****************************************************************************** September 3rd, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1093.61 1105.1 1093.61 1104.51 14.41/1% 5%/-2% S&P100 494.22 499.09 494.22 498.96 6.46/1% 5%/-2% VIX 21.99 22.78 21.24 21.31 -1.88/-8% -22%/-2% Nasdaq100 1864.03 1870.31 1851.6 1870.31 29.73/2% 6%/-2% VXN 23.93 23.93 21.72 21.95 -1.98/-8% -21%/-4% NYSE TICK 632 1130 -1085 1145 ---- ---- PreCloseTICK-250 TICKscore 8 CumAdj TICK 309 NYSE TRIN 0.35 0.35 0.35 0.35 ---- ---- Dow Indus 10451.2 10321.8 10447.9 127.83/1% 14%/-2% DJIA@10:30 10450.4 DJIA@3:00 10411.0 LstHour Ind -93.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 498.96 492.50 489.04 475.73 475.35 481.95 Upper Band 510.18 512.20 515.10 518.02 519.74 521.26 Lower Band 468.34 467.37 466.34 465.73 467.41 469.52 VIX 21.31 23.19 23.89 26.05 27.21 24.45 Upper Band 28.68 28.61 28.71 28.82 28.75 28.51 Lower Band 21.53 21.65 21.43 21.16 20.89 20.60 NDX 1870.31 1840.58 9999.00 1767.43 1772.07 1791.64 Upper Band 5889.81 5890.79 5892.66 1933.59 1937.98 1942.32 Lower Band -1423.64 -1421.36 -1416.80 1733.29 1741.34 1749.69 VXN 21.95 23.93 24.93 27.45 27.89 26.31 Upper Band 30.06 29.91 29.97 30.09 30.01 29.83 Lower Band 22.43 22.67 22.53 22.25 21.94 21.68 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7055.03 6966.25 6910.98 6704.15 6695.28 6794.91 Tot Issues 3137 3130 3166 3153 3129 3101 Advancers 2370 2149 2668 1688 688 2608 % of Total 75.5% 68.7% 84.3% 53.5% 22.0% 84.1% Decliners 666 878 431 1349 2358 392 % of Total 21.2% 28.1% 13.6% 42.8% 75.4% 12.6% Unchanged 101 103 67 116 83 101 New Highs 244 168 234 140 121 141 New Lows 4 13 10 97 37 74 Adv Volume 846155 796265 1143844 834811 57552 1004555 % of Total 89.4% 82.9% 96.0% 59.5% 7.0% 92.2% Decl Volume 83474 159490 46363 550900 753464 79472 % of Total 8.8% 16.6% 3.9% 39.3% 92.1% 7.3% Total Vol 946134 960590 1191625 1402682 818295 1089707 Unch Volume 16505 4835 1418 16971 7279 5680 ARMS Index 0.35 0.49 0.25 0.83 3.82 0.53 5 Day ARMS 5.74 5.92 7.26 8.18 9.45 6.87 McClellanOs 146 77 21 -101 -132 -50 McClellanSm 2154 2008 1932 1911 2012 2144 Cumul TICK 38310 45344 68478 12471 -67006 56344 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2233.75 2200.01 2176.84 2114.03 2119.97 2153.63 Tot Issues 2751 2729 2752 2752 2746 2742 Advancers 2038 1656 2200 1275 540 2165 % of Total 74.1% 60.7% 79.9% 46.3% 19.7% 79.0% Decliners 597 947 477 1330 2098 470 % of Total 21.7% 34.7% 17.3% 48.3% 76.4% 17.1% Unchanged 116 126 75 147 108 107 New Highs 88 58 47 21 23 22 New Lows 21 34 47 143 78 86 Adv Volume 1468939 1454442 2038898 696814 256822 1971706 % of Total 89.1% 86.5% 95.5% 33.4% 16.2% 91.1% Decl Volume 159360 213291 86125 1361620 1322628 174363 % of Total 9.7% 12.7% 4.0% 65.3% 83.4% 8.1% Total Vol 1647796 1680599 2133971 2084117 1585202 2164640 Unch Volume 19497 12866 8948 25683 5752 18571 ARMS Index 0.37 0.26 0.19 1.87 1.33 0.41 5 Day ARMS 4.02 4.06 6.49 6.83 6.74 6.38 McClellanOs 148 80 43 -60 -76 -7 McClellanSm -375 -524 -604 -647 -588 -512 Cumul TICK 87220 38914 103263 -49685 -63656 112121 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 3-Sep 27-Aug 20-Aug 13-Aug 6-Aug 30-Jul ------------------------------------------------------------------------------ AAII Bull 31 21 30 40 30 40 AAII Bear 42 50 43 30 38 33 Market Vane 43 42 46 50 48 50 II Bull 29.4 33.3 36.7 41.7 38.9 38.2 II Bear 37.7 31.2 31.1 27.5 33.3 34.9 OddLot ShRt 39.8 32.5 378 35.6 38.3 31.9 ****************************************************************************** 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.