****************************************************************************** June 4th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 932.49 942.47 929.32 942.46 10.7/1% 3%/2% S&P100 433.68 438.05 432.35 438.04 4.64/1% 2%/3% VIX 31.02 31.02 29.92 30.18 -0.84/-3% 4%/-7% Nasdaq100 1476.28 1493.66 1476.28 1492.74 17.3/1% 4%/5% VXN 31.46 32.03 30.96 31.06 -0.39/-1% 6%/-7% NYSE TICK 155 1375 -927 943 ---- ---- PreCloseTICK905 TICKscore 45 CumAdj TICK 755 NYSE TRIN 1.23 1.23 1.23 1.23 ---- ---- Dow Indus 8751.3 8634.6 8750.2 0.8 3%/3% DJIA@10:30 8681.7 DJIA@3:00 8729.2 LstHour Ind 14.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 438.04 433.40 437.70 436.31 427.56 422.60 Upper Band 439.75 437.86 436.53 433.82 432.00 432.29 Lower Band 408.95 409.73 409.68 410.72 409.75 407.31 VIX 30.18 31.02 29.63 30.04 28.92 31.67 Upper Band 34.28 34.40 34.64 35.04 35.57 36.18 Lower Band 28.20 28.31 28.30 28.39 28.39 28.53 NDX 1492.74 1475.44 1480.31 1477.12 1435.57 1420.31 Upper Band 1495.84 1483.22 1473.84 1462.43 1446.51 1440.63 Lower Band 1316.44 1322.18 1326.39 1332.57 1340.44 1342.20 VXN 31.06 31.45 30.61 30.72 29.44 31.52 Upper Band 35.17 35.31 35.46 35.86 36.20 36.70 Lower Band 28.56 28.63 28.68 28.73 28.82 29.04 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6110.76 6033.90 6182.87 6169.07 6004.07 5917.06 Tot Issues 3156 3154 3150 3180 3156 3174 Advancers 2362 848 1824 2535 2247 2042 % of Total 74.8% 26.9% 57.9% 79.7% 71.2% 64.3% Decliners 700 2212 1246 578 818 1048 % of Total 22.2% 70.1% 39.6% 18.2% 25.9% 33.0% Unchanged 94 94 80 67 91 84 New Highs 17 12 21 31 17 10 New Lows 3 2 3 2 4 6 Adv Volume 970289 162842 726744 1078393 1308154 1017584 % of Total 72.6% 12.4% 52.0% 72.2% 73.7% 74.6% Decl Volume 354598 1139091 660603 332398 442169 339485 % of Total 26.5% 86.8% 47.3% 22.3% 24.9% 24.9% Total Vol 1337383 1312094 1396501 1493233 1774113 1363393 Unch Volume 12496 10161 9154 82442 23790 6324 ARMS Index 1.23 2.68 1.33 1.35 0.93 0.65 5 Day ARMS 7.52 6.94 6.07 5.59 5.88 6.15 McClellanOs 69 4 105 109 32 -27 McClellanSm 4561 4492 4488 4383 4274 4242 Cumul TICK 100479 -29252 53819 58429 45683 10924 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1850.02 1825.92 1836.8 1828.68 1774.33 1751.79 Tot Issues 2855 2829 2848 2870 2876 2854 Advancers 1942 1055 1532 2078 1921 1504 % of Total 68.0% 37.3% 53.8% 72.4% 66.8% 52.7% Decliners 757 1626 1164 673 837 1182 % of Total 26.5% 57.5% 40.9% 23.4% 29.1% 41.4% Unchanged 156 148 152 119 118 168 New Highs 32 25 51 56 35 22 New Lows 1 2 4 8 11 8 Adv Volume 1968049 812779 1245903 2300343 1732732 1613253 % of Total 80.8% 35.8% 52.6% 88.1% 69.3% 72.8% Decl Volume 450196 1440369 1050095 290422 675863 536880 % of Total 18.5% 63.4% 44.4% 11.1% 27.0% 24.2% Total Vol 2435322 2271198 2367141 2611695 2501840 2215304 Unch Volume 17077 18050 71143 20930 93245 65171 ARMS Index 0.59 1.15 1.11 0.39 0.9 0.42 5 Day ARMS 4.14 3.97 3.75 2.96 3.74 4.3 McClellanOs 81 34 80 79 17 -37 McClellanSm 2398 2317 2283 2203 2124 2107 Cumul TICK 23202 -8524 27697 31795 2786 -65454 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 29-May 22-May 15-May 8-May 1-May 24-Apr ------------------------------------------------------------------------------ AAII Bull 40 34 44 44 36 32 AAII Bear 49 45 35 33 44 39 Market Vane 43 43 43 43 40 40 II Bull 40.9 40.7 41 40.4 36 39.1 II Bear 28.4 29.1 33.7 31.5 37.2 34.5 OddLot ShRt 42.2 40.1 35.5 40.3 35.4 40.1 ****************************************************************************** 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.