****************************************************************************** September 4th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1003.84 1016.48 1001.65 1016.4 13.16/1% 0%/1% S&P100 466.48 472.24 465.94 472.17 6.05/1% -1%/1% VIX 26.98 26.98 24.86 25.26 -1.84/-7% -3%/2% Nasdaq100 1609.63 1639.9 1606.47 1638.07 32.09/2% 1%/1% VXN 27.89 27.91 25.66 25.85 -2.25/-8% -5%/3% NYSE TICK 8 1524 -967 1039 ---- ---- PreCloseTICK465 TICKscore 25 CumAdj TICK 778 NYSE TRIN 0.60 0.60 0.60 0.60 ---- ---- Dow Indus 9445.7 9321.6 9441.3 96.66/1% -1%/1% DJIA@10:30 9366.8 DJIA@3:00 9434.9 LstHour Ind -15.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 472.17 466.12 462.83 464.48 474.73 477.75 Upper Band 483.14 482.87 482.89 482.84 482.85 482.21 Lower Band 455.03 454.89 454.60 454.99 455.26 455.05 VIX 25.26 27.10 28.90 29.15 26.01 24.76 Upper Band 28.64 28.64 28.51 27.89 26.96 26.91 Lower Band 23.03 22.98 22.97 23.19 23.69 23.69 NDX 1638.07 1605.98 1594.28 1595.84 1625.19 1643.24 Upper Band 1660.24 1658.13 1658.17 1658.10 1659.00 1659.28 Lower Band 1571.78 1572.03 1571.42 1573.51 1575.88 1575.89 VXN 25.85 28.10 29.38 29.31 27.17 24.93 Upper Band 29.00 29.00 28.76 28.07 27.17 26.98 Lower Band 23.32 23.24 23.30 23.60 24.09 24.19 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6637.13 6546.60 6474.79 6487.81 6643.24 6709.04 Tot Issues 3138 3155 3142 3171 3141 3158 Advancers 2448 2347 1184 515 800 1528 % of Total 78.0% 74.4% 37.7% 16.2% 25.5% 48.4% Decliners 586 679 1836 2537 2227 1501 % of Total 18.7% 21.5% 58.4% 80.0% 70.9% 47.5% Unchanged 104 129 122 119 114 129 New Highs 102 75 38 63 59 72 New Lows 2 0 2 1 0 0 Adv Volume 875422 975803 563456 89741 273143 701429 % of Total 85.9% 84.0% 40.9% 5.5% 19.8% 59.1% Decl Volume 126338 172658 798364 1533971 1094260 469793 % of Total 12.4% 14.9% 58.0% 93.8% 79.4% 39.6% Total Vol 1019653 1161591 1377175 1634687 1377655 1186134 Unch Volume 17893 13130 15355 10975 10252 14912 ARMS Index 0.60 0.61 0.91 3.47 1.44 0.68 5 Day ARMS 7.03 7.11 7.03 7.22 4.8 4.21 McClellanOs -36 -131 -230 -208 -102 -12 McClellanSm 4408 4444 4575 4805 5013 5115 Cumul TICK 100694 53946 -3524 -74766 -1915 17114 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2018.78 1983.2 1967.07 1968.89 2009.06 2028.77 Tot Issues 2805 2796 2807 2829 2840 2822 Advancers 1960 1765 1254 551 732 924 % of Total 69.9% 63.1% 44.7% 19.5% 25.8% 32.7% Decliners 645 823 1365 2124 1927 1708 % of Total 23.0% 29.4% 48.6% 75.1% 67.9% 60.5% Unchanged 200 208 188 154 181 190 New Highs 31 15 13 38 30 70 New Lows 5 5 9 9 10 8 Adv Volume 1444803 1309128 807824 372900 847105 1552589 % of Total 83.9% 70.6% 40.9% 13.4% 37.5% 66.3% Decl Volume 234364 501709 1112426 2395855 1385908 717584 % of Total 13.6% 27.1% 56.3% 86.2% 61.4% 30.7% Total Vol 1722150 1853458 1974334 2778573 2256216 2340188 Unch Volume 42983 42621 54084 9818 23203 70015 ARMS Index 0.49 0.82 1.27 1.67 0.62 0.25 5 Day ARMS 4.87 4.63 4.38 4.1 3.44 3.9 McClellanOs -11 -85 -149 -162 -91 -29 McClellanSm 1765 1776 1861 2010 2172 2263 Cumul TICK 10802 -14365 6816 -5990 -16835 16249 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 4-Sep 28-Aug 14-Aug 7-Aug 31-Jul 24-Jul ------------------------------------------------------------------------------ AAII Bull 38 34 34 51 50 48 AAII Bear 38 49 40 33 35 31 Market Vane 47 49 47 47 48 46 II Bull 50.6 51.6 48.3 49.4 47.2 42.2 II Bear 24.1 19.8 23.1 21.3 25.8 31.1 OddLot ShRt 30.3 28.1 27.5 25.98 26.6 30 ****************************************************************************** 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.