****************************************************************************** October 9th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1065.28 1071.51 1063 1071.49 6.01/1% 3%/3% S&P100 492.63 495.2 491.56 495.15 2.52/1% 3%/3% VIX 24.39 24.54 22.99 23.12 -1.06/-4% -14%/-4% Nasdaq100 1713.47 1729.22 1710.58 1727.76 9.97/1% 3%/3% VXN 25.81 25.93 24.18 24.18 -1.5/-6% -14%/-4% NYSE TICK -171 962 -868 726 ---- ---- PreCloseTICK515 TICKscore 3 CumAdj TICK -218 NYSE TRIN 1.00 1.00 1.00 1.00 ---- ---- Dow Indus 9865.0 9764.9 9864.9 78.07/1% 3%/3% DJIA@10:30 9814.1 DJIA@3:00 9845.6 LstHour Ind -7.9 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 495.15 492.63 489.80 488.23 481.75 475.48 Upper Band 498.97 498.09 497.50 497.46 497.74 498.65 Lower Band 477.29 476.88 476.54 475.49 474.01 472.14 VIX 23.12 24.18 24.68 25.70 26.84 28.68 Upper Band 28.03 27.99 28.00 27.99 27.99 27.77 Lower Band 21.66 21.80 21.72 21.70 21.70 21.75 NDX 1727.76 1717.79 1710.45 1705.25 1675.64 1662.49 Upper Band 1751.50 1749.71 1748.80 1749.58 1751.91 1756.33 Lower Band 1666.92 1664.48 1662.23 1657.33 1649.96 1641.78 VXN 24.18 25.68 25.88 26.87 28.23 29.02 Upper Band 28.85 28.82 28.81 28.81 28.76 28.40 Lower Band 22.68 22.82 22.74 22.74 22.74 22.86 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7015.54 6990.67 6912.65 6899.68 6795.13 6674.57 Tot Issues 3149 3146 3139 3106 3161 3148 Advancers 1829 2198 1579 2414 2530 1009 % of Total 58.1% 69.9% 50.3% 77.7% 80.0% 32.1% Decliners 1188 823 1407 621 519 2006 % of Total 37.7% 26.2% 44.8% 20.0% 16.4% 63.7% Unchanged 132 125 153 71 112 133 New Highs 283 398 226 342 189 85 New Lows 6 2 3 2 2 8 Adv Volume 592335 945424 517007 934463 995110 440926 % of Total 59.8% 74.0% 47.4% 76.1% 89.0% 31.4% Decl Volume 384077 313094 498094 205516 111202 949686 % of Total 38.8% 24.5% 45.6% 16.7% 9.9% 67.7% Total Vol 990035 1278197 1091188 1228551 1118553 1403667 Unch Volume 13623 19679 76087 88572 12241 13055 ARMS Index 1.00 0.88 1.08 0.85 0.54 1.08 5 Day ARMS 4.35 4.43 7.18 7.15 7.19 7.24 McClellanOs 28 16 -42 -39 -129 -247 McClellanSm 4516 4488 4472 4514 4553 4682 Cumul TICK 15849 42627 21481 49480 104634 10546 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2139.28 2123.93 2110.33 2103.57 2068.15 2048.11 Tot Issues 2812 2801 2791 2795 2799 2810 Advancers 1784 1516 1281 2007 1935 941 % of Total 63.4% 54.1% 45.9% 71.8% 69.1% 33.5% Decliners 825 1100 1305 675 690 1688 % of Total 29.3% 39.3% 46.8% 24.2% 24.7% 60.1% Unchanged 203 185 205 113 174 181 New Highs 138 164 94 132 56 29 New Lows 7 7 7 8 6 16 Adv Volume 1222185 1608877 1289465 1776682 1728480 753036 % of Total 63.1% 68.0% 58.1% 73.3% 80.2% 30.8% Decl Volume 697536 715057 899118 614812 408698 1667560 % of Total 36.0% 30.2% 40.5% 25.4% 19.0% 68.1% Total Vol 1936851 2366955 2220915 2425063 2156250 2448110 Unch Volume 17130 43021 32332 33569 19072 27514 ARMS Index 1.23 0.61 0.68 1.03 0.66 1.23 5 Day ARMS 4.21 4.21 6.3 6.12 6.14 6.35 McClellanOs 42 -2 -22 -19 -96 -179 McClellanSm 1833 1791 1793 1815 1834 1930 Cumul TICK 10830 -1893 6518 30789 -26846 -3726 ****************************************************************************** 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