****************************************************************************** December 30th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1125.53 1126.42 1121.94 1126.42 0.23/0% 1%/2% S&P100 518.4 519.01 516.96 518.9 0.15/0% 1%/0% VIX 20.36 20.44 19.93 19.96 -0.05/0% 1%/-9% Nasdaq100 1872.63 1881.15 1869.6 1878.65 6.63/0% 1%/5% VXN 20.86 20.9 20.47 20.52 0.09/0% 4%/-12% NYSE TICK -200 1049 -1043 819 ---- ---- PreCloseTICK294 TICKscore -1 CumAdj TICK -315 NYSE TRIN 1.41 1.41 1.41 1.41 ---- ---- Dow Indus 10550.7 10505.7 10548.5 3.1/0% 1%/1% DJIA@10:30 10545.9 DJIA@3:00 10538.4 LstHour Ind 9.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 518.90 518.75 519.13 518.16 515.44 515.15 Upper Band 521.11 520.68 519.90 518.96 518.73 518.79 Lower Band 505.81 505.99 505.97 505.89 506.02 506.00 VIX 19.96 20.01 19.93 19.47 19.71 19.54 Upper Band 23.60 23.64 24.19 24.69 24.61 24.54 Lower Band 18.77 18.92 18.82 18.81 18.99 19.13 NDX 1878.65 1872.02 1878.18 1869.84 1851.99 1839.51 Upper Band 1887.91 1877.94 1868.94 1855.84 1841.38 1829.87 Lower Band 1743.68 1744.56 1743.10 1744.93 1751.76 1756.70 VXN 20.52 20.43 20.45 19.47 19.67 19.70 Upper Band 25.06 25.17 25.50 25.90 25.73 25.54 Lower Band 18.85 19.01 19.12 19.21 19.56 19.93 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7241.24 7252.19 7261.24 7255 7217.2 7184.18 Tot Issues 3176 3181 3178 3117 3180 3177 Advancers 1382 1484 1547 2214 2185 1911 % of Total 43.5% 46.7% 48.7% 71.0% 68.7% 60.2% Decliners 1644 1544 1470 759 865 1128 % of Total 51.8% 48.5% 46.3% 24.4% 27.2% 35.5% Unchanged 150 153 161 144 130 138 New Highs 136 242 404 382 369 283 New Lows 3 0 3 0 2 6 Adv Volume 234930 237995 387003 258778 477915 554347 % of Total 36.5% 37.3% 54.9% 81.3% 60.8% 58.0% Decl Volume 393071 386519 304797 53196 295547 382939 % of Total 61.0% 60.5% 43.2% 16.7% 37.6% 40.0% Total Vol 644378 638419 705374 318192 786474 956199 Unch Volume 16377 13905 13574 6218 13012 18913 ARMS Index 1.41 1.56 0.83 0.6 1.56 1.17 5 Day ARMS 5.96 5.72 4.76 4.57 7.05 7.05 McClellanOs 68 110 146 180 138 96 McClellanSm 3616 3548 3438 3292 3111 2974 Cumul TICK 1524 17444 36886 50063 87314 1212 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2291.28 2288.4 2291.08 2285.69 2269.64 2252.67 Tot Issues 2861 2850 2864 2764 2844 2830 Advancers 1392 1323 1185 1607 1821 1581 % of Total 48.7% 46.4% 41.4% 58.1% 64.0% 55.9% Decliners 1268 1321 1407 958 833 1084 % of Total 44.3% 46.4% 49.1% 34.7% 29.3% 38.3% Unchanged 201 206 272 199 190 165 New Highs 92 114 203 182 200 175 New Lows 7 12 13 10 8 19 Adv Volume 713103 524100 602176 454278 1166988 1190803 % of Total 54.3% 44.5% 48.9% 71.8% 73.7% 69.1% Decl Volume 545470 616665 609155 161187 393531 475806 % of Total 41.6% 52.4% 49.4% 25.5% 24.9% 27.6% Total Vol 1312673 1177718 1232133 632658 1582908 1724202 Unch Volume 54100 36953 20802 17193 22389 57593 ARMS Index 0.84 1.18 0.85 0.6 0.74 0.58 5 Day ARMS 4.21 3.95 3.5 3.09 3.81 3.89 McClellanOs 87 94 109 139 123 83 McClellanSm 1027 939 845 736 596 474 Cumul TICK -5732 2043 -9976 10032 38965 -7596 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 24-Dec 18-Dec 11-Dec 4-Dec 27-Nov 20-Nov ------------------------------------------------------------------------------ AAII Bull 43 42 43 42 42 43 AAII Bear 35 28 35 34 42 32 Market Vane 53 53 54 54 54 54 II Bull 52.2 52.2 48.4 50 50.6 46.1 II Bear 16.7 16.7 16.5 16.7 17.6 21.3 OddLot ShRt 33.7 33.7 27.9 29.4 27.3 30.5 ****************************************************************************** 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.