****************************************************************************** August 31st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1025.21 1025.21 1014.62 1020.62 -8.31/-1% -1%/2% S&P100 475.69 475.69 471.84 474.73 -3.02/-1% -1%/2% VIX 24.76 27.01 24.76 26.01 1.25/5% 4%/2% Nasdaq100 1628.21 1632.07 1616.52 1625.19 -18.05/-1% -1%/0% VXN 24.93 27.65 24.93 27.17 2.24/9% 8%/3% NYSE TICK -229 1048 -1112 -104 ---- ---- PreCloseTICK-47 TICKscore -1 CumAdj TICK -372 NYSE TRIN 1.44 1.44 1.44 1.44 ---- ---- Dow Indus 9543.1 9436.1 9496.3 -47.92/-1% 0%/2% DJIA@10:30 9457.1 DJIA@3:00 9474.7 LstHour Ind 108.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 474.73 477.75 479.28 477.95 477.49 476.64 Upper Band 482.85 482.21 481.12 479.41 478.15 476.43 Lower Band 455.26 455.05 454.40 454.18 453.17 452.78 VIX 26.01 24.76 24.68 24.95 24.92 25.14 Upper Band 26.96 26.91 26.97 26.98 27.00 27.00 Lower Band 23.69 23.69 23.75 23.82 23.86 23.87 NDX 1625.19 1643.24 1640.97 1637.00 1639.90 1634.78 Upper Band 1659.00 1659.28 1655.91 1652.59 1649.65 1645.66 Lower Band 1575.88 1575.89 1575.27 1575.47 1574.68 1575.23 VXN 27.17 24.93 25.01 25.60 25.13 25.27 Upper Band 27.17 26.98 27.03 27.14 27.19 27.18 Lower Band 24.09 24.19 24.26 24.31 24.33 24.36 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6643.24 6709.04 6722.31 6687.94 6697.22 6671.14 Tot Issues 3141 3158 3150 3117 3162 3162 Advancers 800 1528 1631 1429 1826 1572 % of Total 25.5% 48.4% 51.8% 45.8% 57.7% 49.7% Decliners 2227 1501 1384 1561 1187 1467 % of Total 70.9% 47.5% 43.9% 50.1% 37.5% 46.4% Unchanged 114 129 135 127 149 123 New Highs 59 72 69 110 100 118 New Lows 0 0 0 3 1 0 Adv Volume 273143 701429 788031 471149 672081 683394 % of Total 19.8% 59.1% 67.9% 44.8% 58.9% 55.5% Decl Volume 1094260 469793 353806 564417 459714 540326 % of Total 79.4% 39.6% 30.5% 53.6% 40.3% 43.9% Total Vol 1377655 1186134 1161306 1052065 1141713 1230507 Unch Volume 10252 14912 19469 16499 9918 6787 ARMS Index 1.44 0.68 0.53 1.1 1.05 0.85 5 Day ARMS 4.8 4.21 3.82 3.8 3.78 3.46 McClellanOs -102 -12 9 20 55 51 McClellanSm 5013 5115 5127 5118 5098 5043 Cumul TICK -1915 17114 30062 26735 52168 12150 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2009.06 2028.77 2027.73 2024.23 2024.23 2017.98 Tot Issues 2840 2822 2817 2776 2817 2873 Advancers 732 924 1258 1392 1440 1219 % of Total 25.8% 32.7% 44.7% 50.1% 51.1% 42.4% Decliners 1927 1708 1337 1262 1213 1440 % of Total 67.9% 60.5% 47.5% 45.5% 43.1% 50.1% Unchanged 181 190 222 122 164 214 New Highs 30 70 42 67 74 75 New Lows 10 8 6 7 7 3 Adv Volume 847105 1552589 1287550 1075395 1002114 887335 % of Total 37.5% 66.3% 60.2% 51.6% 51.7% 43.4% Decl Volume 1385908 717584 786457 966920 848797 1128580 % of Total 61.4% 30.7% 36.7% 46.4% 43.8% 55.2% Total Vol 2256216 2340188 2140541 2084143 1936985 2046375 Unch Volume 23203 70015 66534 41828 86074 30460 ARMS Index 0.62 0.25 0.57 0.99 1.01 1.08 5 Day ARMS 3.44 3.9 4.27 4.51 4.24 3.81 McClellanOs -91 -29 20 35 40 41 McClellanSm 2172 2263 2292 2272 2238 2197 Cumul TICK -16835 16249 14968 -16937 -25454 6153 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 28-Aug 14-Aug 7-Aug 31-Jul 24-Jul 17-Jul ------------------------------------------------------------------------------ AAII Bull 34 34 51 50 48 38 AAII Bear 49 40 33 35 31 42 Market Vane 49 47 47 48 46 45 II Bull 51.6 48.3 49.4 47.2 42.2 36.7 II Bear 19.8 23.1 21.3 25.8 31.1 35.6 OddLot ShRt 28.1 27.5 25.98 26.6 30 35.4 ****************************************************************************** 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.