****************************************************************************** June 1st, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1087.3 1094.77 1069.89 1070.71 -18.7/-2% 0%/-11% S&P100 492.24 496.12 485.79 486.24 -6.82/-1% 0%/-11% VIX n/a n/a n/a n/a n/a n/a Nasdaq100 1846.6 1878.04 1832.96 1835.04 -17.35/-1% 1%/-10% VXN 19.02 22.19 18.78 22.06 -9.55/-30% -39%/4% NYSE TICK -463 1372 -1420 -649 ---- ---- PreCloseTICK-290 TICKscore -19 CumAdj TICK 82 NYSE TRIN 3.29 3.29 3.29 3.29 ---- ---- Dow Indus 10218.3 10013.9 10024.0 -112.61/-1%0%/-10% DJIA@10:30 10184.4 DJIA@3:00 10166.9 LstHour Ind -190.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 486.24 493.06 499.08 484.12 487.97 488.11 Upper Band 543.04 548.50 551.95 556.81 558.30 558.79 Lower Band 473.62 474.24 475.51 475.62 479.92 484.45 VIX n/a 32.07 29.68 35.02 34.61 38.32 Upper Band n/a 44.61 44.85 45.48 45.28 44.88 Lower Band n/a 19.25 18.01 16.25 15.06 14.28 NDX 1835.04 1852.39 1862.71 1796.47 1815.68 1815.28 Upper Band 2000.89 2025.73 2040.02 2061.53 2068.42 2074.26 Lower Band 1764.92 1759.74 1760.27 1756.78 1771.00 1784.22 VXN n/a 31.61 30.30 36.32 36.28 39.84 Upper Band n/a 45.90 46.33 47.04 46.95 46.62 Lower Band n/a 20.27 18.89 17.04 15.55 14.39 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6661.10 6791.57 6893.29 6631.36 6665.83 6666.74 Tot Issues 3121 3175 3201 3209 3171 3201 Advancers 667 1008 2930 1937 1118 1187 % of Total 21.4% 31.7% 91.5% 60.4% 35.3% 37.1% Decliners 2444 2087 233 1202 1964 1926 % of Total 78.3% 65.7% 7.3% 37.5% 61.9% 60.2% Unchanged 76 80 38 70 89 88 New Highs 29 25 27 21 17 16 New Lows 37 12 11 23 133 28 Adv Volume 106697 248841 1381763 1043145 942218 317412 % of Total 7.5% 17.1% 97.2% 53.7% 50.1% 24.1% Decl Volume 1312835 1196498 38053 882319 808103 988802 % of Total 91.8% 82.2% 2.7% 45.4% 42.9% 75.2% Total Vol 1430634 1455948 1422211 1943489 1882411 1314474 Unch Volume 11102 10609 2395 18025 132090 8260 ARMS Index 3.29 2.32 0.35 1.36 0.49 1.92 5 Day ARMS 7.81 6.44 4.46 8.19 7.35 9.31 McClellanOs -153 -80 -34 -202 -282 -281 McClellanSm 83 236 316 351 553 834 Cumul TICK -11135 10402 76941 13092 2733 28776 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2222.33 2257.04 2277.68 2195.88 2210.95 2213.55 Tot Issues 2750 2792 2796 2783 2759 2808 Advancers 480 858 2400 1502 888 932 % of Total 17.5% 30.7% 85.8% 54.0% 32.2% 33.2% Decliners 2234 1827 347 1185 1767 1754 % of Total 81.2% 65.4% 12.4% 42.6% 64.0% 62.5% Unchanged 71 107 49 96 104 122 New Highs 31 32 29 20 8 12 New Lows 63 32 22 63 178 59 Adv Volume 325792 440261 2194029 1240943 1205307 537234 % of Total 15.3% 20.3% 91.1% 40.3% 41.7% 25.0% Decl Volume 1775691 1644740 97983 1748842 1634129 1470616 % of Total 83.2% 75.9% 4.1% 56.8% 56.5% 68.4% Total Vol 2134431 2165597 2408221 3077304 2892770 2150024 Unch Volume 32948 80596 116209 87519 53334 142174 ARMS Index 1.12 1.75 0.31 1.79 0.68 1.45 5 Day ARMS 5.65 5.98 4.84 8.4 7.5 8.98 McClellanOs -146 -77 -41 -176 -231 -224 McClellanSm -591 -445 -368 -327 -152 79 Cumul TICK -176039 -72716 257041 215621 -150629 -23403 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 28-May 21-May 14-May 7-May 30-Apr 23-Apr ------------------------------------------------------------------------------ AAII Bull 30 41 37 39 41 38 AAII Bear 51 34 37 29 29 34 Market Vane 42 46 49 53 55 58 II Bull 39.3 43.8 47.2 56 54 53.3 II Bear 29.2 24.7 24.7 18.7 18 17.4 OddLot ShRt 35.9 31.9 31.3 35.8 35.9 34.1 ****************************************************************************** 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. 18952 2270 1067 16682 13893726 2 30 51 42 39.3 29.2 35.9