****************************************************************************** July 21st, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1086.67 1088.96 1065.25 1069.59 -13.89/-1% -2%/-2% S&P100 493.62 494.61 484.01 485.96 -5.67/-1% -2%/-2% VIX 23.61 26.63 23.59 25.64 1.71/7% 2%/-5% Nasdaq100 1859.6 1859.85 1813.28 1817.3 -23.37/-1% -2%/-3% VXN 24.01 27.24 24.01 26.7 1.49/6% 0%/0% NYSE TICK 545 1226 -1514 -407 ---- ---- PreCloseTICK259 TICKscore -28 CumAdj TICK -236 NYSE TRIN 2.08 2.08 2.08 2.08 ---- ---- Dow Indus 10265.5 10065.5 10120.5 -109.43/-1%-2%/-2% DJIA@10:30 10230.9 DJIA@3:00 10075.1 LstHour Ind 44.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 485.96 491.63 486.76 484.21 498.12 497.47 Upper Band 505.60 506.79 508.64 511.13 513.29 513.99 Lower Band 462.13 461.96 461.23 460.53 460.31 460.06 VIX 25.64 23.93 25.97 26.25 25.14 24.89 Upper Band 34.22 34.22 34.17 34.25 34.27 34.25 Lower Band 21.17 21.30 21.45 21.17 21.03 21.12 NDX 1817.30 1840.67 1819.28 1803.48 1856.24 1853.41 Upper Band 1898.26 1907.07 1916.37 1930.39 1942.79 1950.00 Lower Band 1717.08 1714.59 1710.81 1706.21 1704.53 1702.23 VXN 26.70 25.21 27.25 26.87 26.57 25.96 Upper Band 35.24 35.24 35.22 35.34 35.39 35.40 Lower Band 22.03 22.04 22.10 21.66 21.45 21.38 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6731.16 6820.04 6739.64 6709.51 6916.81 6903.36 Tot Issues 3158 3149 3139 3155 3155 3144 Advancers 1020 2479 1990 627 1489 1366 % of Total 32.3% 78.7% 63.4% 19.9% 47.2% 43.4% Decliners 2058 574 1053 2454 1546 1666 % of Total 65.2% 18.2% 33.5% 77.8% 49.0% 53.0% Unchanged 80 96 96 74 120 112 New Highs 145 128 95 65 89 72 New Lows 27 41 43 29 12 8 Adv Volume 229158 945600 629870 63233 537100 410131 % of Total 19.1% 83.9% 65.9% 4.2% 48.1% 38.5% Decl Volume 962978 174029 311394 1427620 559257 621254 % of Total 80.1% 15.4% 32.6% 95.7% 50.1% 58.4% Total Vol 1201990 1126512 955942 1491572 1117342 1064459 Unch Volume 9854 6883 14678 719 20985 33074 ARMS Index 2.08 0.79 0.93 5.77 1 1.24 5 Day ARMS 10.57 9.73 9.48 9.29 4.32 4.07 McClellanOs 79 154 69 25 136 161 McClellanSm 1240 1162 1008 939 914 779 Cumul TICK -12485 101244 38556 -43412 29037 1194 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2187.33 2222.49 2198.23 2179.05 2249.08 2249.84 Tot Issues 2762 2749 2760 2766 2738 2740 Advancers 675 1848 1551 324 884 1106 % of Total 24.4% 67.2% 56.2% 11.7% 32.3% 40.4% Decliners 1970 773 1082 2351 1754 1511 % of Total 71.3% 28.1% 39.2% 85.0% 64.1% 55.1% Unchanged 117 128 127 91 100 123 New Highs 27 21 11 13 22 46 New Lows 52 77 79 84 34 19 Adv Volume 351385 1420164 1147495 153945 1076341 1295403 % of Total 15.8% 73.5% 66.1% 7.0% 53.5% 58.5% Decl Volume 1864337 479278 565341 2001965 855892 824884 % of Total 83.9% 24.8% 32.6% 91.2% 42.5% 37.3% Total Vol 2222035 1933272 1735096 2195152 2011600 2213010 Unch Volume 6313 33830 22260 39242 79367 92723 ARMS Index 1.82 0.81 0.71 1.79 0.4 0.47 5 Day ARMS 5.53 4.18 3.77 3.36 2.62 3.15 McClellanOs -6 58 -6 -45 55 104 McClellanSm -838 -832 -890 -885 -839 -894 Cumul TICK 52272 -58365 52405 -165110 -90286 -57165 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 16-Jul 9-Jul 2-Jul 25-Jun 18-Jun 11-Jun ------------------------------------------------------------------------------ AAII Bull 39 21 25 35 43 35 AAII Bear 38 57 42 32 31 43 Market Vane 46 39 40 47 49 42 II Bull 32.6 37 41.1 41.1 37 38.5 II Bear 34.8 34.8 33.3 31.1 32.6 31.9 OddLot ShRt 32.9 30.4 33.9 29 32.2 32 ****************************************************************************** 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.