****************************************************************************** October 30th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1065.41 1065.41 1033.38 1036.19 -29.92/-3% -3%/1% S&P100 495.74 495.74 481.09 482.31 -13.74/-3% -2%/1% VIX 24.76 31.59 24.76 30.69 5.93/24% 26%/7% Nasdaq100 1707.92 1712.93 1663.94 1667.13 -44.14/-3% -5%/0% VXN 25.4 30.47 25.29 29.81 4.41/17% 22%/3% NYSE TICK -248 934 -1393 -375 ---- ---- PreCloseTICK-628 TICKscore -61 CumAdj TICK -1014 NYSE TRIN 2.89 2.89 2.89 2.89 ---- ---- Dow Indus 9962.1 9684.5 9712.7 -249.85/-3%-2%/2% DJIA@10:30 9888.0 DJIA@3:00 9728.9 LstHour Ind 58.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 482.31 496.05 486.50 494.16 494.21 500.00 Upper Band 511.85 513.03 514.11 514.05 513.97 513.90 Lower Band 480.75 478.89 475.88 476.13 475.81 475.63 VIX 30.69 24.76 27.91 24.83 24.31 22.27 Upper Band 28.88 28.26 28.85 28.45 28.48 28.53 Lower Band 18.78 19.20 18.96 19.13 19.13 19.14 NDX 1667.13 1711.27 1682.06 1722.46 1746.75 1753.63 Upper Band 1785.47 1786.29 1789.82 1788.48 1788.36 1786.54 Lower Band 1670.19 1668.90 1660.89 1665.92 1665.56 1665.16 VXN 29.81 25.40 28.27 25.40 24.52 22.62 Upper Band 29.28 29.07 29.65 29.35 29.42 29.55 Lower Band 19.84 19.97 19.75 19.87 19.87 19.90 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6739.45 6955.31 6765.69 6932.04 6960.09 7066.8 Tot Issues 3154 3156 3165 3159 3160 3160 Advancers 397 2508 318 1076 733 739 % of Total 12.6% 79.5% 10.0% 34.1% 23.2% 23.4% Decliners 2682 565 2785 1977 2313 2317 % of Total 85.0% 17.9% 88.0% 62.6% 73.2% 73.3% Unchanged 75 83 62 106 114 104 New Highs 31 30 28 63 129 182 New Lows 15 9 16 11 8 2 Adv Volume 80561 1293901 155512 419591 168870 147355 % of Total 4.9% 89.0% 9.3% 30.0% 12.2% 11.5% Decl Volume 1570926 150070 1515136 913191 1213152 1054464 % of Total 95.0% 10.3% 90.3% 65.4% 87.4% 82.6% Total Vol 1653136 1453211 1678439 1396390 1388158 1277081 Unch Volume 1649 9240 7791 63608 6136 75262 ARMS Index 2.89 0.51 1.11 1.18 2.28 2.28 5 Day ARMS 7.97 7.36 7.56 7.81 8.41 7.38 McClellanOs -308 -214 -351 -250 -223 -150 McClellanSm 2805 3113 3327 3678 3928 4151 Cumul TICK -91397 66031 -110640 -19621 -76376 -31882 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2045.11 2097.55 2059.61 2116.09 2141.85 2154.47 Tot Issues 2823 2817 2820 2818 2832 2801 Advancers 492 1884 397 869 754 604 % of Total 17.4% 66.9% 14.1% 30.8% 26.6% 21.6% Decliners 2166 764 2268 1777 1882 2027 % of Total 76.7% 27.1% 80.4% 63.1% 66.5% 72.4% Unchanged 165 169 155 172 196 170 New Highs 21 12 10 29 81 93 New Lows 36 27 36 24 22 12 Adv Volume 203954 1973792 213446 329122 692410 673958 % of Total 7.8% 85.8% 7.7% 13.8% 29.9% 27.6% Decl Volume 2396271 300983 2546707 2020419 1602601 1723688 % of Total 91.8% 13.1% 92.0% 84.7% 69.2% 70.6% Total Vol 2610284 2301376 2769570 2384629 2316217 2441925 Unch Volume 10059 26601 9417 35088 21206 44279 ARMS Index 2.67 0.38 2.09 3 0.93 0.76 5 Day ARMS 9.07 7.16 7.6 6.87 4.68 4.49 McClellanOs -221 -162 -254 -187 -163 -121 McClellanSm 625 846 1008 1262 1449 1611 Cumul TICK -9323 -27261 -9248 -12204 -3259 -42501 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 30-Oct 23-Oct 16-Oct 9-Oct 2-Oct 25-Sep ------------------------------------------------------------------------------ AAII Bull 34 41 47 35 44 39 AAII Bear 42 36 34 41 36 45 Market Vane 51 53 52 51 52 51 II Bull 48.3 49.5 47.2 48.9 50.6 46.7 II Bear 22.5 23.1 26.4 24.4 23.6 24.4 OddLot ShRt 36.3 30.2 34.9 35.8 46.6 35.1 ****************************************************************************** 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.