****************************************************************************** September 7th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1102.6 1102.6 1091.15 1091.84 -12.67/-1% 4%/-3% S&P100 498.19 498.19 493.39 493.68 -5.28/-1% 4%/-4% VIX 22.77 23.94 22.77 23.8 2.49/12% -9%/7% Nasdaq100 1862.88 1870.06 1854.43 1856.5 -13.81/-1% 5%/-3% VXN 23.42 24.26 23.22 23.99 2.04/9% -13%/4% NYSE TICK -580 1051 -1329 -377 ---- ---- PreCloseTICK118 TICKscore -12 CumAdj TICK -307 NYSE TRIN 1.97 1.97 1.97 1.97 ---- ---- Dow Indus 10446.8 10332.4 10340.7 -107.24/-1%3%/-3% DJIA@10:30 10362.2 DJIA@3:00 10341.6 LstHour Ind 84.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 493.68 498.96 492.50 489.04 475.73 475.35 Upper Band 506.55 510.18 512.20 515.10 518.02 519.74 Lower Band 470.16 468.34 467.37 466.34 465.73 467.41 VIX 23.80 21.31 23.19 23.89 26.05 27.21 Upper Band 28.54 28.68 28.61 28.71 28.82 28.75 Lower Band 21.84 21.53 21.65 21.43 21.16 20.89 NDX 1856.50 1870.31 1840.58 9999.00 1767.43 1772.07 Upper Band 5888.05 5889.81 5890.79 5892.66 1933.59 1937.98 Lower Band -1427.75 -1423.64 -1421.36 -1416.80 1733.29 1741.34 VXN 23.99 21.95 23.93 24.93 27.45 27.89 Upper Band 29.95 30.06 29.91 29.97 30.09 30.01 Lower Band 22.64 22.43 22.67 22.53 22.25 21.94 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6959.94 7055.03 6966.25 6910.98 6704.15 6695.28 Tot Issues 3142 3137 3130 3166 3153 3129 Advancers 794 2370 2149 2668 1688 688 % of Total 25.3% 75.5% 68.7% 84.3% 53.5% 22.0% Decliners 2244 666 878 431 1349 2358 % of Total 71.4% 21.2% 28.1% 13.6% 42.8% 75.4% Unchanged 104 101 103 67 116 83 New Highs 166 244 168 234 140 121 New Lows 16 4 13 10 97 37 Adv Volume 125428 846155 796265 1143844 834811 57552 % of Total 15.1% 89.4% 82.9% 96.0% 59.5% 7.0% Decl Volume 697557 83474 159490 46363 550900 753464 % of Total 84.0% 8.8% 16.6% 3.9% 39.3% 92.1% Total Vol 830332 946134 960590 1191625 1402682 818295 Unch Volume 7347 16505 4835 1418 16971 7279 ARMS Index 1.97 0.35 0.49 0.25 0.83 3.82 5 Day ARMS 3.89 5.74 5.92 7.26 8.18 9.45 McClellanOs 46 146 77 21 -101 -132 McClellanSm 2201 2154 2008 1932 1911 2012 Cumul TICK -23226 38310 45344 68478 12471 -67006 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2208.89 2233.75 2200.01 2176.84 2114.03 2119.97 Tot Issues 2756 2751 2729 2752 2752 2746 Advancers 599 2038 1656 2200 1275 540 % of Total 21.7% 74.1% 60.7% 79.9% 46.3% 19.7% Decliners 2062 597 947 477 1330 2098 % of Total 74.8% 21.7% 34.7% 17.3% 48.3% 76.4% Unchanged 95 116 126 75 147 108 New Highs 41 88 58 47 21 23 New Lows 31 21 34 47 143 78 Adv Volume 468801 1468939 1454442 2038898 696814 256822 % of Total 27.8% 89.1% 86.5% 95.5% 33.4% 16.2% Decl Volume 1149672 159360 213291 86125 1361620 1322628 % of Total 68.2% 9.7% 12.7% 4.0% 65.3% 83.4% Total Vol 1685240 1647796 1680599 2133971 2084117 1585202 Unch Volume 66767 19497 12866 8948 25683 5752 ARMS Index 0.71 0.37 0.26 0.19 1.87 1.33 5 Day ARMS 3.4 4.02 4.06 6.49 6.83 6.74 McClellanOs 61 148 80 43 -60 -76 McClellanSm -314 -375 -524 -604 -647 -588 Cumul TICK -178406 87220 38914 103263 -49685 -63656 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 3-Sep 27-Aug 20-Aug 13-Aug 6-Aug 30-Jul ------------------------------------------------------------------------------ AAII Bull 31 21 30 40 30 40 AAII Bear 42 50 43 30 38 33 Market Vane 43 42 46 50 48 50 II Bull 29.4 33.3 36.7 41.7 38.9 38.2 II Bear 37.7 31.2 31.1 27.5 33.3 34.9 OddLot ShRt 39.8 32.5 378 35.6 38.3 31.9 ****************************************************************************** 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.