****************************************************************************** May 20th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1107.34 1107.34 1071.58 1071.59 -43.46/-4% -6%/-11% S&P100 503.19 503.19 487.93 487.93 -19.3/-4% -5%/-11% VIX 41.79 46.37 40.3 45.79 10.47/30% 47%/178% Nasdaq100 1830.17 1839.99 1798.2 1800.12 -73.3/-4% -6%/-12% VXN 37.82 47.25 37.82 46.63 8.84/23% 48%/177% NYSE TICK -354 1195 -1571 -924 ---- ---- PreCloseTICK-631 TICKscore -76 CumAdj TICK -685 NYSE TRIN 4.08 4.08 4.08 4.08 ---- ---- Dow Indus 10440.2 10065.4 10068.0 -376.36/-4%-5%/-10% DJIA@10:30 10157.4 DJIA@3:00 10202.9 LstHour Ind 152.1 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 487.93 507.23 509.19 516.33 516.19 525.32 Upper Band 562.42 561.33 562.53 563.49 564.22 564.13 Lower Band 492.86 500.09 503.17 506.41 508.84 511.78 VIX 45.79 35.32 33.55 30.84 31.24 26.68 Upper Band 42.86 39.48 38.42 37.49 36.73 35.73 Lower Band 11.87 12.31 11.48 10.63 10.03 9.74 NDX 1800.12 1873.42 1887.06 1915.45 1907.10 1945.52 Upper Band 2093.95 2092.38 2096.42 2098.27 2100.06 2099.96 Lower Band 1811.16 1837.24 1849.31 1861.11 1869.13 1879.80 VXN 46.63 37.79 35.48 31.78 31.55 28.05 Upper Band 44.20 40.90 39.52 38.30 37.48 36.54 Lower Band 11.98 12.30 11.54 10.85 10.28 9.84 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6653.00 6927.21 6959.21 7063.83 7077.64 7234.37 Tot Issues 3216 3185 3185 3204 3192 3209 Advancers 168 683 704 1265 391 1109 % of Total 5.2% 21.4% 22.1% 39.5% 12.2% 34.6% Decliners 3015 2440 2408 1862 2749 2010 % of Total 93.8% 76.6% 75.6% 58.1% 86.1% 62.6% Unchanged 33 62 73 77 52 90 New Highs 7 18 44 30 20 99 New Lows 98 42 16 25 22 6 Adv Volume 28661 555897 161856 607558 67183 248844 % of Total 1.3% 34.1% 10.6% 42.1% 4.4% 20.6% Decl Volume 2096936 1042017 1353665 822507 1454893 941828 % of Total 98.6% 63.9% 88.7% 57.1% 95.4% 78.1% Total Vol 2126011 1631091 1525543 1441619 1524580 1205922 Unch Volume 414 33177 10022 11554 2504 15250 ARMS Index 4.08 0.52 2.45 0.92 3.08 2.09 5 Day ARMS 11.05 9.06 9.46 8.79 8.46 7.65 McClellanOs -426 -327 -273 -212 -203 -89 McClellanSm 1400 1826 2154 2427 2639 2843 Cumul TICK -83218 -61418 -62265 -63594 -92474 -1123 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2204.01 2298.37 2317.26 2354.23 2346.85 2394.36 Tot Issues 2835 2828 2824 2837 2817 2824 Advancers 228 654 693 1314 421 988 % of Total 8.0% 23.1% 24.5% 46.3% 14.9% 35.0% Decliners 2554 2085 2031 1412 2312 1729 % of Total 90.1% 73.7% 71.9% 49.8% 82.1% 61.2% Unchanged 53 89 100 111 84 107 New Highs 10 16 56 41 27 120 New Lows 163 82 41 56 29 15 Adv Volume 75091 662930 319150 1387513 276439 501168 % of Total 2.2% 25.1% 12.8% 57.0% 10.4% 21.1% Decl Volume 3258820 1873600 2023392 967532 2297870 1733566 % of Total 95.3% 70.8% 81.3% 39.7% 86.6% 73.0% Total Vol 3420426 2646168 2490312 2434481 2653025 2375251 Unch Volume 86515 109638 147770 79436 78716 140517 ARMS Index 3.87 0.89 2.16 0.65 1.51 1.98 5 Day ARMS 9.08 7.19 6.7 6.28 6.12 7.49 McClellanOs -304 -221 -175 -125 -138 -48 McClellanSm 521 825 1046 1221 1345 1483 Cumul TICK -314909 -217398 197214 6549 -238528 -138448 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 14-May 7-May 30-Apr 23-Apr 16-Apr 9-Apr ------------------------------------------------------------------------------ AAII Bull 37 39 41 38 49 43 AAII Bear 37 29 29 34 30 30 Market Vane 49 53 55 58 58 58 II Bull 47.2 56 54 53.3 51.1 48.9 II Bear 24.7 18.7 18 17.4 18.9 18.9 OddLot ShRt 31.3 35.8 35.9 34.1 29.7 33.3 ****************************************************************************** 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.