****************************************************************************** November 10th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1091.86 1096.42 1087.4 1093.01 -0.07/0% 4%/2% S&P100 506.11 508.77 504.87 507.27 0.56/0% 4%/2% VIX 23.15 23.53 22.78 22.84 -0.31/-1% -18%/-1% Nasdaq100 1765.52 1777.86 1763.89 1773.17 4.77/0% 6%/2% VXN 23.54 24.28 23.39 23.39 -0.16/-1% -16%/-2% NYSE TICK -308 1114 -1111 279 ---- ---- PreCloseTICK318 TICKscore -5 CumAdj TICK -117 NYSE TRIN 0.99 0.99 0.99 0.99 ---- ---- Dow Indus 10260.8 10197.7 10247.0 20.03/0% 5%/4% DJIA@10:30 10258.8 DJIA@3:00 10243.5 LstHour Ind -28.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 507.27 506.71 496.19 494.63 485.83 484.90 Upper Band 514.36 513.16 512.03 511.99 511.95 511.70 Lower Band 480.15 480.27 480.49 480.43 480.26 480.91 VIX 22.84 23.15 24.19 25.43 27.72 28.81 Upper Band 30.54 30.54 30.54 30.51 30.43 30.06 Lower Band 18.26 18.28 18.27 18.19 18.14 18.20 NDX 1773.17 1768.40 1730.76 1721.09 1680.67 1679.20 Upper Band 1799.57 1794.33 1789.56 1789.37 1789.27 1787.76 Lower Band 1659.04 1659.98 1660.87 1660.76 1660.54 1665.03 VXN 23.39 23.55 24.60 25.84 27.89 28.88 Upper Band 30.33 30.33 30.33 30.32 30.31 30.04 Lower Band 19.34 19.39 19.41 19.38 19.38 19.44 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7126.42 7135.33 6958.29 6950.14 6830.43 6812.7 Tot Issues 3127 3158 3142 3148 3141 3144 Advancers 1269 2548 1532 2495 1640 1876 % of Total 40.6% 80.7% 48.8% 79.3% 52.2% 59.7% Decliners 1748 492 1459 537 1410 1171 % of Total 55.9% 15.6% 46.4% 17.1% 44.9% 37.2% Unchanged 110 118 151 116 91 97 New Highs 178 220 93 90 57 35 New Lows 9 2 7 3 5 10 Adv Volume 446762 1168378 508789 1101331 623369 928360 % of Total 41.6% 94.5% 46.9% 84.6% 46.2% 67.3% Decl Volume 606354 64016 498584 173002 719592 440664 % of Total 56.5% 5.2% 46.0% 13.3% 53.3% 31.9% Total Vol 1072801 1236106 1084488 1301746 1349034 1379788 Unch Volume 19685 3712 77115 27413 6073 10764 ARMS Index 0.99 0.28 1.03 0.73 1.34 0.76 5 Day ARMS 4.37 4.14 4.83 6.69 6.47 6.24 McClellanOs 23 61 -42 -47 -162 -195 McClellanSm 2182 2159 2098 2140 2187 2349 Cumul TICK -7890 81788 47703 61940 10490 4968 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2151.08 2154.06 2112.44 2105.32 2055.52 2057.32 Tot Issues 2798 2826 2820 2843 2827 2833 Advancers 873 1855 1231 2120 1048 1625 % of Total 31.2% 65.6% 43.7% 74.6% 37.1% 57.4% Decliners 1798 793 1404 559 1610 1071 % of Total 64.3% 28.1% 49.8% 19.7% 57.0% 37.8% Unchanged 127 178 185 164 169 137 New Highs 86 99 69 47 44 27 New Lows 43 20 16 21 29 35 Adv Volume 845559 1570773 1111495 1982025 1088567 1229661 % of Total 42.1% 78.4% 60.8% 89.7% 49.1% 57.4% Decl Volume 1138529 384711 674986 211863 1101656 858761 % of Total 56.7% 19.2% 36.9% 9.6% 49.7% 40.1% Total Vol 2008283 2004700 1829155 2209695 2217525 2141303 Unch Volume 24195 49216 42674 15807 27302 52881 ARMS Index 0.65 0.57 0.53 0.41 0.66 1.06 5 Day ARMS 2.82 3.23 3.53 5.67 5.64 7.07 McClellanOs -19 27 -36 -37 -139 -134 McClellanSm 95 114 86 122 159 298 Cumul TICK -12931 -1264 3337 11165 -29743 16720 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 6-Nov 30-Oct 23-Oct 16-Oct 9-Oct 2-Oct ------------------------------------------------------------------------------ AAII Bull 22 34 41 47 35 44 AAII Bear 56 42 36 34 41 36 Market Vane 50 51 53 52 51 52 II Bull 48.3 48.3 49.5 47.2 48.9 50.6 II Bear 24.7 22.5 23.1 26.4 24.4 23.6 OddLot ShRt 31.9 36.3 30.2 34.9 35.8 46.6 ****************************************************************************** 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.