****************************************************************************** December 15th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1114.11 1114.11 1105.35 1107.93 -6.18/-1% 1%/0% S&P100 510.91 515.35 510.91 512.13 -3.22/-1% 1%/-1% VIX 21.09 21.87 20.91 21.49 0.34/2% -5%/-6% Nasdaq100 1801.58 1813.38 1793.6 1798.21 -10.88/-1% 0%/-1% VXN 22.49 22.62 21.97 22.46 0.43/2% -4%/-3% NYSE TICK -228 940 -931 -229 ---- ---- PreCloseTICK75 TICKscore 1 CumAdj TICK -227 NYSE TRIN 1.30 1.30 1.30 1.30 ---- ---- Dow Indus 10499.3 10426.7 10452.0 -49.05/0% 1%/0% DJIA@10:30 10479.5 DJIA@3:00 10461.8 LstHour Ind 11.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 512.13 515.35 513.66 511.88 509.33 507.03 Upper Band 519.16 519.35 519.29 519.64 519.62 519.75 Lower Band 506.86 506.95 506.29 505.12 504.94 504.61 VIX 21.49 21.15 21.59 22.32 22.66 23.69 Upper Band 24.43 24.51 24.62 24.89 24.94 24.95 Lower Band 19.77 19.83 19.93 19.93 19.96 19.96 NDX 1798.21 1809.09 1792.06 1799.37 1789.70 1772.73 Upper Band 1815.07 1816.59 1813.82 1813.49 1811.99 1811.63 Lower Band 1760.47 1759.89 1760.61 1759.05 1758.91 1757.61 VXN 22.46 22.03 22.38 23.13 23.28 24.80 Upper Band 25.21 25.23 25.22 25.33 25.32 25.33 Lower Band 20.76 20.81 20.90 20.96 20.96 20.96 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7141.44 7186.49 7125.12 7104.5 7067.62 7056.26 Tot Issues 3178 3183 3158 3165 3161 3159 Advancers 1208 2256 2027 1835 1678 941 % of Total 38.0% 70.9% 64.2% 58.0% 53.1% 29.8% Decliners 1847 790 1037 1199 1351 2076 % of Total 58.1% 24.8% 32.8% 37.9% 42.7% 65.7% Unchanged 123 137 94 131 113 142 New Highs 220 298 220 207 132 128 New Lows 3 3 6 5 7 8 Adv Volume 389726 740597 677768 655460 550181 188419 % of Total 33.0% 68.8% 66.2% 61.7% 50.8% 16.0% Decl Volume 772408 308164 318887 383959 514592 970422 % of Total 65.5% 28.6% 31.1% 36.2% 47.5% 82.4% Total Vol 1179264 1076304 1024218 1062109 1082555 1178296 Unch Volume 17130 27543 27563 22690 17782 19455 ARMS Index 1.30 1.19 0.92 0.9 1.16 2.33 5 Day ARMS 5.47 6.5 6.81 6.78 7.23 7.33 McClellanOs 65 123 67 29 4 -6 McClellanSm 2684 2619 2496 2429 2401 2396 Cumul TICK 5463 70804 59472 34547 23984 -5656 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2201.05 2212.1 2190.31 2190.86 2183.73 2172.99 Tot Issues 2850 2863 2836 2824 2831 2824 Advancers 1021 1815 1559 1018 1315 846 % of Total 35.8% 63.4% 55.0% 36.0% 46.5% 30.0% Decliners 1663 851 1063 1615 1295 1809 % of Total 58.4% 29.7% 37.5% 57.2% 45.7% 64.1% Unchanged 166 197 214 191 221 169 New Highs 130 111 56 88 47 62 New Lows 19 10 15 17 21 15 Adv Volume 699424 1450246 887928 1029647 1178630 750265 % of Total 35.9% 78.7% 50.6% 52.9% 61.8% 37.9% Decl Volume 1215855 361647 835227 880220 644858 1184639 % of Total 62.4% 19.6% 47.6% 45.2% 33.8% 59.8% Total Vol 1946966 1841891 1754431 1946372 1906219 1981809 Unch Volume 31687 29998 31276 36505 82731 46905 ARMS Index 1.07 0.53 1.38 0.54 0.56 0.74 5 Day ARMS 4.08 3.75 4.28 3.79 4.1 4.32 McClellanOs 27 64 14 -17 10 6 McClellanSm 276 249 185 171 188 178 Cumul TICK 159 15998 -10169 -33685 1287 -20832 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 11-Dec 4-Dec 27-Nov 20-Nov 13-Nov 6-Nov ------------------------------------------------------------------------------ AAII Bull 41 42 42 43 39 22 AAII Bear 33 42 42 32 39 56 Market Vane 54 54 54 54 53 50 II Bull 48.4 50 50.6 46.1 44.4 48.3 II Bear 16.5 16.7 17.6 21.3 26.7 24.7 OddLot ShRt 27.9 29.4 27.3 30.5 32.2 31.9 ****************************************************************************** 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 13202568 3.4 41 33 54 48.4 16.5 27.9