****************************************************************************** October 5th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1026.87 1042.58 1025.92 1040.46 15.25/1% -2%/2% S&P100 476.59 483.01 476.09 481.75 6.27/1% -2%/2% VIX 29.34 29.34 26.57 26.84 -1.84/-6% 7%/6% Nasdaq100 1668.7 1682.77 1660.37 1675.64 13.15/1% -2%/2% VXN 29.63 29.74 28.02 28.23 -0.79/-3% 8%/9% NYSE TICK 128 1380 -1002 904 ---- ---- PreCloseTICK658 TICKscore 40 CumAdj TICK 631 NYSE TRIN 0.54 0.54 0.54 0.54 ---- ---- Dow Indus 9625.1 9481.1 9599.8 112.08/1% -1%/2% DJIA@10:30 9522.1 DJIA@3:00 9614.6 LstHour Ind -49.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 481.75 475.48 476.71 488.35 490.25 491.69 Upper Band 497.74 498.65 500.17 502.09 502.82 502.07 Lower Band 474.01 472.14 469.68 466.37 463.25 462.45 VIX 26.84 28.68 28.27 25.61 25.19 24.88 Upper Band 27.99 27.77 27.32 27.54 28.33 28.41 Lower Band 21.70 21.75 22.05 21.89 21.46 21.46 NDX 1675.64 1662.49 1666.41 1718.99 1717.67 1724.59 Upper Band 1751.91 1756.33 1765.44 1774.69 1778.12 1776.16 Lower Band 1649.96 1641.78 1627.02 1610.55 1594.80 1587.52 VXN 28.23 29.02 28.95 26.50 26.11 26.21 Upper Band 28.76 28.40 28.14 28.29 28.88 29.00 Lower Band 22.74 22.86 23.03 22.92 22.61 22.60 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6795.13 6674.57 6718.05 6910.88 6926.82 6939.76 Tot Issues 3161 3148 3147 3155 3163 3151 Advancers 2530 1009 499 1296 1454 2448 % of Total 80.0% 32.1% 15.9% 41.1% 46.0% 77.7% Decliners 519 2006 2561 1757 1573 608 % of Total 16.4% 63.7% 81.4% 55.7% 49.7% 19.3% Unchanged 112 133 87 102 136 95 New Highs 189 85 124 191 184 190 New Lows 2 8 3 1 2 4 Adv Volume 995110 440926 81248 724554 593361 848468 % of Total 89.0% 31.4% 5.1% 40.8% 50.2% 86.6% Decl Volume 111202 949686 1513746 1035429 573488 125254 % of Total 9.9% 67.7% 94.5% 58.3% 48.5% 12.8% Total Vol 1118553 1403667 1602673 1774770 1182515 979363 Unch Volume 12241 13055 7679 14787 15666 5641 ARMS Index 0.54 1.08 3.63 1.05 0.89 0.59 5 Day ARMS 7.19 7.24 7.91 6.23 7.5 7.4 McClellanOs -129 -247 -208 -98 -63 -42 McClellanSm 4553 4682 4929 5137 5235 5298 Cumul TICK 104634 10546 -59938 13149 -4669 71803 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2068.15 2048.11 2057.48 2122.42 2124.04 2130.74 Tot Issues 2799 2810 2808 2833 2839 2803 Advancers 1935 941 445 992 1092 1981 % of Total 69.1% 33.5% 15.8% 35.0% 38.5% 70.7% Decliners 690 1688 2199 1687 1541 637 % of Total 24.7% 60.1% 78.3% 59.5% 54.3% 22.7% Unchanged 174 181 164 154 206 185 New Highs 56 29 37 75 91 88 New Lows 6 16 11 12 6 6 Adv Volume 1728480 753036 188140 1416435 823310 1455686 % of Total 80.2% 30.8% 6.9% 53.6% 39.9% 77.0% Decl Volume 408698 1667560 2511531 1196452 1220850 407790 % of Total 19.0% 68.1% 92.7% 45.3% 59.2% 21.6% Total Vol 2156250 2448110 2708170 2640667 2062979 1890038 Unch Volume 19072 27514 8499 27780 18819 26562 ARMS Index 0.66 1.23 2.7 0.5 1.05 0.87 5 Day ARMS 6.14 6.35 6.51 5.67 6.35 6.42 McClellanOs -96 -179 -160 -77 -41 -14 McClellanSm 1834 1930 2109 2269 2345 2386 Cumul TICK -26846 -3726 -40656 27950 19040 47931 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 2-Oct 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug ------------------------------------------------------------------------------ AAII Bull 44 39 42 37 38 34 AAII Bear 36 45 40 44 38 49 Market Vane 52 51 50 49 47 49 II Bull 50.6 46.7 47.8 48.3 50.6 51.6 II Bear 23.6 24.4 24.4 23.6 24.1 19.8 OddLot ShRt 46.6 35.1 29 29.3 30.3 28.1 ****************************************************************************** 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) 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.