****************************************************************************** November 17th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1109.22 1110.52 1102.19 1110.32 1.02/0% 1%/2% S&P100 514.97 516.09 512.4 516.09 1.08/0% 1%/2% VIX 22.81 23.33 22.27 22.41 -0.48/-2% -3%/7% Nasdaq100 1802.04 1812.21 1797.74 1812.21 4.65/0% 2%/3% VXN 23.28 23.3 22.09 22.14 -0.99/-4% -4%/2% NYSE TICK -335 1118 -959 558 ---- ---- PreCloseTICK-104 TICKscore 7 CumAdj TICK 201 NYSE TRIN 0.76 0.76 0.76 0.76 ---- ---- Dow Indus 10438.2 10362.0 10437.4 30.46/0% 1%/4% DJIA@10:30 10404.9 DJIA@3:00 10408.3 LstHour Ind 31.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 516.09 515.01 508.08 505.45 509.92 507.27 Upper Band 519.38 517.34 515.72 514.97 515.22 514.36 Lower Band 477.98 478.85 479.65 479.88 479.79 480.15 VIX 22.41 22.89 23.36 24.24 23.04 22.84 Upper Band 30.32 30.42 30.48 30.53 30.54 30.54 Lower Band 19.23 18.98 18.78 18.54 18.28 18.26 NDX 1812.21 1807.56 1788.61 1773.14 1782.95 1773.17 Upper Band 1831.18 1822.25 1813.65 1807.02 1804.24 1799.57 Lower Band 1647.88 1651.22 1654.73 1656.42 1657.23 1659.04 VXN 22.14 23.13 22.92 24.05 23.06 23.39 Upper Band 30.21 30.25 30.29 30.32 30.34 30.33 Lower Band 19.80 19.71 19.56 19.46 19.29 19.34 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7234.06 7237.10 7119.89 7063.05 7155.36 7126.42 Tot Issues 3180 3171 3146 3163 3142 3127 Advancers 1374 2486 2206 606 1885 1269 % of Total 43.2% 78.4% 70.1% 19.2% 60.0% 40.6% Decliners 1660 566 813 2431 1144 1748 % of Total 52.2% 17.8% 25.8% 76.9% 36.4% 55.9% Unchanged 146 119 127 126 113 110 New Highs 187 318 97 110 211 178 New Lows 6 1 2 5 6 9 Adv Volume 493827 1000756 681367 147359 680645 446762 % of Total 50.8% 87.4% 69.2% 14.0% 65.1% 41.6% Decl Volume 455180 135734 273510 877282 359143 606354 % of Total 46.8% 11.9% 27.8% 83.5% 34.3% 56.5% Total Vol 972088 1145427 985007 1050356 1046076 1072801 Unch Volume 23081 8937 30130 25715 6288 19685 ARMS Index 0.76 0.60 1.09 1.48 0.87 0.99 5 Day ARMS 4.8 5.03 4.71 4.65 3.9 4.37 McClellanOs 69 105 17 -54 51 23 McClellanSm 2369 2301 2196 2178 2232 2182 Cumul TICK 21683 72840 46439 -68785 10415 -7890 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2203.78 2197.85 2167.88 2149.02 2166.9 2151.08 Tot Issues 2842 2846 2829 2803 2813 2798 Advancers 1230 2062 1762 613 1657 873 % of Total 43.3% 72.5% 62.3% 21.9% 58.9% 31.2% Decliners 1407 625 855 2017 986 1798 % of Total 49.5% 22.0% 30.2% 72.0% 35.1% 64.3% Unchanged 205 159 212 173 170 127 New Highs 116 161 52 60 109 86 New Lows 17 16 36 40 22 43 Adv Volume 1053339 1643684 1390414 775390 1349129 845559 % of Total 55.8% 78.1% 74.1% 35.0% 72.9% 42.1% Decl Volume 779172 444350 470274 1415174 478015 1138529 % of Total 41.3% 21.1% 25.1% 64.0% 25.8% 56.7% Total Vol 1887245 2105020 1876227 2212374 1851798 2008283 Unch Volume 54734 16986 15539 21810 24654 24195 ARMS Index 0.65 0.89 0.7 0.55 0.6 0.65 5 Day ARMS 3.39 3.39 3.07 2.9 2.76 2.82 McClellanOs 68 85 10 -47 22 -19 McClellanSm 233 165 80 70 117 95 Cumul TICK 16565 -11687 54264 -41521 2301 -12931 ****************************************************************************** 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.