****************************************************************************** November 30th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1091.06 1097.24 1086.25 1095.63 4.14/0% -1%/6% S&P100 508.78 511.59 506.71 510.74 1.76/0% -1%/6% VIX 24.95 25.57 24.19 24.51 -0.23/-1% 16%/-20% Nasdaq100 1762.99 1770.87 1750.88 1767.43 1.97/0% -1%/6% VXN 26 26.24 24.69 24.73 -0.67/-3% 12%/-17% NYSE TICK -159 1319 -1171 359 ---- ---- PreCloseTICK-97 TICKscore 8 CumAdj TICK -10 NYSE TRIN 1.00 1.00 1.00 1.00 ---- ---- Dow Indus 10364.3 10263.3 10344.8 34.92/0% -1%/7% DJIA@10:30 10350.2 DJIA@3:00 10294.9 LstHour Ind 9.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 510.74 508.98 517.14 515.80 516.00 508.79 Upper Band 527.53 528.42 527.96 526.78 525.11 523.17 Lower Band 484.42 480.70 479.86 477.97 477.48 477.25 VIX 24.51 24.74 20.48 20.47 21.16 22.19 Upper Band 28.88 30.05 30.05 30.40 30.31 30.23 Lower Band 18.69 18.14 18.14 18.53 19.05 19.46 NDX 1767.43 1765.46 1793.67 1786.25 1792.94 1764.39 Upper Band 1846.87 1851.71 1851.03 1848.65 1844.45 1839.59 Lower Band 1676.70 1661.83 1657.09 1648.32 1646.14 1646.38 VXN 24.73 25.40 21.32 21.50 22.03 22.49 Upper Band 28.93 29.81 29.81 30.23 30.22 30.17 Lower Band 19.29 18.91 18.91 19.19 19.59 19.88 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7092.36 7070.09 7232.12 7170.26 7186.33 7084.47 Tot Issues 3115 3086 3157 3172 3156 3154 Advancers 1753 450 2059 1375 2365 1283 % of Total 56.3% 14.6% 65.2% 43.3% 74.9% 40.7% Decliners 1278 2547 970 1647 664 1741 % of Total 41.0% 82.5% 30.7% 51.9% 21.0% 55.2% Unchanged 84 89 128 150 127 130 New Highs 57 36 170 91 190 52 New Lows 16 12 5 6 1 3 Adv Volume 775044 22198 551160 407362 796137 405484 % of Total 57.5% 3.4% 69.3% 42.8% 81.2% 35.5% Decl Volume 564309 631394 227354 522683 170657 685157 % of Total 41.9% 96.4% 28.6% 54.9% 17.4% 60.0% Total Vol 1348131 654832 795206 951990 980047 1142398 Unch Volume 8778 1240 16692 21945 13253 51757 ARMS Index 1.00 5.03 0.88 1.07 0.76 1.25 5 Day ARMS 8.74 8.99 5.79 5.65 5.34 5.18 McClellanOs -53 -83 33 -18 3 -89 McClellanSm 2132 2185 2268 2234 2252 2250 Cumul TICK 15597 16813 62815 19748 30281 17628 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2144.6 2138.44 2176.05 2169.18 2176.01 2146.04 Tot Issues 2830 2733 2826 2850 2853 2822 Advancers 1376 446 1201 1079 1898 1212 % of Total 48.6% 16.3% 42.5% 37.9% 66.5% 42.9% Decliners 1317 2122 1443 1575 742 1409 % of Total 46.5% 77.6% 51.1% 55.3% 26.0% 49.9% Unchanged 137 165 182 196 213 201 New Highs 46 35 84 55 129 44 New Lows 39 30 12 13 12 21 Adv Volume 1138750 105269 798985 721226 1337438 614221 % of Total 56.6% 10.8% 57.1% 38.8% 72.7% 31.3% Decl Volume 827206 859393 539131 1111571 455642 1332928 % of Total 41.1% 88.4% 38.5% 59.8% 24.8% 67.9% Total Vol 2012872 971998 1398613 1858498 1840174 1962767 Unch Volume 46916 7336 60497 25701 47094 15618 ARMS Index 0.76 1.72 0.56 1.06 0.87 1.87 5 Day ARMS 4.97 6.08 6.07 6.38 5.97 5.99 McClellanOs -67 -88 -9 -1 23 -46 McClellanSm 31 98 186 195 196 173 Cumul TICK 5357 -17188 -21531 -467 3044 -11351 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 27-Nov 20-Nov 13-Nov 6-Nov 30-Oct 23-Oct ------------------------------------------------------------------------------ AAII Bull 42 43 39 22 34 41 AAII Bear 42 32 39 56 42 36 Market Vane 54 54 53 50 51 53 II Bull 50.6 46.1 44.4 48.3 48.3 49.5 II Bear 17.6 21.3 26.7 24.7 22.5 23.1 OddLot ShRt 27.3 30.5 32.2 31.9 36.3 30.2 ****************************************************************************** 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.