****************************************************************************** August 13th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1005.86 1012.78 1993.36 1012.73 6.92/1% 0%/8% S&P100 466.16 469.45 464.09 469.18 3.01/1% 0%/6% VIX 25.34 26.15 24.71 24.71 -0.74/-3% 0%/-3% Nasdaq100 1628.37 1632.2 1611.24 1628.65 9.06/1% 1%/7% VXN 25.4 26.36 25.09 25.09 -0.59/-2% 0%/1% NYSE TICK 294 1239 -903 566 ---- ---- PreCloseTICK828 TICKscore 7 CumAdj TICK -76 NYSE TRIN 0.65 0.65 0.65 0.65 ---- ---- Dow Indus 9404.0 9305.3 9398.2 36.58/0% 0%/8% DJIA@10:30 9347.4 DJIA@3:00 9350.7 LstHour Ind 61.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 469.18 466.17 461.30 467.21 468.07 463.47 Upper Band 475.77 475.41 475.55 478.00 478.71 480.10 Lower Band 441.82 439.34 436.30 430.18 425.04 418.07 VIX 24.71 25.45 25.99 24.99 24.76 25.67 Upper Band 26.48 26.54 26.61 26.48 26.67 27.67 Lower Band 23.09 23.11 23.08 23.12 23.05 22.48 NDX 1628.65 1619.59 1594.69 1610.43 1619.49 1600.29 Upper Band 1654.56 1657.06 1661.40 1674.86 1681.94 1688.28 Lower Band 1540.61 1527.13 1510.93 1483.28 1459.92 1433.62 VXN 25.09 25.68 26.11 25.66 25.02 26.36 Upper Band 26.83 26.84 26.82 26.81 26.95 27.94 Lower Band 24.19 24.15 24.13 24.13 24.08 23.53 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6604.10 6538.87 6463.62 6550.05 6586.71 6517.67 Tot Issues 3169 3136 3152 3131 3155 3166 Advancers 2018 2237 808 1444 2360 1152 % of Total 63.7% 71.3% 25.6% 46.1% 74.8% 36.4% Decliners 1045 813 2238 1595 700 1896 % of Total 33.0% 25.9% 71.0% 50.9% 22.2% 59.9% Unchanged 106 86 106 92 95 118 New Highs 89 58 60 98 130 126 New Lows 3 2 1 2 0 3 Adv Volume 575246 974852 226793 549263 1159320 674553 % of Total 74.2% 79.5% 18.9% 50.6% 79.2% 48.9% Decl Volume 193836 232387 965510 529674 291406 692184 % of Total 25.0% 18.9% 80.7% 48.8% 19.9% 50.2% Total Vol 775112 1226813 1196985 1086163 1462910 1379241 Unch Volume 6030 19574 4682 7226 12184 12504 ARMS Index 0.65 0.66 1.54 0.87 0.85 0.62 5 Day ARMS 4.57 4.54 4.34 3.56 3.25 3.16 McClellanOs 47 23 -32 71 116 63 McClellanSm 5283 5236 5213 5245 5174 5058 Cumul TICK 45055 53551 -26027 22528 68987 3139 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2009.35 1998.72 1969.73 1992.24 2000.25 1973.16 Tot Issues 2807 2807 2819 2794 2853 2815 Advancers 1469 1907 722 1285 1905 809 % of Total 52.3% 67.9% 25.6% 46.0% 66.8% 28.7% Decliners 1171 782 1931 1386 734 1812 % of Total 41.7% 27.9% 68.5% 49.6% 25.7% 64.4% Unchanged 167 118 166 123 214 194 New Highs 53 48 33 53 55 36 New Lows 4 4 8 8 2 6 Adv Volume 1488866 1834206 439432 919984 1504838 668784 % of Total 71.4% 84.1% 22.9% 48.9% 64.8% 27.8% Decl Volume 573906 327129 1457376 848494 791270 1706168 % of Total 27.5% 15.0% 76.1% 45.1% 34.0% 70.8% Total Vol 2084319 2181050 1915537 1879507 2323987 2408402 Unch Volume 21547 19715 18729 111029 27879 33450 ARMS Index 0.48 0.43 1.24 0.86 1.36 1.14 5 Day ARMS 4.37 5.03 5.72 5.36 5.03 4.84 McClellanOs 16 9 -47 24 42 -12 McClellanSm 2401 2385 2376 2424 2400 2359 Cumul TICK 4339 -12341 -22396 8880 45203 -4144 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 7-Aug 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul ------------------------------------------------------------------------------ AAII Bull 50 48 38 29 28 38 AAII Bear 35 31 42 47 55 45 Market Vane 48 46 45 43 41 43 II Bull 47.2 42.2 36.7 35.6 42.7 41.4 II Bear 25.8 31.1 35.6 35.6 30.3 29.9 OddLot ShRt 26.6 30 35.4 33.5 30.5 27.6 ****************************************************************************** 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. 18952 2270 1067 16682 15638142 3.4 50 35 48 47.2 25.8 26.6