****************************************************************************** July 30th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 976.01 996.68 976.01 986.75 11.6/1% 1%/7% S&P100 455.58 464.97 455.58 460.06 4.88/1% 1%/7% VIX 25.4 25.76 24.85 25.4 -0.21/-1% 10%/-3% Nasdaq100 1614.11 1632.97 1606.72 1609.87 10.26/1% 1%/9% VXN 25.68 26.67 25.32 26.63 0.41/2% 8%/-1% NYSE TICK 295 1253 -1023 929 ---- ---- PreCloseTICK363 TICKscore 18 CumAdj TICK 302 NYSE TRIN 1.63 1.63 1.63 1.63 ---- ---- Dow Indus 9246.4 9072.6 9154.5 83.74/1% 1%/8% DJIA@10:30 9222.3 DJIA@3:00 9213.6 LstHour Ind -210.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 460.06 455.18 456.38 457.34 456.41 455.61 Upper Band 471.90 468.80 466.29 463.41 459.80 455.95 Lower Band 402.23 402.46 402.41 402.98 403.75 404.91 VIX 25.40 25.61 25.01 24.28 23.09 23.43 Upper Band 31.29 31.32 31.35 31.35 31.35 31.27 Lower Band 21.05 21.11 21.15 21.18 21.35 21.75 NDX 1609.87 0.00 1605.47 0.00 1599.06 1601.52 Upper Band 1666.42 2112.85 1641.21 2091.57 1610.79 1593.06 Lower Band 1359.88 740.63 1360.00 737.54 1366.33 1371.75 VXN 26.63 26.22 25.35 25.65 24.67 25.87 Upper Band 31.24 31.25 31.26 31.27 31.28 31.29 Lower Band 22.24 22.25 22.28 22.39 22.46 22.71 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6384.31 6280.57 6328.67 6364.66 6337.46 6302.52 Tot Issues 3160 3163 3181 3155 3164 3168 Advancers 2432 1224 1437 1932 1915 2592 % of Total 77.0% 38.7% 45.2% 61.2% 60.5% 81.8% Decliners 635 1843 1566 1082 1134 510 % of Total 20.1% 58.3% 49.2% 34.3% 35.8% 16.1% Unchanged 93 96 178 141 115 66 New Highs 127 83 82 97 63 108 New Lows 7 2 2 1 4 2 Adv Volume 943749 467441 614935 653191 640509 1155279 % of Total 69.6% 40.9% 49.5% 62.7% 62.6% 83.1% Decl Volume 401314 667205 617532 374751 357313 225133 % of Total 29.6% 58.3% 49.8% 35.9% 34.9% 16.2% Total Vol 1356359 1143623 1241236 1042435 1023367 1390384 Unch Volume 11296 8977 8769 14493 25545 9972 ARMS Index 1.63 0.95 0.92 1.02 0.94 0.99 5 Day ARMS 5.46 4.82 4.85 5.6 5.58 5.98 McClellanOs 157 97 168 220 223 230 McClellanSm 4285 4128 4031 3863 3643 3420 Cumul TICK 67762 22231 37546 63422 57332 117308 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1984.3 1967.76 1975.51 1967.89 1965.96 1973.6 Tot Issues 2815 2796 2820 2822 2798 2825 Advancers 1805 983 1426 1479 1465 2080 % of Total 64.1% 35.2% 50.6% 52.4% 52.4% 73.6% Decliners 799 1607 1187 1123 1187 628 % of Total 28.4% 57.5% 42.1% 39.8% 42.4% 22.2% Unchanged 211 206 207 220 146 117 New Highs 115 50 65 86 69 119 New Lows 5 5 4 5 11 9 Adv Volume 1576199 936056 1332573 1383823 1162562 2439125 % of Total 62.4% 45.2% 60.4% 64.6% 52.1% 80.7% Decl Volume 925693 1120446 836455 734486 999596 541512 % of Total 36.7% 54.1% 37.9% 34.3% 44.8% 17.9% Total Vol 2525679 2072653 2206857 2141690 2232923 3021439 Unch Volume 23787 16151 37829 23381 70765 40802 ARMS Index 1.33 0.73 0.75 0.7 1.06 0.74 5 Day ARMS 4.57 3.98 4.01 3.8 3.55 3.08 McClellanOs 106 70 123 134 140 150 McClellanSm 2007 1901 1831 1708 1574 1434 Cumul TICK 35006 21900 4371 -2259 25796 35354 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 24-Jul 17-Jul 10-Jul 2-Jul 26-Jun 19-Jun ------------------------------------------------------------------------------ AAII Bull 38 29 28 38 28 33 AAII Bear 42 47 55 45 49 46 Market Vane 45 43 41 43 42 43 II Bull 36.7 35.6 42.7 41.4 43.6 44.8 II Bear 35.6 35.6 30.3 29.9 28.7 26.4 OddLot ShRt 35.4 33.5 30.5 27.6 34.7 29.3 ****************************************************************************** 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) 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.