****************************************************************************** October 13th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1074.96 1075.3 1066.71 1073.19 -3/0% 1%/2% S&P100 496.98 497.49 493.43 496.43 -1.22/0% 1%/2% VIX 23 24.07 22.74 22.99 -0.02/0% -7%/-2% Nasdaq100 1729.16 1737.39 1722.68 1730.27 0.64/0% 1%/2% VXN 23.78 24.69 23.74 23.84 0.06/0% -8%/-3% NYSE TICK -117 1085 -1181 290 ---- ---- PreCloseTICK316 TICKscore -3 CumAdj TICK -260 NYSE TRIN 1.04 1.04 1.04 1.04 ---- ---- Dow Indus 9895.1 9815.1 9871.1 -14.74/0% 1%/2% DJIA@10:30 9844.0 DJIA@3:00 9864.6 LstHour Ind 48.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 496.43 497.65 495.15 492.63 489.80 488.23 Upper Band 501.19 500.28 498.97 498.09 497.50 497.46 Lower Band 477.51 477.29 477.29 476.88 476.54 475.49 VIX 22.99 23.01 23.12 24.18 24.68 25.70 Upper Band 28.08 28.06 28.03 27.99 28.00 27.99 Lower Band 21.48 21.54 21.66 21.80 21.72 21.70 NDX 1730.27 1729.63 1727.76 1717.79 1710.45 1705.25 Upper Band 1755.59 1753.58 1751.50 1749.71 1748.80 1749.58 Lower Band 1669.50 1668.43 1666.92 1664.48 1662.23 1657.33 VXN 23.84 23.78 24.18 25.68 25.88 26.87 Upper Band 28.93 28.90 28.85 28.82 28.81 28.81 Lower Band 22.40 22.52 22.68 22.82 22.74 22.74 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7031.87 7051.16 7015.54 6990.67 6912.65 6899.68 Tot Issues 3153 3132 3149 3146 3139 3106 Advancers 1290 1643 1829 2198 1579 2414 % of Total 40.9% 52.5% 58.1% 69.9% 50.3% 77.7% Decliners 1723 1361 1188 823 1407 621 % of Total 54.6% 43.5% 37.7% 26.2% 44.8% 20.0% Unchanged 140 128 132 125 153 71 New Highs 156 397 283 398 226 342 New Lows 5 1 6 2 3 2 Adv Volume 459552 627039 592335 945424 517007 934463 % of Total 40.2% 66.2% 59.8% 74.0% 47.4% 76.1% Decl Volume 641028 301111 384077 313094 498094 205516 % of Total 56.1% 31.8% 38.8% 24.5% 45.6% 16.7% Total Vol 1143380 946865 990035 1278197 1091188 1228551 Unch Volume 42800 18715 13623 19679 76087 88572 ARMS Index 1.04 0.58 1 0.88 1.08 0.85 5 Day ARMS 4.58 4.39 4.35 4.43 7.18 7.15 McClellanOs -22 20 28 16 -42 -39 McClellanSm 4514 4536 4516 4488 4472 4514 Cumul TICK 3401 -4933 15849 42627 21481 49480 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2139.89 2139.14 2139.28 2123.93 2110.33 2103.57 Tot Issues 2809 2797 2812 2801 2791 2795 Advancers 1171 1199 1784 1516 1281 2007 % of Total 41.7% 42.9% 63.4% 54.1% 45.9% 71.8% Decliners 1423 1422 825 1100 1305 675 % of Total 50.7% 50.8% 29.3% 39.3% 46.8% 24.2% Unchanged 215 176 203 185 205 113 New Highs 94 200 138 164 94 132 New Lows 11 10 7 7 7 8 Adv Volume 1180620 917186 1222185 1608877 1289465 1776682 % of Total 58.4% 51.4% 63.1% 68.0% 58.1% 73.3% Decl Volume 794206 850518 697536 715057 899118 614812 % of Total 39.3% 47.7% 36.0% 30.2% 40.5% 25.4% Total Vol 2020110 1784286 1936851 2366955 2220915 2425063 Unch Volume 45284 16582 17130 43021 32332 33569 ARMS Index 0.55 0.78 1.23 0.61 0.68 1.03 5 Day ARMS 3.85 4.33 4.21 4.21 6.3 6.12 McClellanOs 1 21 42 -2 -22 -19 McClellanSm 1855 1854 1833 1791 1793 1815 Cumul TICK -5743 -20546 10830 -1893 6518 30789 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 9-Oct 2-Oct 25-Sep 18-Sep 11-Sep 4-Sep ------------------------------------------------------------------------------ AAII Bull 35 44 39 42 37 38 AAII Bear 41 36 45 40 44 38 Market Vane 51 52 51 50 49 47 II Bull 48.9 50.6 46.7 47.8 48.3 50.6 II Bear 24.4 23.6 24.4 24.4 23.6 24.1 OddLot ShRt 35.8 46.6 35.1 29 29.3 30.3 ****************************************************************************** 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. 18952 2270 1067 16682 13785420 2.5 35 41 51 48.9 24.4 35.8