****************************************************************************** January 12th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1143.81 1143.81 1131.77 1136.22 -10.76/-1% 0%/3% S&P100 526.94 526.94 522.28 524.28 -3.48/-1% 0%/2% VIX 17.95 19.46 17.95 18.25 0.12/1% -6%/-18% Nasdaq100 1874.75 1876.37 1852.31 1861.79 -24.45/-1% -1%/4% VXN 19.05 19.75 18.98 19.29 0.37/2% -6%/-17% NYSE TICK -428 1021 -1047 -196 ---- ---- PreCloseTICK-15 TICKscore -5 CumAdj TICK -484 NYSE TRIN 1.75 1.75 1.75 1.75 ---- ---- Dow Indus 10663.1 10568.8 10627.3 -36.73/0% 1%/1% DJIA@10:30 10647.3 DJIA@3:00 10616.5 LstHour Ind 27.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 524.28 n.a 527.76 526.34 524.31 524.60 Upper Band 529.60 528.80 528.80 527.18 525.78 524.31 Lower Band 505.51 505.08 505.08 504.85 504.31 504.60 VIX 18.25 n.a 18.13 19.06 19.16 19.35 Upper Band 22.57 22.77 22.77 22.96 23.44 23.52 Lower Band 17.80 18.01 18.01 18.28 18.26 18.47 NDX 1861.79 n.a 1892.59 1876.72 1878.42 1888.43 Upper Band 1923.89 1925.07 1921.62 1916.65 1914.75 1910.16 Lower Band 1780.50 1772.35 1767.12 1761.79 1753.30 1748.41 VXN 19.29 n.a 18.92 19.99 20.21 20.50 Upper Band 23.13 23.43 23.43 23.64 24.29 24.56 Lower Band 18.49 18.58 18.58 18.80 18.64 18.71 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7370.45 7449.05 7425.35 7393.93 7377.7 7354.87 Tot Issues 3187 3177 3173 3174 3181 3178 Advancers 864 1786 1858 1882 1826 1860 % of Total 27.1% 56.2% 58.6% 59.3% 57.4% 58.5% Decliners 2203 1261 1183 1186 1219 1210 % of Total 69.1% 39.7% 37.3% 37.4% 38.3% 38.1% Unchanged 120 130 132 106 136 108 New Highs 187 523 382 342 451 401 New Lows 1 1 4 3 1 0 Adv Volume 199612 572380 511977 811935 728821 824073 % of Total 18.2% 59.2% 51.5% 68.0% 65.4% 69.1% Decl Volume 888843 379737 474519 375209 368212 361557 % of Total 81.0% 39.3% 47.7% 31.4% 33.1% 30.3% Total Vol 1097137 967192 994749 1193769 1113811 1192541 Unch Volume 8682 15075 8253 6625 16778 6911 ARMS Index 1.75 0.94 1.46 0.73 0.76 0.67 5 Day ARMS 5.64 4.56 4.26 5.01 5.69 6.49 McClellanOs 1 97 101 96 88 84 McClellanSm 4155 4154 4057 3956 3860 3771 Cumul TICK -9635 50382 54759 52021 44101 51257 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2282.31 2312.41 2317.17 2300.05 2301.09 2308.71 Tot Issues 2821 2826 2820 2838 2834 2844 Advancers 736 1299 1666 1562 1192 1188 % of Total 26.1% 46.0% 59.1% 55.0% 42.1% 41.8% Decliners 1912 1344 973 1103 1469 1495 % of Total 67.8% 47.6% 34.5% 38.9% 51.8% 52.6% Unchanged 173 183 181 173 173 161 New Highs 83 211 163 118 185 206 New Lows 6 3 4 4 7 7 Adv Volume 581972 961018 1517069 1218747 1041653 1266813 % of Total 24.6% 46.2% 70.7% 53.7% 46.2% 53.5% Decl Volume 1767656 1048521 556538 1032121 1193349 1022629 % of Total 74.6% 50.5% 25.9% 45.5% 53.0% 43.2% Total Vol 2368327 2077897 2145393 2270057 2253342 2367862 Unch Volume 18699 68358 71786 19189 18340 78420 ARMS Index 1.17 1.05 0.63 1.2 0.93 0.64 5 Day ARMS 4.98 4.45 4.02 5.42 5.06 5.31 McClellanOs 0 72 90 67 53 80 McClellanSm 1540 1540 1467 1378 1311 1258 Cumul TICK -20933 2755 4001 -7248 -16280 6550 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 8-Jan 31-Dec 24-Dec 18-Dec 11-Dec 4-Dec ------------------------------------------------------------------------------ AAII Bull 49 38 43 42 43 42 AAII Bear 23 38 35 28 35 34 Market Vane 57 57 53 53 54 54 II Bull 48.3 51.1 52.2 52.2 48.4 50 II Bear 16.9 15.6 16.7 16.7 16.5 16.7 OddLot ShRt 28.9 28.5 33.7 33.7 27.9 29.4 ****************************************************************************** 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.