****************************************************************************** May 27th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 909.95 913.84 891.87 893.06 -17.27/-2% -1%/4% S&P100 424.23 425.73 415.7 416.39 -7.87/-2% -1%/4% VIX 30.8 32.53 29.62 32.36 1.74/6% 11%/-15% Nasdaq100 1408.59 1428.81 1398.42 1401.88 -10.73/-1% 1%/3% VXN 31.46 32.27 30.44 32.16 0.93/3% 8%/-17% NYSE TICK -65 1134 -1290 -421 ---- ---- PreCloseTICK-330 TICKscore -18 CumAdj TICK -451 NYSE TRIN 1.81 1.81 1.81 1.81 ---- ---- Dow Indus 8495.4 8289.4 8300.0 -173.47/-2%-1%/4% DJIA@10:30 8461.9 DJIA@3:00 8362.6 LstHour Ind -51.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 416.39 424.26 414.48 415.63 422.12 424.24 Upper Band 432.69 434.48 434.91 435.42 436.39 436.95 Lower Band 405.34 401.81 398.93 397.22 394.36 390.86 VIX 32.36 30.62 32.63 31.35 29.03 28.80 Upper Band 36.73 37.65 38.49 38.93 39.36 39.68 Lower Band 28.43 28.06 27.99 27.97 28.12 28.71 NDX 1401.88 1412.61 1363.17 1367.39 1393.72 1398.05 Upper Band 1436.93 1436.09 1433.06 1432.78 1434.57 1436.03 Lower Band 1342.10 1338.94 1337.71 1339.00 1334.91 1327.65 VXN 32.16 31.23 31.87 31.20 29.90 29.56 Upper Band 37.32 38.25 39.06 39.38 39.81 40.24 Lower Band 28.96 28.67 28.61 28.78 29.04 29.53 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5823.56 5936.58 5789.62 5780.54 5870.39 5872.22 Tot Issues 3168 3150 3140 3159 3162 3163 Advancers 943 2539 1569 808 1602 1855 % of Total 29.8% 80.6% 50.0% 25.6% 50.7% 58.6% Decliners 2148 537 1456 2257 1479 1219 % of Total 67.8% 17.0% 46.4% 71.4% 46.8% 38.5% Unchanged 77 74 115 94 81 89 New Highs 13 12 7 7 14 10 New Lows 5 3 2 4 7 5 Adv Volume 258130 1139102 411833 318076 701946 736568 % of Total 19.4% 83.2% 39.1% 22.8% 45.0% 54.9% Decl Volume 1061865 204672 626078 1066074 837650 588006 % of Total 79.8% 14.9% 59.4% 76.5% 53.7% 43.8% Total Vol 1330346 1369331 1054438 1393582 1559324 1342043 Unch Volume 10351 25557 16527 9432 19728 17469 ARMS Index 1.81 0.85 1.64 1.2 1.29 1.21 5 Day ARMS 6.79 6.19 5.83 6.49 5.94 6.12 McClellanOs -71 7 -89 -91 -1 12 McClellanSm 4269 4339 4332 4421 4512 4512 Cumul TICK -11402 91950 19358 -34940 9412 60046 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1731.08 1750.43 1692.01 1695.25 1727.84 1734.54 Tot Issues 2859 2862 2838 2854 2880 2867 Advancers 944 2118 1218 796 1274 1368 % of Total 33.0% 74.0% 42.9% 27.9% 44.2% 47.7% Decliners 1779 633 1468 1937 1459 1337 % of Total 62.2% 22.1% 51.7% 67.9% 50.7% 46.6% Unchanged 136 111 152 121 147 162 New Highs 32 33 21 16 35 29 New Lows 6 5 5 9 5 4 Adv Volume 769470 1875240 654239 483621 834706 1355013 % of Total 35.9% 90.9% 41.0% 21.8% 36.6% 64.7% Decl Volume 1342715 178558 919239 1714242 1417102 718514 % of Total 62.6% 8.7% 57.6% 77.1% 62.1% 34.3% Total Vol 2144094 2063566 1596668 2223193 2280505 2095684 Unch Volume 31909 9768 23190 25330 28697 22157 ARMS Index 0.93 0.32 1.17 1.46 1.48 0.54 5 Day ARMS 5.36 4.97 5.27 5.08 4.29 6.69 McClellanOs -55 -9 -90 -83 -22 -7 McClellanSm 2143 2199 2207 2297 2380 2403 Cumul TICK -8497 34876 -39423 -31263 9400 16256 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 22-May 15-May 8-May 1-May 24-Apr 16-Apr ------------------------------------------------------------------------------ AAII Bull 34 44 44 36 32 44 AAII Bear 45 35 33 44 39 36 Market Vane 43 43 43 40 40 40 II Bull 40.7 41 40.4 36 39.1 43.2 II Bear 29.1 33.7 31.5 37.2 34.5 34.1 OddLot ShRt 40.1 35.5 40.3 35.4 40.1 34.7 ****************************************************************************** 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) 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.