.3% 40.5% 73.7% 74.0% 80.6% Decliners 1360 1852 1502 649 584 445 % of Total 49.5% 67.7% 54.2% 23.3% 21.2% 16.1% Unchanged 130 111 146 83 132 92 New Highs 43 32 100 121 78 40 New Lows 37 33 27 30 42 41 Adv Volume 790636 534210 598671 1921171 1651590 1918540 % of Total 34.0% 28.9% 29.0% 88.8% 68.5% 86.7% Decl Volume 1500318 1288218 1373488 231009 717946 284270 % of Total 64.5% 69.7% 66.5% 10.7% 29.8% 12.8% Total Vol 2324590 1848521 2065390 2164288 2410605 2213224 Unch Volume 33636 26093 93231 12108 41069 10414 ARMS Index 1.76 1.01 1.71 0.38 1.52 0.74 5 Day ARMS 6.38 5.36 6.17 5.27 5.6 5.87 McClellanOs 86 100 173 216 161 94 McClellanSm -9 -95 -194 -367 -583 -744 Cumul TICK 92104 -38583 58055 215926 -1504 198707 ****************************************************************************** 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.