****************************************************************************** September 30th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1061.02 1063.4 1046.47 1057.08 -3.53/0% 1%/6% S&P100 490.45 491.63 484.06 488.35 -1.9/0% 0%/5% VIX 25.19 26.45 24.76 25.61 0.42/2% 3%/-12% Nasdaq100 1723.91 1731.44 1691.76 1718.99 1.32/0% 1%/8% VXN 26.11 27.36 25.47 26.5 0.39/1% 2%/-10% NYSE TICK 1 1358 -1346 468 ---- ---- PreCloseTICK-373 TICKscore -3 CumAdj TICK -362 NYSE TRIN 1.05 1.05 1.05 1.05 ---- ---- Dow Indus 9776.8 9608.6 9712.3 -29.92/0% 0%/4% DJIA@10:30 9630.8 DJIA@3:00 9720.4 LstHour Ind 103.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 488.35 490.25 491.69 484.11 486.99 490.36 Upper Band 502.09 502.82 502.07 500.96 500.70 500.11 Lower Band 466.37 463.25 462.45 462.17 461.95 461.63 VIX 25.61 25.19 24.88 25.61 24.95 23.49 Upper Band 27.54 28.33 28.41 28.40 28.34 28.34 Lower Band 21.89 21.46 21.46 21.45 21.42 21.42 NDX 1718.99 1717.67 1724.59 1694.15 1709.76 1724.27 Upper Band 1774.69 1778.12 1776.16 1771.35 1769.75 1766.09 Lower Band 1610.55 1594.80 1587.52 1584.20 1580.48 1576.86 VXN 26.50 26.11 26.21 25.77 25.90 24.47 Upper Band 28.29 28.88 29.00 28.95 28.93 28.91 Lower Band 22.92 22.61 22.60 22.52 22.47 22.45 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6910.88 6926.82 6939.76 6823.51 6862.31 6964.69 Tot Issues 3155 3163 3151 3147 3123 3160 Advancers 1296 1454 2448 1370 714 1074 % of Total 41.1% 46.0% 77.7% 43.5% 22.9% 34.0% Decliners 1757 1573 608 1648 2306 1973 % of Total 55.7% 49.7% 19.3% 52.4% 73.8% 62.4% Unchanged 102 136 95 129 103 113 New Highs 191 184 190 180 175 306 New Lows 1 2 4 5 5 2 Adv Volume 724554 593361 848468 378850 185564 246799 % of Total 40.8% 50.2% 86.6% 31.5% 13.6% 18.7% Decl Volume 1035429 573488 125254 795749 1171495 1050416 % of Total 58.3% 48.5% 12.8% 66.1% 85.6% 79.6% Total Vol 1774770 1182515 979363 1202954 1367804 1320101 Unch Volume 14787 15666 5641 28355 10745 22886 ARMS Index 1.05 0.89 0.59 1.75 1.95 2.32 5 Day ARMS 6.23 7.5 7.4 7.6 7.25 6.56 McClellanOs -98 -63 -42 -131 -111 -10 McClellanSm 5137 5235 5298 5340 5471 5582 Cumul TICK 13149 -4669 71803 20530 -45065 50622 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2122.42 2124.04 2130.74 2090.92 2107.61 2131.42 Tot Issues 2833 2839 2803 2794 2791 2822 Advancers 992 1092 1981 1126 645 1010 % of Total 35.0% 38.5% 70.7% 40.3% 23.1% 35.8% Decliners 1687 1541 637 1497 2018 1649 % of Total 59.5% 54.3% 22.7% 53.6% 72.3% 58.4% Unchanged 154 206 185 171 128 163 New Highs 75 91 88 30 47 128 New Lows 12 6 6 9 7 3 Adv Volume 1416435 823310 1455686 822297 368778 909460 % of Total 53.6% 39.9% 77.0% 34.8% 14.2% 33.9% Decl Volume 1196452 1220850 407790 1520312 2147483 1752325 % of Total 45.3% 59.2% 21.6% 64.3% 82.8% 65.3% Total Vol 2640667 2062979 1890038 2363934 2593849 2683251 Unch Volume 27780 18819 26562 21325 77588 21466 ARMS Index 0.5 1.05 0.87 1.39 1.86 1.18 5 Day ARMS 5.67 6.35 6.42 6.17 5.47 5.45 McClellanOs -77 -41 -14 -86 -71 7 McClellanSm 2269 2345 2386 2400 2486 2557 Cumul TICK 27950 19040 47931 -17049 -45212 -6936 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug ------------------------------------------------------------------------------ AAII Bull 39 42 37 38 34 34 AAII Bear 45 40 44 38 49 40 Market Vane 51 50 49 47 49 47 II Bull 46.7 47.8 48.3 50.6 51.6 48.3 II Bear 24.4 24.4 23.6 24.1 19.8 23.1 OddLot ShRt 35.1 29 29.3 30.3 28.1 27.5 ****************************************************************************** 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.