****************************************************************************** December 18th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1097.86 1103.74 1093.88 1102.47 6.39/1% -1%/1% S&P100 506.58 509.21 505.17 508.73 3.02/1% -1%/0% VIX 21.84 23.02 21.68 21.68 -0.83/-4% 3%/-4% Nasdaq100 1794.12 1808.26 1790.14 1807.36 29.09/2% 0%/2% VXN 22.18 22.58 21.74 21.78 -1.06/-5% -1%/-7% NYSE TICK 50 985 -945 249 ---- ---- PreCloseTICK795 TICKscore 4 CumAdj TICK 4 NYSE TRIN 0.64 0.64 0.64 0.64 ---- ---- Dow Indus 10372.4 10263.9 10328.9 20.63/0% -2%/0% DJIA@10:30 10332.3 DJIA@3:00 10309.9 LstHour Ind -5.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 508.73 505.71 511.97 512.13 515.35 513.66 Upper Band 518.82 518.76 518.79 519.16 519.35 519.29 Lower Band 505.54 505.76 506.81 506.86 506.95 506.29 VIX 21.68 22.51 20.54 21.49 21.15 21.59 Upper Band 24.42 24.48 24.43 24.43 24.51 24.62 Lower Band 19.58 19.62 19.58 19.77 19.83 19.93 NDX 1807.36 1778.27 1800.82 1798.21 1809.09 1792.06 Upper Band 1813.61 1810.94 1812.78 1815.07 1816.59 1813.82 Lower Band 1761.86 1761.12 1761.63 1760.47 1759.89 1760.61 VXN 21.78 22.84 21.95 22.46 22.03 22.38 Upper Band 25.20 25.21 25.21 25.21 25.23 25.22 Lower Band 20.68 20.82 20.73 20.76 20.81 20.90 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7086.19 7063.75 7180.77 7141.44 7186.49 7125.12 Tot Issues 3172 3184 3172 3178 3183 3158 Advancers 1810 859 1980 1208 2256 2027 % of Total 57.1% 27.0% 62.4% 38.0% 70.9% 64.2% Decliners 1240 2209 1076 1847 790 1037 % of Total 39.1% 69.4% 33.9% 58.1% 24.8% 32.8% Unchanged 122 116 116 123 137 94 New Highs 197 129 285 220 298 220 New Lows 6 5 3 3 3 6 Adv Volume 1835626 189910 613878 389726 740597 677768 % of Total 68.5% 11.1% 52.6% 33.0% 68.8% 66.2% Decl Volume 801154 1501759 518886 772408 308164 318887 % of Total 29.9% 87.4% 44.5% 65.5% 28.6% 31.1% Total Vol 2679180 1718301 1166400 1179264 1076304 1024218 Unch Volume 42400 26632 33636 17130 27543 27563 ARMS Index 0.64 3.08 1.56 1.3 1.19 0.92 5 Day ARMS 7.77 8.05 5.87 5.47 6.5 6.81 McClellanOs 22 3 92 65 123 67 McClellanSm 2801 2779 2776 2684 2619 2496 Cumul TICK 28085 -19438 32026 5463 70804 59472 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2211.69 2180.05 2206.91 2201.05 2212.1 2190.31 Tot Issues 2857 2827 2852 2850 2863 2836 Advancers 1610 716 1565 1021 1815 1559 % of Total 56.4% 25.3% 54.9% 35.8% 63.4% 55.0% Decliners 1071 1943 1098 1663 851 1063 % of Total 37.5% 68.7% 38.5% 58.4% 29.7% 37.5% Unchanged 176 168 189 166 197 214 New Highs 103 59 143 130 111 56 New Lows 35 27 19 19 10 15 Adv Volume 2172536 407082 1273123 699424 1450246 887928 % of Total 76.3% 21.4% 62.9% 35.9% 78.7% 50.6% Decl Volume 639055 1455829 731808 1215855 361647 835227 % of Total 22.4% 76.4% 36.2% 62.4% 19.6% 47.6% Total Vol 2848417 1904846 2022440 1946966 1841891 1754431 Unch Volume 36826 41935 17509 31687 29998 31276 ARMS Index 0.44 1.32 0.82 1.07 0.53 1.38 5 Day ARMS 4.18 5.12 4.34 4.08 3.75 4.28 McClellanOs 17 -15 50 27 64 14 McClellanSm 327 310 326 276 249 185 Cumul TICK -12267 -41805 -4325 159 15998 -10169 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 18-Dec 11-Dec 4-Dec 27-Nov 20-Nov 13-Nov ------------------------------------------------------------------------------ AAII Bull 42 43 42 42 43 39 AAII Bear 28 35 34 42 32 39 Market Vane 53 54 54 54 54 53 II Bull 52.2 48.4 50 50.6 46.1 44.4 II Bear 16.7 16.5 16.7 17.6 21.3 26.7 OddLot ShRt 33.7 27.9 29.4 27.3 30.5 32.2 ****************************************************************************** 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.