****************************************************************************** October 29th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1043.68 1066.83 1043.69 1066.11 23.48/2% -1%/4% S&P100 486.81 496.26 486.81 496.05 9.55/2% -1%/4% VIX 27.16 27.19 24.68 24.76 -3.15/-11% 11%/-12% Nasdaq100 1694.27 1714.36 1688.68 1711.27 29.21/2% -2%/3% VXN 27.39 27.39 25.22 25.4 -2.87/-10% 12%/-12% NYSE TICK 238 1144 -1001 627 ---- ---- PreCloseTICK-89 TICKscore 12 CumAdj TICK 589 NYSE TRIN 0.51 0.51 0.51 0.51 ---- ---- Dow Indus 9969.9 9759.1 9962.6 199.89/2% 0%/5% DJIA@10:30 9838.9 DJIA@3:00 9950.6 LstHour Ind -64.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 496.05 486.50 494.16 494.21 500.00 504.84 Upper Band 513.03 514.11 514.05 513.97 513.90 513.50 Lower Band 478.89 475.88 476.13 475.81 475.63 474.44 VIX 24.76 27.91 24.83 24.31 22.27 20.69 Upper Band 28.26 28.85 28.45 28.48 28.53 28.70 Lower Band 19.20 18.96 19.13 19.13 19.14 19.30 NDX 1711.27 1682.06 1722.46 1746.75 1753.63 1763.15 Upper Band 1786.29 1789.82 1788.48 1788.36 1786.54 1783.67 Lower Band 1668.90 1660.89 1665.92 1665.56 1665.16 1662.09 VXN 25.40 28.27 25.40 24.52 22.62 21.58 Upper Band 29.07 29.65 29.35 29.42 29.55 29.63 Lower Band 19.97 19.75 19.87 19.87 19.90 20.14 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6955.31 6765.69 6932.04 6960.09 7066.8 7182.91 Tot Issues 3156 3165 3159 3160 3160 3163 Advancers 2508 318 1076 733 739 2051 % of Total 79.5% 10.0% 34.1% 23.2% 23.4% 64.8% Decliners 565 2785 1977 2313 2317 1006 % of Total 17.9% 88.0% 62.6% 73.2% 73.3% 31.8% Unchanged 83 62 106 114 104 106 New Highs 30 28 63 129 182 151 New Lows 9 16 11 8 2 5 Adv Volume 1293901 155512 419591 168870 147355 963296 % of Total 89.0% 9.3% 30.0% 12.2% 11.5% 73.3% Decl Volume 150070 1515136 913191 1213152 1054464 335398 % of Total 10.3% 90.3% 65.4% 87.4% 82.6% 25.5% Total Vol 1453211 1678439 1396390 1388158 1277081 1314679 Unch Volume 9240 7791 63608 6136 75262 15985 ARMS Index 0.51 1.11 1.18 2.28 2.28 0.71 5 Day ARMS 7.36 7.56 7.81 8.41 7.38 6.75 McClellanOs -214 -351 -250 -223 -150 -63 McClellanSm 3113 3327 3678 3928 4151 4300 Cumul TICK 66031 -110640 -19621 -76376 -31882 47640 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2097.55 2059.61 2116.09 2141.85 2154.47 2165.29 Tot Issues 2817 2820 2818 2832 2801 2818 Advancers 1884 397 869 754 604 1660 % of Total 66.9% 14.1% 30.8% 26.6% 21.6% 58.9% Decliners 764 2268 1777 1882 2027 968 % of Total 27.1% 80.4% 63.1% 66.5% 72.4% 34.4% Unchanged 169 155 172 196 170 190 New Highs 12 10 29 81 93 52 New Lows 27 36 24 22 12 12 Adv Volume 1973792 213446 329122 692410 673958 1507274 % of Total 85.8% 7.7% 13.8% 29.9% 27.6% 66.5% Decl Volume 300983 2546707 2020419 1602601 1723688 724792 % of Total 13.1% 92.0% 84.7% 69.2% 70.6% 32.0% Total Vol 2301376 2769570 2384629 2316217 2441925 2265238 Unch Volume 26601 9417 35088 21206 44279 33172 ARMS Index 0.38 2.09 3 0.93 0.76 0.82 5 Day ARMS 7.16 7.6 6.87 4.68 4.49 5.15 McClellanOs -162 -254 -187 -163 -121 -54 McClellanSm 846 1008 1262 1449 1611 1732 Cumul TICK -27261 -9248 -12204 -3259 -42501 3906 ****************************************************************************** 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