****************************************************************************** August 27th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1049.27 1065.21 1039.7 1064.59 17.37/2% 0%/-3% S&P100 475.65 482.28 471.72 481.95 7.18/2% 0%/-4% VIX 26.5 28.11 24.41 24.45 -2.92/-11% -5%/4% Nasdaq100 1780.11 1794.29 1747.32 1791.64 22.62/1% -1%/-4% VXN 28.88 30.31 26.21 26.31 -2.57/-9% -1%/7% NYSE TICK 578 1357 -1239 691 ---- ---- PreCloseTICK332 TICKscore 39 CumAdj TICK 453 NYSE TRIN 0.53 0.53 0.53 0.53 ---- ---- Dow Indus 10159.9 9936.6 10150.7 164.84/2% 0%/-3% DJIA@10:30 10071.4 DJIA@3:00 10067.9 LstHour Ind -2.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 481.95 474.77 478.67 477.44 484.36 485.86 Upper Band 521.26 521.49 520.72 520.23 519.31 518.88 Lower Band 469.52 471.16 474.55 477.47 481.24 483.72 VIX 24.45 27.37 26.70 27.46 25.66 25.49 Upper Band 28.51 28.49 28.10 27.81 27.28 27.08 Lower Band 20.60 20.53 20.60 20.64 20.75 20.65 NDX 1791.64 1769.02 1790.88 1775.27 1808.31 1825.75 Upper Band 1942.32 1942.73 1939.26 1938.24 1934.69 1934.60 Lower Band 1749.69 1756.52 1769.12 1778.32 1793.22 1801.51 VXN 26.31 28.88 27.77 28.47 26.49 25.76 Upper Band 29.83 29.77 29.30 29.01 28.51 28.36 Lower Band 21.68 21.57 21.67 21.68 21.76 21.68 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6794.91 6665.26 6696.12 6681.03 6784.97 6813.15 Tot Issues 3101 3143 3113 3155 3150 3143 Advancers 2608 1066 1832 742 1133 1259 % of Total 84.1% 33.9% 58.8% 23.5% 36.0% 40.1% Decliners 392 1960 1167 2325 1919 1747 % of Total 12.6% 62.4% 37.5% 73.7% 60.9% 55.6% Unchanged 101 117 114 88 98 137 New Highs 141 113 90 98 164 83 New Lows 74 38 150 171 72 95 Adv Volume 1004555 235772 619002 153799 255315 320681 % of Total 92.2% 22.6% 55.6% 13.1% 29.5% 28.5% Decl Volume 79472 793452 462102 1013668 536500 789586 % of Total 7.3% 75.9% 41.5% 86.3% 62.0% 70.2% Total Vol 1089707 1045313 1114157 1175257 865132 1124063 Unch Volume 5680 16089 33053 7790 73317 13796 ARMS Index 0.53 1.83 1.17 2.1 1.24 1.77 5 Day ARMS 6.87 8.11 9.13 8.76 7.38 7.7 McClellanOs -50 -181 -152 -207 -140 -106 McClellanSm 2144 2194 2375 2526 2734 2873 Cumul TICK 56344 -20964 29468 -8607 971 17173 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2153.63 2118.69 2141.54 2123.76 2159.63 2179.76 Tot Issues 2742 2754 2753 2762 2742 2749 Advancers 2165 870 1676 677 681 1283 % of Total 79.0% 31.6% 60.9% 24.5% 24.8% 46.7% Decliners 470 1772 977 1973 1943 1314 % of Total 17.1% 64.3% 35.5% 71.4% 70.9% 47.8% Unchanged 107 112 100 112 118 152 New Highs 22 15 16 18 38 22 New Lows 86 93 200 255 137 140 Adv Volume 1971706 272118 1538467 344934 434375 1022699 % of Total 91.1% 15.1% 75.7% 16.1% 26.1% 53.9% Decl Volume 174363 1492445 472819 1785663 1201927 829360 % of Total 8.1% 82.7% 23.3% 83.4% 72.1% 43.7% Total Vol 2164640 1804516 2031579 2141657 1665908 1898507 Unch Volume 18571 39953 20293 11060 29606 46448 ARMS Index 0.41 2.69 0.53 1.78 0.97 0.79 5 Day ARMS 6.38 6.76 5.25 5.2 4.2 4.21 McClellanOs -7 -116 -91 -154 -112 -63 McClellanSm -512 -505 -389 -299 -144 -33 Cumul TICK 112121 30032 -72367 -153524 52940 -7930 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 27-Aug 20-Aug 13-Aug 6-Aug 30-Jul 23-Jul ------------------------------------------------------------------------------ AAII Bull 21 30 40 30 40 32 AAII Bear 50 43 30 38 33 45 Market Vane 42 46 50 48 50 44 II Bull 33.3 36.7 41.7 38.9 38.2 35.6 II Bear 31.2 31.1 27.5 33.3 34.9 35.6 OddLot ShRt 32.5 378 35.6 38.3 31.9 36.6 ****************************************************************************** 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) 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.