****************************************************************************** January 15th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1147.72 1147.77 1131.39 1136.03 -12.43/-1% -1%/2% S&P100 529.39 529.4 522.06 524.11 -5.49/-1% -1%/2% VIX 17.63 19.02 17.63 17.91 0.28/2% -1%/-17% Nasdaq100 1887.31 1893.48 1857.11 1864.52 -22/-1% -1%/4% VXN 18.2 19.22 18.2 18.73 0.53/3% -1%/-17% NYSE TICK -34 931 -1118 327 ---- ---- PreCloseTICK-438 TICKscore -5 CumAdj TICK -566 NYSE TRIN 2.07 2.07 2.07 2.07 ---- ---- Dow Indus 10709.9 10561.1 10609.7 -100.9/-1% -1%/2% DJIA@10:30 10621.9 DJIA@3:00 10582.5 LstHour Ind 115.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 524.11 529.60 527.93 524.28 n.a 527.76 Upper Band 532.98 532.60 531.01 529.60 528.80 528.80 Lower Band 506.18 505.37 505.53 505.51 505.08 505.08 VIX 17.91 17.63 17.85 18.25 n.a 18.13 Upper Band 22.31 22.48 22.50 22.57 22.77 22.77 Lower Band 16.98 17.17 17.50 17.80 18.01 18.01 NDX 1864.52 1886.52 1886.13 1861.79 n.a 1892.59 Upper Band 1923.23 1926.33 1926.26 1923.89 1925.07 1921.62 Lower Band 1804.07 1794.60 1785.84 1780.50 1772.35 1767.12 VXN 18.73 18.20 18.40 19.29 n.a 18.92 Upper Band 22.72 22.99 23.05 23.13 23.43 23.43 Lower Band 17.75 17.86 18.18 18.49 18.58 18.58 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7356.79 7448.52 7430.14 7370.45 7449.05 7425.35 Tot Issues 3148 3177 3180 3187 3177 3173 Advancers 935 1723 2234 864 1786 1858 % of Total 29.7% 54.2% 70.3% 27.1% 56.2% 58.6% Decliners 2110 1300 824 2203 1261 1183 % of Total 67.0% 40.9% 25.9% 69.1% 39.7% 37.3% Unchanged 103 154 122 120 130 132 New Highs 209 295 217 187 523 382 New Lows 2 1 2 1 1 4 Adv Volume 246391 486215 706026 199612 572380 511977 % of Total 17.5% 54.7% 72.8% 18.2% 59.2% 51.5% Decl Volume 1153714 390067 256341 888843 379737 474519 % of Total 82.0% 43.9% 26.4% 81.0% 39.3% 47.7% Total Vol 1407762 888370 970285 1097137 967192 994749 Unch Volume 7657 12088 7918 8682 15075 8253 ARMS Index 2.07 1.06 0.98 1.75 0.94 1.46 5 Day ARMS 6.8 6.19 5.86 5.64 4.56 4.26 McClellanOs -30 52 55 1 97 101 McClellanSm 4232 4262 4210 4155 4154 4057 Cumul TICK -19862 40798 69869 -9635 50382 54759 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2287.99 2316.74 2307.9 2282.31 2312.41 2317.17 Tot Issues 2801 2803 2825 2821 2826 2820 Advancers 704 1539 1802 736 1299 1666 % of Total 25.1% 54.9% 63.8% 26.1% 46.0% 59.1% Decliners 1996 1082 838 1912 1344 973 % of Total 71.3% 38.6% 29.7% 67.8% 47.6% 34.5% Unchanged 101 182 185 173 183 181 New Highs 107 143 107 83 211 163 New Lows 6 2 8 6 3 4 Adv Volume 548241 1285717 1798011 581972 961018 1517069 % of Total 20.5% 57.0% 77.6% 24.6% 46.2% 70.7% Decl Volume 2078490 943086 491123 1767656 1048521 556538 % of Total 77.6% 41.8% 21.2% 74.6% 50.5% 25.9% Total Vol 2677576 2254170 2318359 2368327 2077897 2145393 Unch Volume 50845 25367 29225 18699 68358 71786 ARMS Index 1.34 1.04 0.59 1.17 1.05 0.63 5 Day ARMS 5.19 4.48 4.64 4.98 4.45 4.02 McClellanOs -17 59 46 0 72 90 McClellanSm 1627 1645 1586 1540 1540 1467 Cumul TICK -31353 17499 -10077 -20933 2755 4001 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 15-Jan 8-Jan 31-Dec 24-Dec 18-Dec 11-Dec ------------------------------------------------------------------------------ AAII Bull 41 49 38 43 42 43 AAII Bear 26 23 38 35 28 35 Market Vane 57 57 57 53 53 54 II Bull 53.4 48.3 51.1 52.2 52.2 48.4 II Bear 15.9 16.9 15.6 16.7 16.7 16.5 OddLot ShRt 32.9 28.9 28.5 33.7 33.7 27.9 ****************************************************************************** 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.