****************************************************************************** November 20th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1094.66 1094.66 1086.81 1091.38 -3.52/0% -2%/1% S&P100 510.24 510.24 506.89 508.79 -1.56/0% -1%/2% VIX 23.45 23.45 22.14 22.19 -0.44/-2% -3%/0% Nasdaq100 1760.54 1768.35 1758 1764.39 -8.8/0% -2%/1% VXN 23.71 23.71 22.46 22.49 -0.81/-3% -3%/-1% NYSE TICK 1 1220 -1039 295 ---- ---- PreCloseTICK14 TICKscore 4 CumAdj TICK 183 NYSE TRIN 1.25 1.25 1.25 1.25 ---- ---- Dow Indus 10342.7 10271.7 10318.2 -14.28/0% -1%/3% DJIA@10:30 10325.4 DJIA@3:00 10307.7 LstHour Ind 17.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 508.79 510.35 516.54 516.09 515.01 508.08 Upper Band 523.17 522.37 521.68 519.38 517.34 515.72 Lower Band 477.25 477.17 477.30 477.98 478.85 479.65 VIX 22.19 22.63 21.63 22.41 22.89 23.36 Upper Band 30.23 30.22 30.36 30.32 30.42 30.48 Lower Band 19.46 19.47 19.14 19.23 18.98 18.78 NDX 1764.39 1773.19 1801.74 1812.21 1807.56 1788.61 Upper Band 1839.59 1838.67 1837.59 1831.18 1822.25 1813.65 Lower Band 1646.38 1646.22 1646.29 1647.88 1651.22 1654.73 VXN 22.49 23.30 22.03 22.14 23.13 22.92 Upper Band 30.17 30.17 30.26 30.21 30.25 30.29 Lower Band 19.88 19.90 19.64 19.80 19.71 19.56 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7084.47 7117.64 7226.71 7234.06 7237.1 7119.89 Tot Issues 3154 3168 3175 3180 3171 3146 Advancers 1283 574 1395 1374 2486 2206 % of Total 40.7% 18.1% 43.9% 43.2% 78.4% 70.1% Decliners 1741 2498 1653 1660 566 813 % of Total 55.2% 78.9% 52.1% 52.2% 17.8% 25.8% Unchanged 130 96 127 146 119 127 New Highs 52 46 178 187 318 97 New Lows 3 8 2 6 1 2 Adv Volume 405484 119801 555860 493827 1000756 681367 % of Total 35.5% 11.1% 52.3% 50.8% 87.4% 69.2% Decl Volume 685157 953986 490563 455180 135734 273510 % of Total 60.0% 88.0% 46.1% 46.8% 11.9% 27.8% Total Vol 1142398 1083770 1063511 972088 1145427 985007 Unch Volume 51757 9983 17088 23081 8937 30130 ARMS Index 1.25 1.83 0.74 0.76 0.6 1.09 5 Day ARMS 5.18 5.02 4.67 4.8 5.03 4.71 McClellanOs -89 -70 39 69 105 17 McClellanSm 2250 2339 2409 2369 2301 2196 Cumul TICK 17628 -42200 16211 21683 72840 46439 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2146.04 2156.82 2193.14 2203.78 2197.85 2167.88 Tot Issues 2822 2808 2832 2842 2846 2829 Advancers 1212 538 1029 1230 2062 1762 % of Total 42.9% 19.2% 36.3% 43.3% 72.5% 62.3% Decliners 1409 2103 1612 1407 625 855 % of Total 49.9% 74.9% 56.9% 49.5% 22.0% 30.2% Unchanged 201 167 191 205 159 212 New Highs 44 33 80 116 161 52 New Lows 21 23 14 17 16 36 Adv Volume 614221 282680 830788 1053339 1643684 1390414 % of Total 31.3% 12.8% 41.7% 55.8% 78.1% 74.1% Decl Volume 1332928 1893251 1126655 779172 444350 470274 % of Total 67.9% 85.7% 56.6% 41.3% 21.1% 25.1% Total Vol 1962767 2208700 1990229 1887245 2105020 1876227 Unch Volume 15618 32769 32786 54734 16986 15539 ARMS Index 1.87 1.71 0.87 0.65 0.89 0.7 5 Day ARMS 5.99 4.82 3.66 3.39 3.39 3.07 McClellanOs -46 -47 33 68 85 10 McClellanSm 173 219 266 233 165 80 Cumul TICK -11351 -23817 -16313 16565 -11687 54264 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 20-Nov 13-Nov 6-Nov 30-Oct 23-Oct 16-Oct ------------------------------------------------------------------------------ AAII Bull 43 39 22 34 41 47 AAII Bear 32 39 56 42 36 34 Market Vane 54 53 50 51 53 52 II Bull 46.1 44.4 48.3 48.3 49.5 47.2 II Bear 21.3 26.7 24.7 22.5 23.1 26.4 OddLot ShRt 30.5 32.2 31.9 36.3 30.2 34.9 ****************************************************************************** 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 13014889 2.3 43 32 54 46.1 21.3 30.5