****************************************************************************** August 3rd, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1125.34 1125.44 1116.76 1120.46 -5.4/0% 1%/9% S&P100 511.37 511.65 508.14 509.85 -1.78/0% 1%/9% VIX 22.44 23.06 21.98 22.63 0.62/3% -7%/-24% Nasdaq100 1898.46 1898.63 1881.58 1891.81 -7.18/0% 1%/9% VXN 23.48 24.65 23.48 23.61 0.13/1% -6%/-25% NYSE TICK -505 1172 -1018 48 ---- ---- PreCloseTICK408 TICKscore 18 CumAdj TICK -17 NYSE TRIN 1.53 1.53 1.53 1.53 ---- ---- Dow Indus 10677.0 10601.0 10636.4 -38/0% 1%/9% DJIA@10:30 10636.2 DJIA@3:00 10650.7 LstHour Ind 23.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 509.85 511.63 500.56 501.02 502.97 505.89 Upper Band 513.74 514.61 514.49 515.01 514.58 512.96 Lower Band 478.26 473.11 468.45 464.45 461.55 460.11 VIX 22.63 22.01 23.50 24.13 24.25 23.19 Upper Band 27.01 28.13 29.04 30.72 32.55 33.89 Lower Band 21.88 21.46 21.36 20.61 19.83 19.48 NDX 1891.81 1898.99 1864.00 1860.30 1872.62 1888.81 Upper Band 1915.63 1921.60 1922.46 1924.43 1924.04 1918.23 Lower Band 1780.83 1759.15 1741.23 1726.30 1714.58 1709.53 VXN 23.61 23.48 24.52 25.18 25.03 24.33 Upper Band 28.07 29.52 30.74 32.48 34.02 35.25 Lower Band 22.95 22.30 21.95 21.21 20.67 20.44 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7146.99 7174.90 6998.99 6994.57 6999.18 7044.99 Tot Issues 3156 3184 3159 3170 3152 3172 Advancers 1185 2626 1799 1609 1014 1355 % of Total 37.5% 82.5% 56.9% 50.8% 32.2% 42.7% Decliners 1863 484 1259 1445 2045 1716 % of Total 59.0% 15.2% 39.9% 45.6% 64.9% 54.1% Unchanged 108 74 101 116 93 101 New Highs 214 307 152 155 99 244 New Lows 7 5 19 18 10 10 Adv Volume 288015 957171 625060 517048 259372 487023 % of Total 28.8% 92.4% 53.2% 44.1% 25.8% 43.7% Decl Volume 691118 66717 532992 629395 729055 615210 % of Total 69.1% 6.4% 45.3% 53.7% 72.5% 55.1% Total Vol 1000543 1035840 1175847 1172992 1005516 1115696 Unch Volume 21410 11952 17795 26549 17089 13463 ARMS Index 1.53 0.38 1.22 1.36 1.39 1 5 Day ARMS 5.88 5.35 5.57 5.39 4.7 5.39 McClellanOs 133 206 125 123 142 234 McClellanSm 2930 2797 2591 2466 2342 2200 Cumul TICK 35432 89628 52469 23496 -29685 4372 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2283.52 2295.36 2254.7 2251.69 2264.56 2288.25 Tot Issues 2767 2803 2768 2750 2737 2769 Advancers 948 1917 1465 1260 774 1121 % of Total 34.3% 68.4% 52.9% 45.8% 28.3% 40.5% Decliners 1711 770 1192 1360 1852 1502 % of Total 61.8% 27.5% 43.1% 49.5% 67.7% 54.2% Unchanged 108 116 111 130 111 146 New Highs 64 100 43 43 32 100 New Lows 33 24 33 37 33 27 Adv Volume 499196 1638906 1093962 790636 534210 598671 % of Total 25.0% 83.9% 51.2% 34.0% 28.9% 29.0% Decl Volume 1477350 297693 1010830 1500318 1288218 1373488 % of Total 74.0% 15.2% 47.3% 64.5% 69.7% 66.5% Total Vol 1997039 1953209 2138616 2324590 1848521 2065390 Unch Volume 20493 16610 33824 33636 26093 93231 ARMS Index 1.64 0.45 1.14 1.76 1.01 1.71 5 Day ARMS 6 6.07 6 6.38 5.36 6.17 McClellanOs 86 141 92 86 100 173 McClellanSm 309 223 83 -9 -95 -194 Cumul TICK 2414 93874 -16878 92104 -38583 58055 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 30-Jul 23-Jul 16-Jul 9-Jul 2-Jul 25-Jun ------------------------------------------------------------------------------ AAII Bull 40 32 39 21 25 35 AAII Bear 33 45 38 57 42 32 Market Vane 50 44 46 39 40 47 II Bull 38.2 35.6 32.6 37 41.1 41.1 II Bear 34.9 35.6 34.8 34.8 33.3 31.1 OddLot ShRt 31.9 36.6 32.9 30.4 33.9 29 ****************************************************************************** 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) 2010 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 13757830 3 40 33 50 38.2 34.9 31.9