****************************************************************************** September 10th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1032.99 1044.14 1028.04 1044.14 10.77/1% 4%/4% S&P100 478.84 483.27 477.05 483.27 4.32/1% 4%/4% VIX 24.4 24.76 22.82 23.55 -0.77/-3% -13%/-7% Nasdaq100 1668.64 1686.27 1665.49 1686.16 16.93/1% 5%/4% VXN 25.92 25.93 24.61 24.83 -0.94/-4% -12%/-3% NYSE TICK -33 1314 -942 735 ---- ---- PreCloseTICK40 TICKscore 21 CumAdj TICK 529 NYSE TRIN 0.67 0.67 0.67 0.67 ---- ---- Dow Indus 9633.0 9508.2 9627.5 80.26/1% 3%/3% DJIA@10:30 9536.0 DJIA@3:00 9612.7 LstHour Ind 26.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 483.27 478.95 476.18 472.17 466.12 462.83 Upper Band 486.62 484.83 483.91 483.14 482.87 482.89 Lower Band 455.92 456.00 455.16 455.03 454.89 454.60 VIX 23.55 24.32 25.62 25.26 27.10 28.90 Upper Band 28.72 28.64 28.64 28.64 28.64 28.51 Lower Band 22.66 22.92 23.09 23.03 22.98 22.97 NDX 1686.16 1669.23 1654.81 1638.07 1605.98 1594.28 Upper Band 1683.93 1673.13 1665.62 1660.24 1658.13 1658.17 Lower Band 1566.64 1570.78 1570.83 1571.78 1572.03 1571.42 VXN 24.83 25.77 26.43 25.85 28.10 29.38 Upper Band 29.03 29.02 29.03 29.00 29.00 28.76 Lower Band 23.24 23.34 23.37 23.32 23.24 23.30 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6850.81 6772.40 6726.07 6637.13 6546.6 6474.79 Tot Issues 3158 3154 3101 3138 3155 3142 Advancers 2328 2178 2280 2448 2347 1184 % of Total 73.7% 69.1% 73.5% 78.0% 74.4% 37.7% Decliners 717 840 746 586 679 1836 % of Total 22.7% 26.6% 24.1% 18.7% 21.5% 58.4% Unchanged 113 136 75 104 129 122 New Highs 179 173 175 102 75 38 New Lows 1 1 1 2 0 2 Adv Volume 1226840 822700 860893 875422 975803 563456 % of Total 82.1% 66.2% 65.3% 85.9% 84.0% 40.9% Decl Volume 252100 409058 446235 126338 172658 798364 % of Total 16.9% 32.9% 33.9% 12.4% 14.9% 58.0% Total Vol 1494445 1242431 1317680 1019653 1161591 1377175 Unch Volume 15505 10673 10552 17893 13130 15355 ARMS Index 0.67 1.29 1.58 0.6 0.61 0.91 5 Day ARMS 4.75 4.99 7.17 7.03 7.11 7.03 McClellanOs 127 74 29 -36 -131 -230 McClellanSm 4638 4511 4437 4408 4444 4575 Cumul TICK 84741 84368 68738 100694 53946 -3524 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2084.02 2060.39 2037.77 2018.78 1983.2 1967.07 Tot Issues 2806 2812 2758 2805 2796 2807 Advancers 1770 1879 1606 1960 1765 1254 % of Total 63.1% 66.8% 58.2% 69.9% 63.1% 44.7% Decliners 846 745 1017 645 823 1365 % of Total 30.1% 26.5% 36.9% 23.0% 29.4% 48.6% Unchanged 190 188 135 200 208 188 New Highs 107 89 74 31 15 13 New Lows 3 4 4 5 5 9 Adv Volume 1940376 1967074 1574177 1444803 1309128 807824 % of Total 79.2% 78.9% 77.4% 83.9% 70.6% 40.9% Decl Volume 455600 477752 443825 234364 501709 1112426 % of Total 18.6% 19.2% 21.8% 13.6% 27.1% 56.3% Total Vol 2451339 2493936 2032939 1722150 1853458 1974334 Unch Volume 55363 49110 14937 42983 42621 54084 ARMS Index 0.49 0.61 0.45 0.49 0.82 1.27 5 Day ARMS 2.86 3.64 4.7 4.87 4.63 4.38 McClellanOs 99 67 17 -11 -85 -149 McClellanSm 1948 1849 1782 1765 1776 1861 Cumul TICK -64 24425 -8234 10802 -14365 6816 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 4-Sep 28-Aug 14-Aug 7-Aug 31-Jul 24-Jul ------------------------------------------------------------------------------ AAII Bull 38 34 34 51 50 48 AAII Bear 38 49 40 33 35 31 Market Vane 47 49 47 47 48 46 II Bull 50.6 51.6 48.3 49.4 47.2 42.2 II Bear 24.1 19.8 23.1 21.3 25.8 31.1 OddLot ShRt 30.3 28.1 27.5 25.98 26.6 30 ****************************************************************************** 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.