****************************************************************************** October 23rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1095.62 1095.83 1075.49 1079.6 -13.31/-1% -2%/3% S&P100 507.08 507.08 497.89 500 -4.84/-1% -1%/3% VIX 20.7 22.59 20.34 22.27 1.58/8% 4%/-13% Nasdaq100 1774.05 1777.57 1749.03 1753.63 -9.52/-1% 0%/4% VXN 21.57 23.09 21.04 22.62 1.04/5% 2%/-12% NYSE TICK 144 1067 -1275 35 ---- ---- PreCloseTICK-224 TICKscore -20 CumAdj TICK -597 NYSE TRIN 2.28 2.28 2.28 2.28 ---- ---- Dow Indus 10109.6 9932.5 9972.2 -109.13/-1%-1%/3% DJIA@10:30 10052.3 DJIA@3:00 9959.4 LstHour Ind 41.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 500.00 504.84 500.24 504.52 506.75 502.89 Upper Band 513.90 513.50 512.15 511.38 510.05 507.89 Lower Band 475.63 474.44 474.01 473.79 474.11 474.72 VIX 22.27 20.69 22.22 20.90 21.49 21.43 Upper Band 28.53 28.70 28.66 28.64 28.50 28.40 Lower Band 19.14 19.30 19.77 19.92 20.28 20.64 NDX 1753.63 1763.15 1753.56 1756.19 1756.68 1739.32 Upper Band 1786.54 1783.67 1778.18 1774.61 1771.21 1767.21 Lower Band 1665.16 1662.09 1662.25 1662.89 1664.07 1665.56 VXN 22.62 21.58 23.14 21.62 22.11 22.22 Upper Band 29.55 29.63 29.60 29.58 29.41 29.28 Lower Band 19.90 20.14 20.61 20.76 21.17 21.58 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7066.80 7182.91 7107.21 7158.27 7222.21 7133.96 Tot Issues 3160 3163 3161 3157 3159 3148 Advancers 739 2051 1021 1039 2257 1047 % of Total 23.4% 64.8% 32.3% 32.9% 71.4% 33.3% Decliners 2317 1006 2025 2034 789 1973 % of Total 73.3% 31.8% 64.1% 64.4% 25.0% 62.7% Unchanged 104 106 115 84 113 128 New Highs 182 151 333 243 430 203 New Lows 2 5 5 4 3 3 Adv Volume 147355 963296 371305 273198 749310 334478 % of Total 11.5% 73.3% 26.4% 22.1% 69.3% 24.1% Decl Volume 1054464 335398 1005159 951936 327144 1040553 % of Total 82.6% 25.5% 71.5% 77.0% 30.3% 75.1% Total Vol 1277081 1314679 1405930 1236925 1081439 1386361 Unch Volume 75262 15985 29466 11791 4985 11330 ARMS Index 2.28 0.71 1.36 1.78 1.25 1.65 5 Day ARMS 7.38 6.75 6.93 6 5.26 4.59 McClellanOs -150 -63 -116 -56 13 -50 McClellanSm 4151 4300 4364 4479 4535 4522 Cumul TICK -31882 47640 4478 1365 34219 24484 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2154.47 2165.29 2150.73 2163.47 2176.32 2156.8 Tot Issues 2801 2818 2827 2832 2838 2823 Advancers 604 1660 860 716 1696 818 % of Total 21.6% 58.9% 30.4% 25.3% 59.8% 29.0% Decliners 2027 968 1788 1944 921 1808 % of Total 72.4% 34.4% 63.2% 68.6% 32.5% 64.0% Unchanged 170 190 179 172 221 197 New Highs 93 52 144 104 165 101 New Lows 12 12 15 12 11 4 Adv Volume 673958 1507274 661267 647301 1378496 528153 % of Total 27.6% 66.5% 25.8% 30.7% 70.0% 23.9% Decl Volume 1723688 724792 1866033 1423275 553294 1651916 % of Total 70.6% 32.0% 72.7% 67.4% 28.1% 74.7% Total Vol 2441925 2265238 2565687 2110587 1970440 2209950 Unch Volume 44279 33172 38387 40011 38650 29881 ARMS Index 0.76 0.82 1.36 0.81 0.74 1.42 5 Day ARMS 4.49 5.15 5.38 4.66 4.4 4.44 McClellanOs -121 -54 -98 -56 12 -26 McClellanSm 1611 1732 1785 1884 1940 1928 Cumul TICK -42501 3906 -14058 -11309 19346 3707 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 23-Oct 16-Oct 9-Oct 2-Oct 25-Sep 18-Sep ------------------------------------------------------------------------------ AAII Bull 41 47 35 44 39 42 AAII Bear 36 34 41 36 45 40 Market Vane 53 52 51 52 51 50 II Bull 49.5 47.2 48.9 50.6 46.7 47.8 II Bear 23.1 26.4 24.4 23.6 24.4 24.4 OddLot ShRt 30.2 34.9 35.8 46.6 35.1 29 ****************************************************************************** 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 41 36 53 49.5 23.1 30.2