****************************************************************************** August 30th, 2010 Market Tells DataSheet ****************************************************************************** ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1048.79 1064.4 0 1048.92 -15.67/-1% 0%/-7% S&P100 481.25 481.98 475.26 475.35 -6.6/-1% 0%/-7% VIX 25.88 27.21 25.41 27.21 2.76/11% -1%/24% Nasdaq100 1785.98 1798.47 1772.07 1772.07 -19.57/-1% 0%/-7% VXN 26.35 27.89 26.35 27.89 1.58/6% -2%/19% NYSE TICK -671 1070 -1356 -812 PreCloseTICK-155 TICKscore -37 CumAdj TICK -825 NYSE TRIN 3.82 3.82 3.82 3.82 Dow Indus 10150.6 10007.7 10009.7 DJIA@10:30 10145.7 DJIA@3:00 10069.6 LstHour Ind -54.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 475.35 481.95 474.77 478.67 477.44 484.36 Upper Band 519.74 521.26 521.49 520.72 520.23 519.31 Lower Band 467.41 469.52 471.16 474.55 477.47 481.24 VIX 27.21 24.45 27.37 26.70 27.46 25.66 Upper Band 28.75 28.51 28.49 28.10 27.81 27.28 Lower Band 20.89 20.60 20.53 20.60 20.64 20.75 NDX 1772.07 1791.64 1769.02 1790.88 1775.27 1808.31 Upper Band 1937.98 1942.32 1942.73 1939.26 1938.24 1934.69 Lower Band 1741.34 1749.69 1756.52 1769.12 1778.32 1793.22 VXN 27.89 26.31 28.88 27.77 28.47 26.49 Upper Band 30.01 29.83 29.77 29.30 29.01 28.51 Lower Band 21.94 21.68 21.57 21.67 21.68 21.76 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6695.28 6794.91 6665.26 6696.12 6681.03 6784.97 Tot Issues 3129 3101 3143 3113 3155 3150 Advancers 688 2608 1066 1832 742 1133 % of Total 22.0% 84.1% 33.9% 58.8% 23.5% 36.0% Decliners 2358 392 1960 1167 2325 1919 % of Total 75.4% 12.6% 62.4% 37.5% 73.7% 60.9% Unchanged 83 101 117 114 88 98 New Highs 121 141 113 90 98 164 New Lows 37 74 38 150 171 72 Adv Volume 57552 1004555 235772 619002 153799 255315 % of Total 7.0% 92.2% 22.6% 55.6% 13.1% 29.5% Decl Volume 753464 79472 793452 462102 1013668 536500 % of Total 92.1% 7.3% 75.9% 41.5% 86.3% 62.0% Total Vol 818295 1089707 1045313 1114157 1175257 865132 Unch Volume 7279 5680 16089 33053 7790 73317 ARMS Index 3.82 0.53 1.83 1.17 2.1 1.24 5 Day ARMS 9.45 6.87 8.11 9.13 8.76 7.38 McClellanOs -132 -50 -181 -152 -207 -140 McClellanSm 2012 2144 2194 2375 2526 2734 Cumul TICK -67006 56344 -20964 29468 -8607 971 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2119.97 2153.63 2118.69 2141.54 2123.76 2159.63 Tot Issues 2746 2742 2754 2753 2762 2742 Advancers 540 2165 870 1676 677 681 % of Total 19.7% 79.0% 31.6% 60.9% 24.5% 24.8% Decliners 2098 470 1772 977 1973 1943 % of Total 76.4% 17.1% 64.3% 35.5% 71.4% 70.9% Unchanged 108 107 112 100 112 118 New Highs 23 22 15 16 18 38 New Lows 78 86 93 200 255 137 Adv Volume 256822 1971706 272118 1538467 344934 434375 % of Total 16.2% 91.1% 15.1% 75.7% 16.1% 26.1% Decl Volume 1322628 174363 1492445 472819 1785663 1201927 % of Total 83.4% 8.1% 82.7% 23.3% 83.4% 72.1% Total Vol 1585202 2164640 1804516 2031579 2141657 1665908 Unch Volume 5752 18571 39953 20293 11060 29606 ARMS Index 1.33 0.41 2.69 0.53 1.78 0.97 5 Day ARMS 6.74 6.38 6.76 5.25 5.2 4.2 McClellanOs -76 -7 -116 -91 -154 -112 McClellanSm -588 -512 -505 -389 -299 -144 Cumul TICK -63656 112121 30032 -72367 -153524 52940 ****************************************************************************** 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.