****************************************************************************** November 18th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1109.43 1111.1 1102.7 1109.8 -0.52/0% 2%/3% S&P100 515.64 516.54 512.69 516.54 0.45/0% 2%/3% VIX 22.35 22.65 21.63 21.63 -0.78/-3% -11%/-3% Nasdaq100 1807.11 1807.53 1789.66 1801.74 -10.47/-1% 2%/3% VXN 22.44 22.98 22.01 22.03 -0.11/0% -8%/-5% NYSE TICK -38 1120 -974 233 ---- ---- PreCloseTICK176 TICKscore -2 CumAdj TICK 146 NYSE TRIN 0.74 0.74 0.74 0.74 ---- ---- Dow Indus 10432.7 10360.1 10426.3 -11.11/0% 2%/5% DJIA@10:30 10383.9 DJIA@3:00 10391.5 LstHour Ind 88.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 516.54 516.09 515.01 508.08 505.45 509.92 Upper Band 521.68 519.38 517.34 515.72 514.97 515.22 Lower Band 477.30 477.98 478.85 479.65 479.88 479.79 VIX 21.63 22.41 22.89 23.36 24.24 23.04 Upper Band 30.36 30.32 30.42 30.48 30.53 30.54 Lower Band 19.14 19.23 18.98 18.78 18.54 18.28 NDX 1801.74 1812.21 1807.56 1788.61 1773.14 1782.95 Upper Band 1837.59 1831.18 1822.25 1813.65 1807.02 1804.24 Lower Band 1646.29 1647.88 1651.22 1654.73 1656.42 1657.23 VXN 22.03 22.14 23.13 22.92 24.05 23.06 Upper Band 30.26 30.21 30.25 30.29 30.32 30.34 Lower Band 19.64 19.80 19.71 19.56 19.46 19.29 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7226.71 7234.06 7237.10 7119.89 7063.05 7155.36 Tot Issues 3175 3180 3171 3146 3163 3142 Advancers 1395 1374 2486 2206 606 1885 % of Total 43.9% 43.2% 78.4% 70.1% 19.2% 60.0% Decliners 1653 1660 566 813 2431 1144 % of Total 52.1% 52.2% 17.8% 25.8% 76.9% 36.4% Unchanged 127 146 119 127 126 113 New Highs 178 187 318 97 110 211 New Lows 2 6 1 2 5 6 Adv Volume 555860 493827 1000756 681367 147359 680645 % of Total 52.3% 50.8% 87.4% 69.2% 14.0% 65.1% Decl Volume 490563 455180 135734 273510 877282 359143 % of Total 46.1% 46.8% 11.9% 27.8% 83.5% 34.3% Total Vol 1063511 972088 1145427 985007 1050356 1046076 Unch Volume 17088 23081 8937 30130 25715 6288 ARMS Index 0.74 0.76 0.6 1.09 1.48 0.87 5 Day ARMS 4.67 4.8 5.03 4.71 4.65 3.9 McClellanOs 39 69 105 17 -54 51 McClellanSm 2409 2369 2301 2196 2178 2232 Cumul TICK 16211 21683 72840 46439 -68785 10415 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2193.14 2203.78 2197.85 2167.88 2149.02 2166.9 Tot Issues 2832 2842 2846 2829 2803 2813 Advancers 1029 1230 2062 1762 613 1657 % of Total 36.3% 43.3% 72.5% 62.3% 21.9% 58.9% Decliners 1612 1407 625 855 2017 986 % of Total 56.9% 49.5% 22.0% 30.2% 72.0% 35.1% Unchanged 191 205 159 212 173 170 New Highs 80 116 161 52 60 109 New Lows 14 17 16 36 40 22 Adv Volume 830788 1053339 1643684 1390414 775390 1349129 % of Total 41.7% 55.8% 78.1% 74.1% 35.0% 72.9% Decl Volume 1126655 779172 444350 470274 1415174 478015 % of Total 56.6% 41.3% 21.1% 25.1% 64.0% 25.8% Total Vol 1990229 1887245 2105020 1876227 2212374 1851798 Unch Volume 32786 54734 16986 15539 21810 24654 ARMS Index 0.87 0.65 0.89 0.7 0.55 0.6 5 Day ARMS 3.66 3.39 3.39 3.07 2.9 2.76 McClellanOs 33 68 85 10 -47 22 McClellanSm 266 233 165 80 70 117 Cumul TICK -16313 16565 -11687 54264 -41521 2301 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 13-Nov 6-Nov 30-Oct 23-Oct 16-Oct 9-Oct ------------------------------------------------------------------------------ AAII Bull 39 22 34 41 47 35 AAII Bear 39 56 42 36 34 41 Market Vane 53 50 51 53 52 51 II Bull 44.4 48.3 48.3 49.5 47.2 48.9 II Bear 26.7 24.7 22.5 23.1 26.4 24.4 OddLot ShRt 32.2 31.9 36.3 30.2 34.9 35.8 ****************************************************************************** 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.