****************************************************************************** December 16th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1108.61 1116.21 1107.96 1109.18 1.25/0% 1%/0% S&P100 512.36 515.36 511.53 511.97 -0.16/0% 0%/-1% VIX 20.89 21.2 20.46 20.54 -0.95/-4% -8%/-8% Nasdaq100 1805.53 1814.49 1798.52 1800.82 2.61/0% 0%/-1% VXN 22.46 22.46 21.68 21.95 -0.51/-2% -5%/-1% NYSE TICK 323 980 -1119 -30 ---- ---- PreCloseTICK665 TICKscore -3 CumAdj TICK 28 NYSE TRIN 1.56 1.56 1.56 1.56 ---- ---- Dow Indus 10510.0 10427.6 10441.1 -10.88/0% 0%/0% DJIA@10:30 10490.0 DJIA@3:00 10448.8 LstHour Ind -45.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 511.97 512.13 515.35 513.66 511.88 509.33 Upper Band 518.79 519.16 519.35 519.29 519.64 519.62 Lower Band 506.81 506.86 506.95 506.29 505.12 504.94 VIX 20.54 21.49 21.15 21.59 22.32 22.66 Upper Band 24.43 24.43 24.51 24.62 24.89 24.94 Lower Band 19.58 19.77 19.83 19.93 19.93 19.96 NDX 1800.82 1798.21 1809.09 1792.06 1799.37 1789.70 Upper Band 1812.78 1815.07 1816.59 1813.82 1813.49 1811.99 Lower Band 1761.63 1760.47 1759.89 1760.61 1759.05 1758.91 VXN 21.95 22.46 22.03 22.38 23.13 23.28 Upper Band 25.21 25.21 25.23 25.22 25.33 25.32 Lower Band 20.73 20.76 20.81 20.90 20.96 20.96 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7180.77 7141.44 7186.49 7125.12 7104.5 7067.62 Tot Issues 3172 3178 3183 3158 3165 3161 Advancers 1980 1208 2256 2027 1835 1678 % of Total 62.4% 38.0% 70.9% 64.2% 58.0% 53.1% Decliners 1076 1847 790 1037 1199 1351 % of Total 33.9% 58.1% 24.8% 32.8% 37.9% 42.7% Unchanged 116 123 137 94 131 113 New Highs 285 220 298 220 207 132 New Lows 3 3 3 6 5 7 Adv Volume 613878 389726 740597 677768 655460 550181 % of Total 52.6% 33.0% 68.8% 66.2% 61.7% 50.8% Decl Volume 518886 772408 308164 318887 383959 514592 % of Total 44.5% 65.5% 28.6% 31.1% 36.2% 47.5% Total Vol 1166400 1179264 1076304 1024218 1062109 1082555 Unch Volume 33636 17130 27543 27563 22690 17782 ARMS Index 1.56 1.30 1.19 0.92 0.9 1.16 5 Day ARMS 5.87 5.47 6.5 6.81 6.78 7.23 McClellanOs 92 65 123 67 29 4 McClellanSm 2776 2684 2619 2496 2429 2401 Cumul TICK 32026 5463 70804 59472 34547 23984 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2206.91 2201.05 2212.1 2190.31 2190.86 2183.73 Tot Issues 2852 2850 2863 2836 2824 2831 Advancers 1565 1021 1815 1559 1018 1315 % of Total 54.9% 35.8% 63.4% 55.0% 36.0% 46.5% Decliners 1098 1663 851 1063 1615 1295 % of Total 38.5% 58.4% 29.7% 37.5% 57.2% 45.7% Unchanged 189 166 197 214 191 221 New Highs 143 130 111 56 88 47 New Lows 19 19 10 15 17 21 Adv Volume 1273123 699424 1450246 887928 1029647 1178630 % of Total 62.9% 35.9% 78.7% 50.6% 52.9% 61.8% Decl Volume 731808 1215855 361647 835227 880220 644858 % of Total 36.2% 62.4% 19.6% 47.6% 45.2% 33.8% Total Vol 2022440 1946966 1841891 1754431 1946372 1906219 Unch Volume 17509 31687 29998 31276 36505 82731 ARMS Index 0.82 1.07 0.53 1.38 0.54 0.56 5 Day ARMS 4.34 4.08 3.75 4.28 3.79 4.1 McClellanOs 50 27 64 14 -17 10 McClellanSm 326 276 249 185 171 188 Cumul TICK -4325 159 15998 -10169 -33685 1287 ****************************************************************************** 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