****************************************************************************** January 13th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1137.31 1148.4 1133.18 1145.68 9.46/1% 0%/3% S&P100 524.73 529.42 522.9 527.93 3.65/1% 1%/3% VIX 17.94 18.72 17.56 17.85 -0.4/-2% -7%/-17% Nasdaq100 1868.2 1890.81 1855.27 1886.13 24.34/1% 1%/4% VXN 19.36 19.76 18.15 18.4 -0.89/-5% -9%/-18% NYSE TICK 342 1134 -843 -137 ---- ---- PreCloseTICK307 TICKscore 10 CumAdj TICK 348 NYSE TRIN 0.98 0.98 0.98 0.98 ---- ---- Dow Indus 10709.3 10614.5 10680.8 53.51/1% 1%/2% DJIA@10:30 10623.9 DJIA@3:00 10686.7 LstHour Ind -2.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 527.93 524.28 n.a 527.76 526.34 524.31 Upper Band 531.01 529.60 528.80 528.80 527.18 525.78 Lower Band 505.53 505.51 505.08 505.08 504.85 504.31 VIX 17.85 18.25 n.a 18.13 19.06 19.16 Upper Band 22.50 22.57 22.77 22.77 22.96 23.44 Lower Band 17.50 17.80 18.01 18.01 18.28 18.26 NDX 1886.13 1861.79 n.a 1892.59 1876.72 1878.42 Upper Band 1926.26 1923.89 1925.07 1921.62 1916.65 1914.75 Lower Band 1785.84 1780.50 1772.35 1767.12 1761.79 1753.30 VXN 18.40 19.29 n.a 18.92 19.99 20.21 Upper Band 23.05 23.13 23.43 23.43 23.64 24.29 Lower Band 18.18 18.49 18.58 18.58 18.80 18.64 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7430.14 7370.45 7449.05 7425.35 7393.93 7377.7 Tot Issues 3180 3187 3177 3173 3174 3181 Advancers 2234 864 1786 1858 1882 1826 % of Total 70.3% 27.1% 56.2% 58.6% 59.3% 57.4% Decliners 824 2203 1261 1183 1186 1219 % of Total 25.9% 69.1% 39.7% 37.3% 37.4% 38.3% Unchanged 122 120 130 132 106 136 New Highs 217 187 523 382 342 451 New Lows 2 1 1 4 3 1 Adv Volume 706026 199612 572380 511977 811935 728821 % of Total 72.8% 18.2% 59.2% 51.5% 68.0% 65.4% Decl Volume 256341 888843 379737 474519 375209 368212 % of Total 26.4% 81.0% 39.3% 47.7% 31.4% 33.1% Total Vol 970285 1097137 967192 994749 1193769 1113811 Unch Volume 7918 8682 15075 8253 6625 16778 ARMS Index 0.98 1.75 0.94 1.46 0.73 0.76 5 Day ARMS 5.86 5.64 4.56 4.26 5.01 5.69 McClellanOs 55 1 97 101 96 88 McClellanSm 4210 4155 4154 4057 3956 3860 Cumul TICK 69869 -9635 50382 54759 52021 44101 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2307.9 2282.31 2312.41 2317.17 2300.05 2301.09 Tot Issues 2825 2821 2826 2820 2838 2834 Advancers 1802 736 1299 1666 1562 1192 % of Total 63.8% 26.1% 46.0% 59.1% 55.0% 42.1% Decliners 838 1912 1344 973 1103 1469 % of Total 29.7% 67.8% 47.6% 34.5% 38.9% 51.8% Unchanged 185 173 183 181 173 173 New Highs 107 83 211 163 118 185 New Lows 8 6 3 4 4 7 Adv Volume 1798011 581972 961018 1517069 1218747 1041653 % of Total 77.6% 24.6% 46.2% 70.7% 53.7% 46.2% Decl Volume 491123 1767656 1048521 556538 1032121 1193349 % of Total 21.2% 74.6% 50.5% 25.9% 45.5% 53.0% Total Vol 2318359 2368327 2077897 2145393 2270057 2253342 Unch Volume 29225 18699 68358 71786 19189 18340 ARMS Index 0.59 1.17 1.05 0.63 1.2 0.93 5 Day ARMS 4.64 4.98 4.45 4.02 5.42 5.06 McClellanOs 46 0 72 90 67 53 McClellanSm 1586 1540 1540 1467 1378 1311 Cumul TICK -10077 -20933 2755 4001 -7248 -16280 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 8-Jan 31-Dec 24-Dec 18-Dec 11-Dec 4-Dec ------------------------------------------------------------------------------ AAII Bull 49 38 43 42 43 42 AAII Bear 23 38 35 28 35 34 Market Vane 57 57 53 53 54 54 II Bull 48.3 51.1 52.2 52.2 48.4 50 II Bear 16.9 15.6 16.7 16.7 16.5 16.7 OddLot ShRt 28.9 28.5 33.7 33.7 27.9 29.4 ****************************************************************************** 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.