****************************************************************************** September 24th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1062.56 1066.29 1045.85 1050.78 -10.09/-1% -2%/2% S&P100 491.14 492.96 484.66 486.99 -3.37/-1% -1%/2% VIX 23.67 25.37 23.44 24.95 1.46/6% 4%/0% Nasdaq100 1732.95 1734.92 1698.69 1709.76 -14.51/-1% -1%/4% VXN 24.38 26.06 24.35 25.9 1.43/6% 5%/1% NYSE TICK 77 1049 -1230 -339 ---- ---- PreCloseTICK-22 TICKscore -17 CumAdj TICK -888 NYSE TRIN 1.95 1.95 1.95 1.95 ---- ---- Dow Indus 9805.4 9666.0 9707.4 -41.11/0% -1%/2% DJIA@10:30 9718.0 DJIA@3:00 9709.9 LstHour Ind 28.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 486.99 490.36 494.35 491.34 492.70 491.16 Upper Band 500.70 500.11 498.99 496.93 495.28 493.29 Lower Band 461.95 461.63 461.47 461.75 461.88 461.40 VIX 24.95 23.49 23.08 24.06 23.92 23.65 Upper Band 28.34 28.34 28.35 28.34 28.35 28.36 Lower Band 21.42 21.42 21.56 21.78 21.86 21.96 NDX 1709.76 1724.27 1734.09 1731.58 1725.24 1721.09 Upper Band 1769.75 1766.09 1759.46 1749.92 1739.47 1729.54 Lower Band 1580.48 1576.86 1575.06 1574.66 1575.74 1574.56 VXN 25.90 24.47 24.08 24.92 24.69 24.26 Upper Band 28.93 28.91 28.90 28.88 28.88 28.88 Lower Band 22.47 22.45 22.53 22.67 22.64 22.68 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6862.31 6964.69 7047.13 6968.59 7016.92 7002.17 Tot Issues 3123 3160 3156 3158 3149 3167 Advancers 714 1074 2161 1016 1758 1328 % of Total 22.9% 34.0% 68.5% 32.2% 55.8% 41.9% Decliners 2306 1973 886 2013 1274 1731 % of Total 73.8% 62.4% 28.1% 63.7% 40.5% 54.7% Unchanged 103 113 109 129 117 108 New Highs 175 306 246 152 221 296 New Lows 5 2 1 0 2 3 Adv Volume 185564 246799 937674 457700 1117340 569534 % of Total 13.6% 18.7% 74.0% 38.2% 49.1% 37.6% Decl Volume 1171495 1050416 304054 718041 1134669 932445 % of Total 85.6% 79.6% 24.0% 59.9% 49.9% 61.5% Total Vol 1367804 1320101 1266585 1198378 2275042 1515170 Unch Volume 10745 22886 24857 22637 23033 13191 ARMS Index 1.95 2.32 0.79 0.79 1.4 1.26 5 Day ARMS 7.25 6.56 5.12 6.07 6.22 6.28 McClellanOs -111 -10 68 31 121 139 McClellanSm 5471 5582 5592 5524 5492 5371 Cumul TICK -45065 50622 75737 7330 47183 26554 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2107.61 2131.42 2146.3 2138.04 2132.86 2126.75 Tot Issues 2791 2822 2826 2839 2844 2827 Advancers 645 1010 1524 1228 1388 1321 % of Total 23.1% 35.8% 53.9% 43.3% 48.8% 46.7% Decliners 2018 1649 1136 1426 1291 1347 % of Total 72.3% 58.4% 40.2% 50.2% 45.4% 47.6% Unchanged 128 163 166 185 165 159 New Highs 47 128 129 90 94 135 New Lows 7 3 4 4 1 2 Adv Volume 368778 909460 1350787 1379400 1803085 904418 % of Total 14.2% 33.9% 54.2% 57.3% 59.6% 34.6% Decl Volume 2147483 1752325 1127783 999003 1156533 1694216 % of Total 82.8% 65.3% 45.3% 41.5% 38.3% 64.8% Total Vol 2593849 2683251 2490488 2408865 3023014 2615788 Unch Volume 77588 21466 11918 30462 63396 17154 ARMS Index 1.86 1.18 1.12 0.62 0.69 1.84 5 Day ARMS 5.47 5.45 4.93 4.54 4.67 4.64 McClellanOs -71 7 54 50 78 94 McClellanSm 2486 2557 2550 2496 2446 2368 Cumul TICK -45212 -6936 7997 16195 23499 5966 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug 7-Aug ------------------------------------------------------------------------------ AAII Bull 42 37 38 34 34 51 AAII Bear 40 44 38 49 40 33 Market Vane 50 49 47 49 47 47 II Bull 47.8 48.3 50.6 51.6 48.3 49.4 II Bear 24.4 23.6 24.1 19.8 23.1 21.3 OddLot ShRt 29 29.3 30.3 28.1 27.5 25.98 ****************************************************************************** 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 42 40 50 47.8 24.4 29