****************************************************************************** January 28th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1096.93 1100.22 1078.46 1084.53 -12.97/-1% -1%/-4% S&P100 504.93 506.69 496.76 499.67 -5.87/-1% -1%/-4% VIX 22.79 25.3 22.69 23.73 0.59/3% -13%/19% Nasdaq100 1805.64 1805.85 1762.1 1771.1 -47.8/-3% -1%/-5% VXN 24.5 26.68 24.47 24.91 0.7/3% -12%/22% NYSE TICK 355 1151 -1307 -507 ---- ---- PreCloseTICK-277 TICKscore -13 CumAdj TICK -508 NYSE TRIN 0.83 0.83 0.83 0.83 ---- ---- Dow Indus 1028.8 10055.1 10120.5 -115.7/-1% -1%/-4% DJIA@10:30 10165.1 DJIA@3:00 10136.4 LstHour Ind 55.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 499.67 505.54 502.64 504.54 502.35 514.13 Upper Band 538.66 537.63 537.09 535.86 534.68 532.60 Lower Band 498.06 501.04 502.84 505.35 507.59 510.83 VIX 23.73 23.14 24.55 25.41 27.31 22.27 Upper Band 26.37 25.99 25.67 25.03 24.05 21.88 Lower Band 14.80 14.80 14.75 14.91 15.31 16.79 NDX 1771.10 1818.90 1803.86 1802.39 1794.82 1850.57 Upper Band 1933.35 1926.68 1926.52 1922.44 1915.75 1904.07 Lower Band 1781.85 1798.63 1804.70 1815.39 1827.03 1843.19 VXN 24.91 24.21 25.47 27.04 28.37 23.19 Upper Band 27.52 27.09 26.74 26.08 24.82 22.39 Lower Band 15.48 15.46 15.34 15.42 15.94 17.62 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6956.99 7035.61 7028.32 7073.13 7030.61 7174.46 Tot Issues 3144 3147 3175 3160 3193 3137 Advancers 799 1517 1106 1755 559 649 % of Total 25.4% 48.2% 34.8% 55.5% 17.5% 20.7% Decliners 2236 1515 1965 1289 2530 2401 % of Total 71.1% 48.1% 61.9% 40.8% 79.2% 76.5% Unchanged 109 115 104 116 104 87 New Highs 49 51 75 77 80 173 New Lows 7 15 9 4 6 2 Adv Volume 333227 733383 343750 614970 161475 195203 % of Total 29.8% 56.4% 30.6% 58.6% 10.8% 13.0% Decl Volume 776569 552551 768801 424675 1299730 1298854 % of Total 69.5% 42.5% 68.4% 40.4% 87.3% 86.6% Total Vol 1117035 1300511 1124449 1050108 1489613 1500234 Unch Volume 7239 14577 11898 10463 28408 6177 ARMS Index 0.83 0.75 1.26 0.94 1.78 1.8 5 Day ARMS 5.56 6.53 7.02 6.39 7.52 6.8 McClellanOs -258 -204 -225 -198 -242 -149 McClellanSm 2945 3202 3407 3632 3829 4071 Cumul TICK -34441 -21686 9175 -979 -58477 -48265 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2179 2221.41 2203.73 2210.8 2205.29 2265.7 Tot Issues 2759 2769 2806 2814 2818 2798 Advancers 752 1577 862 1312 704 676 % of Total 27.3% 57.0% 30.7% 46.6% 25.0% 24.2% Decliners 1909 1076 1771 1379 1954 2015 % of Total 69.2% 38.9% 63.1% 49.0% 69.3% 72.0% Unchanged 98 116 173 123 160 107 New Highs 35 35 35 33 42 98 New Lows 17 20 21 8 15 12 Adv Volume 568141 1595540 1024237 1342361 445032 915760 % of Total 20.1% 64.3% 43.4% 62.4% 15.8% 31.6% Decl Volume 2235862 862551 1282955 791756 2355273 1947521 % of Total 79.2% 34.7% 54.3% 36.8% 83.6% 67.2% Total Vol 2823302 2482883 2361260 2150929 2817623 2898913 Unch Volume 19299 24792 54068 16812 17318 35632 ARMS Index 1.55 0.79 0.61 0.56 1.91 0.71 5 Day ARMS 5.42 4.58 4.86 4.93 5.71 4.84 McClellanOs -154 -113 -161 -133 -150 -99 McClellanSm 820 974 1087 1248 1381 1531 Cumul TICK -8815 -19691 -15115 5183 -3935 -51383 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 22-Jan 15-Jan 8-Jan 31-Dec 24-Dec 18-Dec ------------------------------------------------------------------------------ AAII Bull 47 41 49 38 43 42 AAII Bear 27 26 23 38 35 28 Market Vane 58 57 57 57 53 53 II Bull 52.2 53.4 48.3 51.1 52.2 52.2 II Bear 18.9 15.9 16.9 15.6 16.7 16.7 OddLot ShRt 26.8 32.9 28.9 28.5 33.7 33.7 ****************************************************************************** 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.