****************************************************************************** September 3rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 996.12 1003.43 992.25 1003.24 8.49/1% -2%/1% S&P100 463.55 466.24 461.95 466.12 3.29/1% -2%/1% VIX 28.9 28.9 26.98 27.1 -1.8/-6% 9%/6% Nasdaq100 1601.16 1607.15 1585.56 1605.98 11.7/1% -2%/0% VXN 29.38 29.79 28.08 28.1 -1.28/-4% 13%/7% NYSE TICK 215 1175 -1078 644 ---- ---- PreCloseTICK852 TICKscore 9 CumAdj TICK 324 NYSE TRIN 0.61 0.61 0.61 0.61 ---- ---- Dow Indus 9350.3 9252.9 9344.6 63.94/1% -2%/1% DJIA@10:30 9277.0 DJIA@3:00 9286.3 LstHour Ind 62.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 466.12 462.83 464.48 474.73 477.75 479.28 Upper Band 482.87 482.89 482.84 482.85 482.21 481.12 Lower Band 454.89 454.60 454.99 455.26 455.05 454.40 VIX 27.10 28.90 29.15 26.01 24.76 24.68 Upper Band 28.64 28.51 27.89 26.96 26.91 26.97 Lower Band 22.98 22.97 23.19 23.69 23.69 23.75 NDX 1605.98 1594.28 1595.84 1625.19 1643.24 1640.97 Upper Band 1658.13 1658.17 1658.10 1659.00 1659.28 1655.91 Lower Band 1572.03 1571.42 1573.51 1575.88 1575.89 1575.27 VXN 28.10 29.38 29.31 27.17 24.93 25.01 Upper Band 29.00 28.76 28.07 27.17 26.98 27.03 Lower Band 23.24 23.30 23.60 24.09 24.19 24.26 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6546.60 6474.79 6487.81 6643.24 6709.04 6722.31 Tot Issues 3155 3142 3171 3141 3158 3150 Advancers 2347 1184 515 800 1528 1631 % of Total 74.4% 37.7% 16.2% 25.5% 48.4% 51.8% Decliners 679 1836 2537 2227 1501 1384 % of Total 21.5% 58.4% 80.0% 70.9% 47.5% 43.9% Unchanged 129 122 119 114 129 135 New Highs 75 38 63 59 72 69 New Lows 0 2 1 0 0 0 Adv Volume 975803 563456 89741 273143 701429 788031 % of Total 84.0% 40.9% 5.5% 19.8% 59.1% 67.9% Decl Volume 172658 798364 1533971 1094260 469793 353806 % of Total 14.9% 58.0% 93.8% 79.4% 39.6% 30.5% Total Vol 1161591 1377175 1634687 1377655 1186134 1161306 Unch Volume 13130 15355 10975 10252 14912 19469 ARMS Index 0.61 0.91 3.47 1.44 0.68 0.53 5 Day ARMS 7.11 7.03 7.22 4.8 4.21 3.82 McClellanOs -131 -230 -208 -102 -12 9 McClellanSm 4444 4575 4805 5013 5115 5127 Cumul TICK 53946 -3524 -74766 -1915 17114 30062 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1983.2 1967.07 1968.89 2009.06 2028.77 2027.73 Tot Issues 2796 2807 2829 2840 2822 2817 Advancers 1765 1254 551 732 924 1258 % of Total 63.1% 44.7% 19.5% 25.8% 32.7% 44.7% Decliners 823 1365 2124 1927 1708 1337 % of Total 29.4% 48.6% 75.1% 67.9% 60.5% 47.5% Unchanged 208 188 154 181 190 222 New Highs 15 13 38 30 70 42 New Lows 5 9 9 10 8 6 Adv Volume 1309128 807824 372900 847105 1552589 1287550 % of Total 70.6% 40.9% 13.4% 37.5% 66.3% 60.2% Decl Volume 501709 1112426 2395855 1385908 717584 786457 % of Total 27.1% 56.3% 86.2% 61.4% 30.7% 36.7% Total Vol 1853458 1974334 2778573 2256216 2340188 2140541 Unch Volume 42621 54084 9818 23203 70015 66534 ARMS Index 0.82 1.27 1.67 0.62 0.25 0.57 5 Day ARMS 4.63 4.38 4.1 3.44 3.9 4.27 McClellanOs -85 -149 -162 -91 -29 20 McClellanSm 1776 1861 2010 2172 2263 2292 Cumul TICK -14365 6816 -5990 -16835 16249 14968 ****************************************************************************** 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.