****************************************************************************** September 11th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1043.92 1048.18 1038.4 1042.73 -1.41/0% 3%/3% S&P100 483.13 484.55 480.56 482.3 -0.97/0% 2%/3% VIX 23.49 24.33 22.48 24.15 0.6/3% -4%/-2% Nasdaq100 1684.84 1689.68 1674.14 1685.46 -0.7/0% 3%/3% VXN 25.01 25.7 24.73 25.29 0.46/2% -2%/1% NYSE TICK 32 1034 -1058 444 ---- ---- PreCloseTICK-9 TICKscore 6 CumAdj TICK 58 NYSE TRIN 1.46 1.46 1.46 1.46 ---- ---- Dow Indus 9649.9 9571.6 9605.4 -22.07/0% 2%/2% DJIA@10:30 9619.2 DJIA@3:00 9595.8 LstHour Ind 17.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 482.30 483.27 478.95 476.18 472.17 466.12 Upper Band 488.01 486.62 484.83 483.91 483.14 482.87 Lower Band 455.85 455.92 456.00 455.16 455.03 454.89 VIX 24.15 23.55 24.32 25.62 25.26 27.10 Upper Band 28.74 28.72 28.64 28.64 28.64 28.64 Lower Band 22.58 22.66 22.92 23.09 23.03 22.98 NDX 1685.46 1686.16 1669.23 1654.81 1638.07 1605.98 Upper Band 1692.66 1683.93 1673.13 1665.62 1660.24 1658.13 Lower Band 1563.59 1566.64 1570.78 1570.83 1571.78 1572.03 VXN 25.29 24.83 25.77 26.43 25.85 28.10 Upper Band 29.03 29.03 29.02 29.03 29.00 29.00 Lower Band 23.27 23.24 23.34 23.37 23.32 23.24 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6843.82 6850.81 6772.40 6726.07 6637.13 6546.6 Tot Issues 3153 3158 3154 3101 3138 3155 Advancers 1685 2328 2178 2280 2448 2347 % of Total 53.4% 73.7% 69.1% 73.5% 78.0% 74.4% Decliners 1352 717 840 746 586 679 % of Total 42.9% 22.7% 26.6% 24.1% 18.7% 21.5% Unchanged 116 113 136 75 104 129 New Highs 174 179 173 175 102 75 New Lows 2 1 1 1 2 0 Adv Volume 586856 1226840 822700 860893 875422 975803 % of Total 45.3% 82.1% 66.2% 65.3% 85.9% 84.0% Decl Volume 688125 252100 409058 446235 126338 172658 % of Total 53.2% 16.9% 32.9% 33.9% 12.4% 14.9% Total Vol 1294263 1494445 1242431 1317680 1019653 1161591 Unch Volume 19282 15505 10673 10552 17893 13130 ARMS Index 1.46 0.67 1.29 1.58 0.6 0.61 5 Day ARMS 5.6 4.75 4.99 7.17 7.03 7.11 McClellanOs 107 127 74 29 -36 -131 McClellanSm 4744 4638 4511 4437 4408 4444 Cumul TICK 38050 84741 84368 68738 100694 53946 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2080.9 2084.02 2060.39 2037.77 2018.78 1983.2 Tot Issues 2816 2806 2812 2758 2805 2796 Advancers 1077 1770 1879 1606 1960 1765 % of Total 38.2% 63.1% 66.8% 58.2% 69.9% 63.1% Decliners 1557 846 745 1017 645 823 % of Total 55.3% 30.1% 26.5% 36.9% 23.0% 29.4% Unchanged 182 190 188 135 200 208 New Highs 94 107 89 74 31 15 New Lows 1 3 4 4 5 5 Adv Volume 1166860 1940376 1967074 1574177 1444803 1309128 % of Total 50.3% 79.2% 78.9% 77.4% 83.9% 70.6% Decl Volume 1119036 455600 477752 443825 234364 501709 % of Total 48.3% 18.6% 19.2% 21.8% 13.6% 27.1% Total Vol 2318052 2451339 2493936 2032939 1722150 1853458 Unch Volume 32156 55363 49110 14937 42983 42621 ARMS Index 0.66 0.49 0.61 0.45 0.49 0.82 5 Day ARMS 2.7 2.86 3.64 4.7 4.87 4.63 McClellanOs 56 99 67 17 -11 -85 McClellanSm 2004 1948 1849 1782 1765 1776 Cumul TICK -12713 -64 24425 -8234 10802 -14365 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 11-Sep 4-Sep 28-Aug 14-Aug 7-Aug 31-Jul ------------------------------------------------------------------------------ AAII Bull 37 38 34 34 51 50 AAII Bear 44 38 49 40 33 35 Market Vane 49 47 49 47 47 48 II Bull 48.3 50.6 51.6 48.3 49.4 47.2 II Bear 23.6 24.1 19.8 23.1 21.3 25.8 OddLot ShRt 29.3 30.3 28.1 27.5 25.98 26.6 ****************************************************************************** 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 37 44 49 48.3 23.6 29.3