****************************************************************************** September 9th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1025.36 1036.34 1023.97 1033.37 7.98/1% 4%/4% S&P100 476.08 480.5 475.63 478.95 2.77/1% 3%/4% VIX 25.66 25.93 24.23 24.32 -1.3/-5% -16%/-6% Nasdaq100 1655.92 1676.25 1648.92 1669.23 14.42/1% 5%/5% VXN 26.54 26.8 25.44 25.77 -0.66/-2% -12%/-1% NYSE TICK 13 1275 -1065 1182 ---- ---- PreCloseTICK601 TICKscore 25 CumAdj TICK 558 NYSE TRIN 1.29 1.29 1.29 1.29 ---- ---- Dow Indus 9577.2 9476.2 9547.2 49.88/1% 3%/3% DJIA@10:30 9521.6 DJIA@3:00 9508.3 LstHour Ind 14.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 478.95 476.18 472.17 466.12 462.83 464.48 Upper Band 484.83 483.91 483.14 482.87 482.89 482.84 Lower Band 456.00 455.16 455.03 454.89 454.60 454.99 VIX 24.32 25.62 25.26 27.10 28.90 29.15 Upper Band 28.64 28.64 28.64 28.64 28.51 27.89 Lower Band 22.92 23.09 23.03 22.98 22.97 23.19 NDX 1669.23 1654.81 1638.07 1605.98 1594.28 1595.84 Upper Band 1673.13 1665.62 1660.24 1658.13 1658.17 1658.10 Lower Band 1570.78 1570.83 1571.78 1572.03 1571.42 1573.51 VXN 25.77 26.43 25.85 28.10 29.38 29.31 Upper Band 29.02 29.03 29.00 29.00 28.76 28.07 Lower Band 23.34 23.37 23.32 23.24 23.30 23.60 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6772.40 6726.07 6637.13 6546.6 6474.79 6487.81 Tot Issues 3154 3101 3138 3155 3142 3171 Advancers 2178 2280 2448 2347 1184 515 % of Total 69.1% 73.5% 78.0% 74.4% 37.7% 16.2% Decliners 840 746 586 679 1836 2537 % of Total 26.6% 24.1% 18.7% 21.5% 58.4% 80.0% Unchanged 136 75 104 129 122 119 New Highs 173 175 102 75 38 63 New Lows 1 1 2 0 2 1 Adv Volume 822700 860893 875422 975803 563456 89741 % of Total 66.2% 65.3% 85.9% 84.0% 40.9% 5.5% Decl Volume 409058 446235 126338 172658 798364 1533971 % of Total 32.9% 33.9% 12.4% 14.9% 58.0% 93.8% Total Vol 1242431 1317680 1019653 1161591 1377175 1634687 Unch Volume 10673 10552 17893 13130 15355 10975 ARMS Index 1.29 1.58 0.6 0.61 0.91 3.47 5 Day ARMS 4.99 7.17 7.03 7.11 7.03 7.22 McClellanOs 74 29 -36 -131 -230 -208 McClellanSm 4511 4437 4408 4444 4575 4805 Cumul TICK 84368 68738 100694 53946 -3524 -74766 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2060.39 2037.77 2018.78 1983.2 1967.07 1968.89 Tot Issues 2812 2758 2805 2796 2807 2829 Advancers 1879 1606 1960 1765 1254 551 % of Total 66.8% 58.2% 69.9% 63.1% 44.7% 19.5% Decliners 745 1017 645 823 1365 2124 % of Total 26.5% 36.9% 23.0% 29.4% 48.6% 75.1% Unchanged 188 135 200 208 188 154 New Highs 89 74 31 15 13 38 New Lows 4 4 5 5 9 9 Adv Volume 1967074 1574177 1444803 1309128 807824 372900 % of Total 78.9% 77.4% 83.9% 70.6% 40.9% 13.4% Decl Volume 477752 443825 234364 501709 1112426 2395855 % of Total 19.2% 21.8% 13.6% 27.1% 56.3% 86.2% Total Vol 2493936 2032939 1722150 1853458 1974334 2778573 Unch Volume 49110 14937 42983 42621 54084 9818 ARMS Index 0.61 0.45 0.49 0.82 1.27 1.67 5 Day ARMS 3.64 4.7 4.87 4.63 4.38 4.1 McClellanOs 67 17 -11 -85 -149 -162 McClellanSm 1849 1782 1765 1776 1861 2010 Cumul TICK 24425 -8234 10802 -14365 6816 -5990 ****************************************************************************** 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.