****************************************************************************** December 22nd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1114.51 1120.27 1114.51 1118.02 3.97/0% 1%/1% S&P100 514.19 516.56 514.19 515.15 1.21/0% 1%/0% VIX 20.39 20.4 19.54 19.54 -0.95/-5% -5%/-8% Nasdaq100 1833.72 1841.64 1832.1 1839.51 10.72/1% 2%/3% VXN 20.69 20.81 19.7 19.7 -1.12/-5% -10%/-11% NYSE TICK 131 758 -750 37 ---- ---- PreCloseTICK7 TICKscore 0 CumAdj TICK -307 NYSE TRIN 1.17 1.17 1.17 1.17 ---- ---- Dow Indus 10479.8 10414.6 10464.9 50.79/0% 0%/0% DJIA@10:30 10475.2 DJIA@3:00 10460.2 LstHour Ind -56.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 515.15 513.94 508.73 505.71 511.97 512.13 Upper Band 518.79 518.92 518.82 518.76 518.79 519.16 Lower Band 506.00 505.95 505.54 505.76 506.81 506.86 VIX 19.54 20.49 21.68 22.51 20.54 21.49 Upper Band 24.54 24.43 24.42 24.48 24.43 24.43 Lower Band 19.13 19.41 19.58 19.62 19.58 19.77 NDX 1839.51 1828.79 1807.36 1778.27 1800.82 1798.21 Upper Band 1829.87 1820.38 1813.61 1810.94 1812.78 1815.07 Lower Band 1756.70 1761.53 1761.86 1761.12 1761.63 1760.47 VXN 19.70 20.82 21.78 22.84 21.95 22.46 Upper Band 25.54 25.30 25.20 25.21 25.21 25.21 Lower Band 19.93 20.41 20.68 20.82 20.73 20.76 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7184.18 7147.15 7086.19 7063.75 7180.77 7141.44 Tot Issues 3177 3183 3172 3184 3172 3178 Advancers 1911 2200 1810 859 1980 1208 % of Total 60.2% 69.1% 57.1% 27.0% 62.4% 38.0% Decliners 1128 852 1240 2209 1076 1847 % of Total 35.5% 26.8% 39.1% 69.4% 33.9% 58.1% Unchanged 138 131 122 116 116 123 New Highs 283 290 197 129 285 220 New Lows 6 3 6 5 3 3 Adv Volume 554347 816541 1835626 189910 613878 389726 % of Total 58.0% 80.6% 68.5% 11.1% 52.6% 33.0% Decl Volume 382939 189391 801154 1501759 518886 772408 % of Total 40.0% 18.7% 29.9% 87.4% 44.5% 65.5% Total Vol 956199 1012954 2679180 1718301 1166400 1179264 Unch Volume 18913 7022 42400 26632 33636 17130 ARMS Index 1.17 0.60 0.64 3.08 1.56 1.3 5 Day ARMS 7.05 7.18 7.77 8.05 5.87 5.47 McClellanOs 96 77 22 3 92 65 McClellanSm 2974 2878 2801 2779 2776 2684 Cumul TICK 1212 52450 28085 -19438 32026 5463 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2252.67 2237.66 2211.69 2180.05 2206.91 2201.05 Tot Issues 2830 2868 2857 2827 2852 2850 Advancers 1581 1810 1610 716 1565 1021 % of Total 55.9% 63.1% 56.4% 25.3% 54.9% 35.8% Decliners 1084 893 1071 1943 1098 1663 % of Total 38.3% 31.1% 37.5% 68.7% 38.5% 58.4% Unchanged 165 165 176 168 189 166 New Highs 175 141 103 59 143 130 New Lows 19 17 35 27 19 19 Adv Volume 1190803 1315738 2172536 407082 1273123 699424 % of Total 69.1% 72.7% 76.3% 21.4% 62.9% 35.9% Decl Volume 475806 477068 639055 1455829 731808 1215855 % of Total 27.6% 26.4% 22.4% 76.4% 36.2% 62.4% Total Vol 1724202 1808835 2848417 1904846 2022440 1946966 Unch Volume 57593 16029 36826 41935 17509 31687 ARMS Index 0.58 0.73 0.44 1.32 0.82 1.07 5 Day ARMS 3.89 4.38 4.18 5.12 4.34 4.08 McClellanOs 83 64 17 -15 50 27 McClellanSm 474 391 327 310 326 276 Cumul TICK -7596 2208 -12267 -41805 -4325 159 ****************************************************************************** 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. 18952 2270 1067 16682 13202568 3.4 43 35 53 52.2 16.7 33.7