****************************************************************************** December 29th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1128.55 1130.38 1126.08 1126.19 -1.59/0% 1%/3% S&P100 519.65 520.48 518.7 518.75 -0.38/0% 1%/2% VIX 19.87 20.12 19.62 20.01 0.08/0% 2%/-18% Nasdaq100 1879.72 1881.06 1871.13 1872.02 -6.16/0% 2%/6% VXN 20.35 20.6 20.35 20.43 -0.02/0% 4%/-17% NYSE TICK 233 846 -616 502 ---- ---- PreCloseTICK-259 TICKscore 0 CumAdj TICK -162 NYSE TRIN 1.56 1.56 1.56 1.56 ---- ---- Dow Indus 10580.3 10544.3 10545.4 -1.67/0% 1%/2% DJIA@10:30 10534.5 DJIA@3:00 10516.2 LstHour Ind 41.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 518.75 519.13 518.16 515.44 515.15 513.94 Upper Band 520.68 519.90 518.96 518.73 518.79 518.92 Lower Band 505.99 505.97 505.89 506.02 506.00 505.95 VIX 20.01 19.93 19.47 19.71 19.54 20.49 Upper Band 23.64 24.19 24.69 24.61 24.54 24.43 Lower Band 18.92 18.82 18.81 18.99 19.13 19.41 NDX 1872.02 1878.18 1869.84 1851.99 1839.51 1828.79 Upper Band 1877.94 1868.94 1855.84 1841.38 1829.87 1820.38 Lower Band 1744.56 1743.10 1744.93 1751.76 1756.70 1761.53 VXN 20.43 20.45 19.47 19.67 19.70 20.82 Upper Band 25.17 25.50 25.90 25.73 25.54 25.30 Lower Band 19.01 19.12 19.21 19.56 19.93 20.41 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7252.19 7261.24 7255.00 7217.2 7184.18 7147.15 Tot Issues 3181 3178 3117 3180 3177 3183 Advancers 1484 1547 2214 2185 1911 2200 % of Total 46.7% 48.7% 71.0% 68.7% 60.2% 69.1% Decliners 1544 1470 759 865 1128 852 % of Total 48.5% 46.3% 24.4% 27.2% 35.5% 26.8% Unchanged 153 161 144 130 138 131 New Highs 242 404 382 369 283 290 New Lows 0 3 0 2 6 3 Adv Volume 237995 387003 258778 477915 554347 816541 % of Total 37.3% 54.9% 81.3% 60.8% 58.0% 80.6% Decl Volume 386519 304797 53196 295547 382939 189391 % of Total 60.5% 43.2% 16.7% 37.6% 40.0% 18.7% Total Vol 638419 705374 318192 786474 956199 1012954 Unch Volume 13905 13574 6218 13012 18913 7022 ARMS Index 1.56 0.83 0.6 1.56 1.17 0.6 5 Day ARMS 5.72 4.76 4.57 7.05 7.05 7.18 McClellanOs 110 146 180 138 96 77 McClellanSm 3548 3438 3292 3111 2974 2878 Cumul TICK 17444 36886 50063 87314 1212 52450 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2288.4 2291.08 2285.69 2269.64 2252.67 2237.66 Tot Issues 2850 2864 2764 2844 2830 2868 Advancers 1323 1185 1607 1821 1581 1810 % of Total 46.4% 41.4% 58.1% 64.0% 55.9% 63.1% Decliners 1321 1407 958 833 1084 893 % of Total 46.4% 49.1% 34.7% 29.3% 38.3% 31.1% Unchanged 206 272 199 190 165 165 New Highs 114 203 182 200 175 141 New Lows 12 13 10 8 19 17 Adv Volume 524100 602176 454278 1166988 1190803 1315738 % of Total 44.5% 48.9% 71.8% 73.7% 69.1% 72.7% Decl Volume 616665 609155 161187 393531 475806 477068 % of Total 52.4% 49.4% 25.5% 24.9% 27.6% 26.4% Total Vol 1177718 1232133 632658 1582908 1724202 1808835 Unch Volume 36953 20802 17193 22389 57593 16029 ARMS Index 1.18 0.85 0.6 0.74 0.58 0.73 5 Day ARMS 3.95 3.5 3.09 3.81 3.89 4.38 McClellanOs 94 109 139 123 83 64 McClellanSm 939 845 736 596 474 391 Cumul TICK 2043 -9976 10032 38965 -7596 2208 ****************************************************************************** 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.