****************************************************************************** September 21st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1067.14 1067.28 1057.46 1064.66 -3.64/0% 1%/4% S&P100 492.09 492.3 488.32 491.34 -1.36/0% 1%/3% VIX 25.34 25.51 23.71 24.06 0.14/1% 3%/-4% Nasdaq100 1717.37 1735.32 1714.1 1731.58 6.34/0% 2%/6% VXN 26.02 26.03 24.87 24.92 0.23/1% 1%/1% NYSE TICK -239 1194 -965 -316 ---- ---- PreCloseTICK11 TICKscore 3 CumAdj TICK -373 NYSE TRIN 0.79 0.79 0.79 0.79 ---- ---- Dow Indus 9818.7 9725.9 9778.9 -41.34/0% 1%/3% DJIA@10:30 9759.2 DJIA@3:00 9781.6 LstHour Ind 58.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 491.34 492.70 491.16 491.86 485.13 484.52 Upper Band 496.93 495.28 493.29 491.72 489.84 489.62 Lower Band 461.75 461.88 461.40 460.15 458.80 456.06 VIX 24.06 23.92 23.65 23.69 23.42 23.86 Upper Band 28.34 28.35 28.36 28.44 28.50 28.76 Lower Band 21.78 21.86 21.96 22.14 22.33 22.52 NDX 1731.58 1725.24 1721.09 1723.73 1699.53 1693.76 Upper Band 1749.92 1739.47 1729.54 1719.89 1707.89 1702.54 Lower Band 1574.66 1575.74 1574.56 1571.76 1570.04 1561.93 VXN 24.92 24.69 24.26 24.02 24.61 24.93 Upper Band 28.88 28.88 28.88 28.90 28.88 29.04 Lower Band 22.67 22.64 22.68 22.85 23.09 23.23 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6968.59 7016.92 7002.17 7038.14 6917.07 6879.99 Tot Issues 3158 3149 3167 3168 3154 3145 Advancers 1016 1758 1328 2554 2164 2033 % of Total 32.2% 55.8% 41.9% 80.6% 68.6% 64.6% Decliners 2013 1274 1731 525 883 982 % of Total 63.7% 40.5% 54.7% 16.6% 28.0% 31.2% Unchanged 129 117 108 89 107 130 New Highs 152 221 296 354 230 145 New Lows 0 2 3 2 2 1 Adv Volume 457700 1117340 569534 1332484 865754 823571 % of Total 38.2% 49.1% 37.6% 84.3% 57.8% 68.0% Decl Volume 718041 1134669 932445 240807 616240 375737 % of Total 59.9% 49.9% 61.5% 15.2% 41.2% 31.0% Total Vol 1198378 2275042 1515170 1581449 1496866 1211864 Unch Volume 22637 23033 13191 8158 14872 12556 ARMS Index 0.79 1.40 1.26 0.88 1.74 0.94 5 Day ARMS 6.07 6.22 6.28 5.69 6.1 5.94 McClellanOs 31 121 139 211 152 125 McClellanSm 5524 5492 5371 5232 5021 4869 Cumul TICK 7330 47183 26554 108643 83176 88988 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2138.04 2132.86 2126.75 2133.15 2102.64 2091.78 Tot Issues 2839 2844 2827 2841 2828 2816 Advancers 1228 1388 1321 1882 1550 1607 % of Total 43.3% 48.8% 46.7% 66.2% 54.8% 57.1% Decliners 1426 1291 1347 770 1069 1024 % of Total 50.2% 45.4% 47.6% 27.1% 37.8% 36.4% Unchanged 185 165 159 189 209 185 New Highs 90 94 135 131 111 57 New Lows 4 1 2 3 5 3 Adv Volume 1379400 1803085 904418 1982237 1550116 1442658 % of Total 57.3% 59.6% 34.6% 73.2% 65.3% 66.9% Decl Volume 999003 1156533 1694216 533019 785035 689718 % of Total 41.5% 38.3% 64.8% 19.7% 33.1% 32.0% Total Vol 2408865 3023014 2615788 2707088 2372999 2157607 Unch Volume 30462 63396 17154 191832 37848 25231 ARMS Index 0.62 0.69 1.84 0.66 0.73 0.75 5 Day ARMS 4.54 4.67 4.64 3.29 3.24 2.96 McClellanOs 50 78 94 118 80 72 McClellanSm 2496 2446 2368 2275 2156 2076 Cumul TICK 16195 23499 5966 24158 2540 2606 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug 7-Aug ------------------------------------------------------------------------------ AAII Bull 42 37 38 34 34 51 AAII Bear 40 44 38 49 40 33 Market Vane 50 49 47 49 47 47 II Bull 47.8 48.3 50.6 51.6 48.3 49.4 II Bear 24.4 23.6 24.1 19.8 23.1 21.3 OddLot ShRt 29 29.3 30.3 28.1 27.5 25.98 ****************************************************************************** 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 13785420 2.5 42 40 50 47.8 24.4 29