****************************************************************************** October 21st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1090.36 1101.36 1080.77 1081.4 -9.66/-1% -1%/2% S&P100 504.29 509 499.95 500.24 -4.28/-1% -1%/2% VIX 20.9 22.48 20.1 22.22 1.32/6% 2%/-5% Nasdaq100 1754.71 1780.83 1750.91 1753.56 -2.63/0% 0%/2% VXN 21.62 23.23 20.75 23.14 1.52/7% 3%/-5% NYSE TICK -61 1176 -1331 -215 ---- ---- PreCloseTICK149 TICKscore -15 CumAdj TICK -114 NYSE TRIN 1.36 1.36 1.36 1.36 ---- ---- Dow Indus 10119.5 9943.8 9949.4 -92.12/-1% -1%/2% DJIA@10:30 10097.7 DJIA@3:00 10078.0 LstHour Ind -184.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 500.24 504.52 506.75 502.89 507.07 504.88 Upper Band 512.15 511.38 510.05 507.89 506.49 503.71 Lower Band 474.01 473.79 474.11 474.72 475.10 476.29 VIX 22.22 20.90 21.49 21.43 21.72 22.86 Upper Band 28.66 28.64 28.50 28.40 28.26 28.12 Lower Band 19.77 19.92 20.28 20.64 21.03 21.36 NDX 1753.56 1756.19 1756.68 1739.32 1753.36 1754.26 Upper Band 1778.18 1774.61 1771.21 1767.21 1765.55 1760.79 Lower Band 1662.25 1662.89 1664.07 1665.56 1665.82 1667.35 VXN 23.14 21.62 22.11 22.22 22.51 23.51 Upper Band 29.60 29.58 29.41 29.28 29.12 28.97 Lower Band 20.61 20.76 21.17 21.58 21.99 22.32 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7107.21 7158.27 7222.21 7133.96 7204.05 7182.38 Tot Issues 3161 3157 3159 3148 3158 3159 Advancers 1021 1039 2257 1047 1508 2298 % of Total 32.3% 32.9% 71.4% 33.3% 47.8% 72.7% Decliners 2025 2034 789 1973 1516 754 % of Total 64.1% 64.4% 25.0% 62.7% 48.0% 23.9% Unchanged 115 84 113 128 134 107 New Highs 333 243 430 203 387 462 New Lows 5 4 3 3 2 2 Adv Volume 371305 273198 749310 334478 692967 1176437 % of Total 26.4% 22.1% 69.3% 24.1% 51.0% 87.1% Decl Volume 1005159 951936 327144 1040553 623236 165006 % of Total 71.5% 77.0% 30.3% 75.1% 45.9% 12.2% Total Vol 1405930 1236925 1081439 1386361 1357644 1350780 Unch Volume 29466 11791 4985 11330 41441 9337 ARMS Index 1.36 1.78 1.25 1.65 0.89 0.43 5 Day ARMS 6.93 6 5.26 4.59 3.94 3.93 McClellanOs -116 -56 13 -50 17 41 McClellanSm 4364 4479 4535 4522 4572 4555 Cumul TICK 4478 1365 34219 24484 31473 21742 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2150.73 2163.47 2176.32 2156.8 2173.29 2172.23 Tot Issues 2827 2832 2838 2823 2826 2835 Advancers 860 716 1696 818 1147 2007 % of Total 30.4% 25.3% 59.8% 29.0% 40.6% 70.8% Decliners 1788 1944 921 1808 1492 648 % of Total 63.2% 68.6% 32.5% 64.0% 52.8% 22.9% Unchanged 179 172 221 197 187 180 New Highs 144 104 165 101 161 236 New Lows 15 12 11 4 8 6 Adv Volume 661267 647301 1378496 528153 883831 1848281 % of Total 25.8% 30.7% 70.0% 23.9% 41.3% 78.7% Decl Volume 1866033 1423275 553294 1651916 1201966 381610 % of Total 72.7% 67.4% 28.1% 74.7% 56.2% 16.2% Total Vol 2565687 2110587 1970440 2209950 2140092 2348621 Unch Volume 38387 40011 38650 29881 54295 118730 ARMS Index 1.36 0.81 0.74 1.42 1.05 0.64 5 Day ARMS 5.38 4.66 4.4 4.44 4.25 3.81 McClellanOs -98 -56 12 -26 33 65 McClellanSm 1785 1884 1940 1928 1953 1920 Cumul TICK -14058 -11309 19346 3707 -7537 6866 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 16-Oct 9-Oct 2-Oct 25-Sep 18-Sep 11-Sep ------------------------------------------------------------------------------ AAII Bull 47 35 44 39 42 37 AAII Bear 34 41 36 45 40 44 Market Vane 52 51 52 51 50 49 II Bull 47.2 48.9 50.6 46.7 47.8 48.3 II Bear 26.4 24.4 23.6 24.4 24.4 23.6 OddLot ShRt 34.9 35.8 46.6 35.1 29 29.3 ****************************************************************************** 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 13061829 2.4 47 34 52 47.2 26.4 34.9