****************************************************************************** December 28th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1127.53 1130.38 1123.51 1127.78 1.3/0% 1%/3% S&P100 518.71 519.92 517.02 519.13 0.97/0% 1%/2% VIX 20.29 20.53 19.9 19.93 0.46/2% -3%/-19% Nasdaq100 1874.71 1882.58 1868.14 1878.18 8.34/0% 3%/6% VXN 20.53 20.79 20.31 20.45 0.98/5% -2%/-19% NYSE TICK 322 1176 -736 392 ---- ---- PreCloseTICK392 TICKscore 2 CumAdj TICK 21 NYSE TRIN 0.83 0.83 0.83 0.83 ---- ---- Dow Indus 10551.6 10506.3 10547.1 26.98/0% 1%/2% DJIA@10:30 10534.5 DJIA@3:00 10516.2 LstHour Ind 16.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 519.13 518.16 515.44 515.15 513.94 508.73 Upper Band 519.90 518.96 518.73 518.79 518.92 518.82 Lower Band 505.97 505.89 506.02 506.00 505.95 505.54 VIX 19.93 19.47 19.71 19.54 20.49 21.68 Upper Band 24.19 24.69 24.61 24.54 24.43 24.42 Lower Band 18.82 18.81 18.99 19.13 19.41 19.58 NDX 1878.18 1869.84 1851.99 1839.51 1828.79 1807.36 Upper Band 1868.94 1855.84 1841.38 1829.87 1820.38 1813.61 Lower Band 1743.10 1744.93 1751.76 1756.70 1761.53 1761.86 VXN 20.45 19.47 19.67 19.70 20.82 21.78 Upper Band 25.50 25.90 25.73 25.54 25.30 25.20 Lower Band 19.12 19.21 19.56 19.93 20.41 20.68 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7261.24 7255.00 7217.20 7184.18 7147.15 7086.19 Tot Issues 3178 3117 3180 3177 3183 3172 Advancers 1547 2214 2185 1911 2200 1810 % of Total 48.7% 71.0% 68.7% 60.2% 69.1% 57.1% Decliners 1470 759 865 1128 852 1240 % of Total 46.3% 24.4% 27.2% 35.5% 26.8% 39.1% Unchanged 161 144 130 138 131 122 New Highs 404 382 369 283 290 197 New Lows 3 0 2 6 3 6 Adv Volume 387003 258778 477915 554347 816541 1835626 % of Total 54.9% 81.3% 60.8% 58.0% 80.6% 68.5% Decl Volume 304797 53196 295547 382939 189391 801154 % of Total 43.2% 16.7% 37.6% 40.0% 18.7% 29.9% Total Vol 705374 318192 786474 956199 1012954 2679180 Unch Volume 13574 6218 13012 18913 7022 42400 ARMS Index 0.83 0.60 1.56 1.17 0.6 0.64 5 Day ARMS 4.76 4.57 7.05 7.05 7.18 7.77 McClellanOs 146 180 138 96 77 22 McClellanSm 3438 3292 3111 2974 2878 2801 Cumul TICK 36886 50063 87314 1212 52450 28085 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2291.08 2285.69 2269.64 2252.67 2237.66 2211.69 Tot Issues 2864 2764 2844 2830 2868 2857 Advancers 1185 1607 1821 1581 1810 1610 % of Total 41.4% 58.1% 64.0% 55.9% 63.1% 56.4% Decliners 1407 958 833 1084 893 1071 % of Total 49.1% 34.7% 29.3% 38.3% 31.1% 37.5% Unchanged 272 199 190 165 165 176 New Highs 203 182 200 175 141 103 New Lows 13 10 8 19 17 35 Adv Volume 602176 454278 1166988 1190803 1315738 2172536 % of Total 48.9% 71.8% 73.7% 69.1% 72.7% 76.3% Decl Volume 609155 161187 393531 475806 477068 639055 % of Total 49.4% 25.5% 24.9% 27.6% 26.4% 22.4% Total Vol 1232133 632658 1582908 1724202 1808835 2848417 Unch Volume 20802 17193 22389 57593 16029 36826 ARMS Index 0.85 0.6 0.74 0.58 0.73 0.44 5 Day ARMS 3.5 3.09 3.81 3.89 4.38 4.18 McClellanOs 109 139 123 83 64 17 McClellanSm 845 736 596 474 391 327 Cumul TICK -9976 10032 38965 -7596 2208 -12267 ****************************************************************************** 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.