****************************************************************************** August 17th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 998.18 998.18 978.51 979.73 -24.36/-2% -1%/3% S&P100 463.06 463.06 455.02 455.5 -10.72/-2% -1%/2% VIX 24.27 28.39 24.27 27.89 3.62/15% 7%/14% Nasdaq100 1583.29 1583.29 1563.14 1564.89 -46.69/-3% -2%/1% VXN 25.24 28.48 25.24 27.59 2.35/9% 6%/11% NYSE TICK -196 826 -1102 -541 ---- ---- PreCloseTICK-633 TICKscore -10 CumAdj TICK -1081 NYSE TRIN 1.85 1.85 1.85 1.85 ---- ---- Dow Indus 9313.9 9116.5 9135.3 -186.06/-2%-1%/3% DJIA@10:30 9146.2 DJIA@3:00 9152.1 LstHour Ind 158.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 455.50 466.22 469.18 466.17 461.30 467.21 Upper Band 474.08 475.13 475.77 475.41 475.55 478.00 Lower Band 447.08 444.96 441.82 439.34 436.30 430.18 VIX 27.89 24.27 24.71 25.45 25.99 24.99 Upper Band 27.14 26.48 26.48 26.54 26.61 26.48 Lower Band 22.78 23.09 23.09 23.11 23.08 23.12 NDX 1564.89 1611.58 1628.65 1619.59 1594.69 1610.43 Upper Band 1644.68 1648.40 1654.56 1657.06 1661.40 1674.86 Lower Band 1561.01 1555.20 1540.61 1527.13 1510.93 1483.28 VXN 27.59 25.24 25.09 25.68 26.11 25.66 Upper Band 27.15 26.76 26.83 26.84 26.82 26.81 Lower Band 24.25 24.36 24.19 24.15 24.13 24.13 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6352.11 6537.82 6604.10 6538.87 6463.62 6550.05 Tot Issues 3123 3111 3169 3136 3152 3131 Advancers 336 859 2018 2237 808 1444 % of Total 10.8% 27.6% 63.7% 71.3% 25.6% 46.1% Decliners 2728 2159 1045 813 2238 1595 % of Total 87.4% 69.4% 33.0% 25.9% 71.0% 50.9% Unchanged 59 93 106 86 106 92 New Highs 22 58 89 58 60 98 New Lows 7 2 3 2 1 2 Adv Volume 75619 219226 575246 974852 226793 549263 % of Total 6.2% 20.0% 74.2% 79.5% 18.9% 50.6% Decl Volume 1135947 860599 193836 232387 965510 529674 % of Total 93.1% 78.6% 25.0% 18.9% 80.7% 48.8% Total Vol 1220192 1094290 775112 1226813 1196985 1086163 Unch Volume 8626 14465 6030 19574 4682 7226 ARMS Index 1.85 1.56 0.65 0.66 1.54 0.87 5 Day ARMS 6.26 5.28 4.57 4.54 4.34 3.56 McClellanOs -180 -46 47 23 -32 71 McClellanSm 5056 5236 5283 5236 5213 5245 Cumul TICK -61980 -36909 45055 53551 -26027 22528 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1930.84 1985.52 2009.35 1998.72 1969.73 1992.24 Tot Issues 2731 2780 2807 2807 2819 2794 Advancers 469 585 1469 1907 722 1285 % of Total 17.2% 21.0% 52.3% 67.9% 25.6% 46.0% Decliners 2184 2084 1171 782 1931 1386 % of Total 80.0% 75.0% 41.7% 27.9% 68.5% 49.6% Unchanged 78 111 167 118 166 123 New Highs 9 19 53 48 33 53 New Lows 12 2 4 4 8 8 Adv Volume 143897 436259 1488866 1834206 439432 919984 % of Total 7.4% 22.4% 71.4% 84.1% 22.9% 48.9% Decl Volume 1714490 1464500 573906 327129 1457376 848494 % of Total 87.7% 75.2% 27.5% 15.0% 76.1% 45.1% Total Vol 1955264 1948309 2084319 2181050 1915537 1879507 Unch Volume 96877 47550 21547 19715 18729 111029 ARMS Index 2.56 0.94 0.48 0.43 1.24 0.86 5 Day ARMS 5.65 3.95 4.37 5.03 5.72 5.36 McClellanOs -151 -69 16 9 -47 24 McClellanSm 2181 2332 2401 2385 2376 2424 Cumul TICK -33950 -30685 4339 -12341 -22396 8880 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 14-Aug 7-Aug 31-Jul 24-Jul 17-Jul 10-Jul ------------------------------------------------------------------------------ AAII Bull 51 50 48 38 29 28 AAII Bear 33 35 31 42 47 55 Market Vane 47 48 46 45 43 41 II Bull 49.4 47.2 42.2 36.7 35.6 42.7 II Bear 21.3 25.8 31.1 35.6 35.6 30.3 OddLot ShRt 25.98 26.6 30 35.4 33.5 30.5 ****************************************************************************** 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) 2009 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.