****************************************************************************** September 2nd, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1080.66 1090.1 1080.39 1090.1 9.81/1% 2%/-3% S&P100 489.22 492.51 488.82 492.50 3.46/1% 2%/-4% VIX 24.23 24.31 23.15 23.19 -0.7/-3% -5%/5% NYSE TICK -78 1221 -988 1221 ---- ---- PreCloseTICK-31 TICKscore 10 CumAdj TICK 372 NYSE TRIN 0.49 0.49 0.49 0.49 ---- ---- Dow Indus 10320.4 10254.0 10320.1 50.63/0% 2%/-3% DJIA@10:30 10286.1 DJIA@3:00 10290.9 LstHour Ind 12.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 492.50 489.04 475.73 475.35 481.95 474.77 Upper Band 512.20 515.10 518.02 519.74 521.26 521.49 Lower Band 467.37 466.34 465.73 467.41 469.52 471.16 VIX 23.19 23.89 26.05 27.21 24.45 27.37 Upper Band 28.61 28.71 28.82 28.75 28.51 28.49 Lower Band 21.65 21.43 21.16 20.89 20.60 20.53 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6966.25 6910.98 6704.15 6695.28 6794.91 6665.26 Tot Issues 3130 3166 3153 3129 3101 3143 Advancers 2149 2668 1688 688 2608 1066 % of Total 68.7% 84.3% 53.5% 22.0% 84.1% 33.9% Decliners 878 431 1349 2358 392 1960 % of Total 28.1% 13.6% 42.8% 75.4% 12.6% 62.4% Unchanged 103 67 116 83 101 117 New Highs 168 234 140 121 141 113 New Lows 13 10 97 37 74 38 Adv Volume 796265 1143844 834811 57552 1004555 235772 % of Total 82.9% 96.0% 59.5% 7.0% 92.2% 22.6% Decl Volume 159490 46363 550900 753464 79472 793452 % of Total 16.6% 3.9% 39.3% 92.1% 7.3% 75.9% Total Vol 960590 1191625 1402682 818295 1089707 1045313 Unch Volume 4835 1418 16971 7279 5680 16089 ARMS Index 0.49 0.25 0.83 3.82 0.53 1.83 5 Day ARMS 5.92 7.26 8.18 9.45 6.87 8.11 McClellanOs 77 21 -101 -132 -50 -181 McClellanSm 2008 1932 1911 2012 2144 2194 Cumul TICK 45344 68478 12471 -67006 56344 -20964 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2200.01 2176.84 2114.03 2119.97 2153.63 2118.69 Tot Issues 2729 2752 2752 2746 2742 2754 Advancers 1656 2200 1275 540 2165 870 % of Total 60.7% 79.9% 46.3% 19.7% 79.0% 31.6% Decliners 947 477 1330 2098 470 1772 % of Total 34.7% 17.3% 48.3% 76.4% 17.1% 64.3% Unchanged 126 75 147 108 107 112 New Highs 58 47 21 23 22 15 New Lows 34 47 143 78 86 93 Adv Volume 1454442 2038898 696814 256822 1971706 272118 % of Total 86.5% 95.5% 33.4% 16.2% 91.1% 15.1% Decl Volume 213291 86125 1361620 1322628 174363 1492445 % of Total 12.7% 4.0% 65.3% 83.4% 8.1% 82.7% Total Vol 1680599 2133971 2084117 1585202 2164640 1804516 Unch Volume 12866 8948 25683 5752 18571 39953 ARMS Index 0.26 0.19 1.87 1.33 0.41 2.69 5 Day ARMS 4.06 6.49 6.83 6.74 6.38 6.76 McClellanOs 80 43 -60 -76 -7 -116 McClellanSm -524 -604 -647 -588 -512 -505 Cumul TICK 38914 103263 -49685 -63656 112121 30032 ****************************************************************************** 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.