****************************************************************************** October 27th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1067.54 1072.48 1060.62 1063.41 -3.54/0% -2%/0% S&P100 494.56 497.47 492.13 494.16 -0.05/0% -1%/1% VIX 24.38 25.22 24.03 24.83 0.52/2% 12%/-1% Nasdaq100 1746.99 1751.65 1715.11 1722.46 -24.29/-1% -2%/0% VXN 24.59 26.1 24.49 25.4 0.88/4% 10%/-3% NYSE TICK 102 1094 -1268 -595 ---- ---- PreCloseTICK407 TICKscore -12 CumAdj TICK -311 NYSE TRIN 1.18 1.18 1.18 1.18 ---- ---- Dow Indus 9947.5 9838.0 9882.2 14.21/0% -1%/1% DJIA@10:30 9915.0 DJIA@3:00 9912.4 LstHour Ind -77.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 494.16 494.21 500.00 504.84 500.24 504.52 Upper Band 514.05 513.97 513.90 513.50 512.15 511.38 Lower Band 476.13 475.81 475.63 474.44 474.01 473.79 VIX 24.83 24.31 22.27 20.69 22.22 20.90 Upper Band 28.45 28.48 28.53 28.70 28.66 28.64 Lower Band 19.13 19.13 19.14 19.30 19.77 19.92 NDX 1722.46 1746.75 1753.63 1763.15 1753.56 1756.19 Upper Band 1788.48 1788.36 1786.54 1783.67 1778.18 1774.61 Lower Band 1665.92 1665.56 1665.16 1662.09 1662.25 1662.89 VXN 25.40 24.52 22.62 21.58 23.14 21.62 Upper Band 29.35 29.42 29.55 29.63 29.60 29.58 Lower Band 19.87 19.87 19.90 20.14 20.61 20.76 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6932.04 6960.09 7066.80 7182.91 7107.21 7158.27 Tot Issues 3159 3160 3160 3163 3161 3157 Advancers 1076 733 739 2051 1021 1039 % of Total 34.1% 23.2% 23.4% 64.8% 32.3% 32.9% Decliners 1977 2313 2317 1006 2025 2034 % of Total 62.6% 73.2% 73.3% 31.8% 64.1% 64.4% Unchanged 106 114 104 106 115 84 New Highs 63 129 182 151 333 243 New Lows 11 8 2 5 5 4 Adv Volume 419591 168870 147355 963296 371305 273198 % of Total 30.0% 12.2% 11.5% 73.3% 26.4% 22.1% Decl Volume 913191 1213152 1054464 335398 1005159 951936 % of Total 65.4% 87.4% 82.6% 25.5% 71.5% 77.0% Total Vol 1396390 1388158 1277081 1314679 1405930 1236925 Unch Volume 63608 6136 75262 15985 29466 11791 ARMS Index 1.18 2.28 2.28 0.71 1.36 1.78 5 Day ARMS 7.81 8.41 7.38 6.75 6.93 6 McClellanOs -250 -223 -150 -63 -116 -56 McClellanSm 3678 3928 4151 4300 4364 4479 Cumul TICK -19621 -76376 -31882 47640 4478 1365 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2116.09 2141.85 2154.47 2165.29 2150.73 2163.47 Tot Issues 2818 2832 2801 2818 2827 2832 Advancers 869 754 604 1660 860 716 % of Total 30.8% 26.6% 21.6% 58.9% 30.4% 25.3% Decliners 1777 1882 2027 968 1788 1944 % of Total 63.1% 66.5% 72.4% 34.4% 63.2% 68.6% Unchanged 172 196 170 190 179 172 New Highs 29 81 93 52 144 104 New Lows 24 22 12 12 15 12 Adv Volume 329122 692410 673958 1507274 661267 647301 % of Total 13.8% 29.9% 27.6% 66.5% 25.8% 30.7% Decl Volume 2020419 1602601 1723688 724792 1866033 1423275 % of Total 84.7% 69.2% 70.6% 32.0% 72.7% 67.4% Total Vol 2384629 2316217 2441925 2265238 2565687 2110587 Unch Volume 35088 21206 44279 33172 38387 40011 ARMS Index 3 0.93 0.76 0.82 1.36 0.81 5 Day ARMS 6.87 4.68 4.49 5.15 5.38 4.66 McClellanOs -187 -163 -121 -54 -98 -56 McClellanSm 1262 1449 1611 1732 1785 1884 Cumul TICK -12204 -3259 -42501 3906 -14058 -11309 ****************************************************************************** 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