****************************************************************************** October 8th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1060.03 1070.67 1060.03 1065.48 7.9/1% 4%/2% S&P100 491.12 495.19 491.12 492.63 2.83/1% 4%/2% VIX 24.68 24.69 23.9 24.18 -0.5/-2% -16%/3% Nasdaq100 1720.91 1732.11 1713.6 1717.79 7.34/0% 3%/2% VXN 25.88 25.93 25.09 25.68 -0.2/-1% -12%/3% NYSE TICK 225 1122 -999 548 ---- ---- PreCloseTICK406 TICKscore 0 CumAdj TICK 46 NYSE TRIN 0.88 0.88 0.88 0.88 ---- ---- Dow Indus 9836.7 9728.1 9786.9 61.29/1% 3%/2% DJIA@10:30 9778.4 DJIA@3:00 9796.4 LstHour Ind -62.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 492.63 489.80 488.23 481.75 475.48 476.71 Upper Band 498.09 497.50 497.46 497.74 498.65 500.17 Lower Band 476.88 476.54 475.49 474.01 472.14 469.68 VIX 24.18 24.68 25.70 26.84 28.68 28.27 Upper Band 27.99 28.00 27.99 27.99 27.77 27.32 Lower Band 21.80 21.72 21.70 21.70 21.75 22.05 NDX 1717.79 1710.45 1705.25 1675.64 1662.49 1666.41 Upper Band 1749.71 1748.80 1749.58 1751.91 1756.33 1765.44 Lower Band 1664.48 1662.23 1657.33 1649.96 1641.78 1627.02 VXN 25.68 25.88 26.87 28.23 29.02 28.95 Upper Band 28.82 28.81 28.81 28.76 28.40 28.14 Lower Band 22.82 22.74 22.74 22.74 22.86 23.03 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6990.67 6912.65 6899.68 6795.13 6674.57 6718.05 Tot Issues 3146 3139 3106 3161 3148 3147 Advancers 2198 1579 2414 2530 1009 499 % of Total 69.9% 50.3% 77.7% 80.0% 32.1% 15.9% Decliners 823 1407 621 519 2006 2561 % of Total 26.2% 44.8% 20.0% 16.4% 63.7% 81.4% Unchanged 125 153 71 112 133 87 New Highs 398 226 342 189 85 124 New Lows 2 3 2 2 8 3 Adv Volume 945424 517007 934463 995110 440926 81248 % of Total 74.0% 47.4% 76.1% 89.0% 31.4% 5.1% Decl Volume 313094 498094 205516 111202 949686 1513746 % of Total 24.5% 45.6% 16.7% 9.9% 67.7% 94.5% Total Vol 1278197 1091188 1228551 1118553 1403667 1602673 Unch Volume 19679 76087 88572 12241 13055 7679 ARMS Index 0.88 1.08 0.85 0.54 1.08 3.63 5 Day ARMS 4.43 7.18 7.15 7.19 7.24 7.91 McClellanOs 16 -42 -39 -129 -247 -208 McClellanSm 4488 4472 4514 4553 4682 4929 Cumul TICK 42627 21481 49480 104634 10546 -59938 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2123.93 2110.33 2103.57 2068.15 2048.11 2057.48 Tot Issues 2801 2791 2795 2799 2810 2808 Advancers 1516 1281 2007 1935 941 445 % of Total 54.1% 45.9% 71.8% 69.1% 33.5% 15.8% Decliners 1100 1305 675 690 1688 2199 % of Total 39.3% 46.8% 24.2% 24.7% 60.1% 78.3% Unchanged 185 205 113 174 181 164 New Highs 164 94 132 56 29 37 New Lows 7 7 8 6 16 11 Adv Volume 1608877 1289465 1776682 1728480 753036 188140 % of Total 68.0% 58.1% 73.3% 80.2% 30.8% 6.9% Decl Volume 715057 899118 614812 408698 1667560 2511531 % of Total 30.2% 40.5% 25.4% 19.0% 68.1% 92.7% Total Vol 2366955 2220915 2425063 2156250 2448110 2708170 Unch Volume 43021 32332 33569 19072 27514 8499 ARMS Index 0.61 0.68 1.03 0.66 1.23 2.7 5 Day ARMS 4.21 6.3 6.12 6.14 6.35 6.51 McClellanOs -2 -22 -19 -96 -179 -160 McClellanSm 1791 1793 1815 1834 1930 2109 Cumul TICK -1893 6518 30789 -26846 -3726 -40656 ****************************************************************************** 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.