****************************************************************************** May 21st, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1067.26 1090.16 1055.9 1087.69 16.1/2% -4%/-11% S&P100 485.77 495.19 480.55 494.31 6.38/1% -4%/-11% VIX 47.66 48.2 38.95 40.1 -5.69/-12% 30%/141% Nasdaq100 1772.34 1834.69 1767.94 1822.77 22.65/1% -5%/-11% VXN 46.61 48.89 40.12 42.81 -3.82/-8% 35%/158% NYSE TICK -217 1431 -1419 -176 ---- ---- PreCloseTICK1091 TICKscore 47 CumAdj TICK 720 NYSE TRIN 0.34 0.34 0.34 0.34 ---- ---- Dow Indus 10198.5 9918.8 10193.4 125.38/1% -4%/-9% DJIA@10:30 10022.4 DJIA@3:00 10092.7 LstHour Ind 146.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 494.31 487.93 507.23 509.19 516.33 516.19 Upper Band 560.45 562.42 561.33 562.53 563.49 564.22 Lower Band 489.00 492.86 500.09 503.17 506.41 508.84 VIX 40.10 45.79 35.32 33.55 30.84 31.24 Upper Band 44.16 42.86 39.48 38.42 37.49 36.73 Lower Band 12.91 11.87 12.31 11.48 10.63 10.03 NDX 1822.77 1800.12 1873.42 1887.06 1915.45 1907.10 Upper Band 2084.96 2093.95 2092.38 2096.42 2098.27 2100.06 Lower Band 1796.90 1811.16 1837.24 1849.31 1861.11 1869.13 VXN 42.81 46.63 37.79 35.48 31.78 31.55 Upper Band 45.84 44.20 40.90 39.52 38.30 37.48 Lower Band 12.96 11.98 12.30 11.54 10.85 10.28 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6775.45 6653.00 6927.21 6959.21 7063.83 7077.64 Tot Issues 3214 3216 3185 3185 3204 3192 Advancers 2384 168 683 704 1265 391 % of Total 74.2% 5.2% 21.4% 22.1% 39.5% 12.2% Decliners 745 3015 2440 2408 1862 2749 % of Total 23.2% 93.8% 76.6% 75.6% 58.1% 86.1% Unchanged 85 33 62 73 77 52 New Highs 11 7 18 44 30 20 New Lows 102 98 42 16 25 22 Adv Volume 2068389 28661 555897 161856 607558 67183 % of Total 89.9% 1.3% 34.1% 10.6% 42.1% 4.4% Decl Volume 222787 2096936 1042017 1353665 822507 1454893 % of Total 9.7% 98.6% 63.9% 88.7% 57.1% 95.4% Total Vol 2301797 2126011 1631091 1525543 1441619 1524580 Unch Volume 10621 414 33177 10022 11554 2504 ARMS Index 0.34 4.08 0.52 2.45 0.92 3.08 5 Day ARMS 8.31 11.05 9.06 9.46 8.79 8.46 McClellanOs -285 -426 -327 -273 -212 -203 McClellanSm 1115 1400 1826 2154 2427 2639 Cumul TICK 49874 -83218 -61418 -62265 -63594 -92474 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2229.04 2204.01 2298.37 2317.26 2354.23 2346.85 Tot Issues 2811 2835 2828 2824 2837 2817 Advancers 1754 228 654 693 1314 421 % of Total 62.4% 8.0% 23.1% 24.5% 46.3% 14.9% Decliners 952 2554 2085 2031 1412 2312 % of Total 33.9% 90.1% 73.7% 71.9% 49.8% 82.1% Unchanged 105 53 89 100 111 84 New Highs 10 10 16 56 41 27 New Lows 142 163 82 41 56 29 Adv Volume 2479309 75091 662930 319150 1387513 276439 % of Total 73.1% 2.2% 25.1% 12.8% 57.0% 10.4% Decl Volume 827448 3258820 1873600 2023392 967532 2297870 % of Total 24.4% 95.3% 70.8% 81.3% 39.7% 86.6% Total Vol 3389671 3420426 2646168 2490312 2434481 2653025 Unch Volume 82914 86515 109638 147770 79436 78716 ARMS Index 0.61 3.87 0.89 2.16 0.65 1.51 5 Day ARMS 8.18 9.08 7.19 6.7 6.28 6.12 McClellanOs -218 -304 -221 -175 -125 -138 McClellanSm 303 521 825 1046 1221 1345 Cumul TICK -172226 -314909 -217398 197214 6549 -238528 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 21-May 14-May 7-May 30-Apr 23-Apr 16-Apr ------------------------------------------------------------------------------ AAII Bull 41 37 39 41 38 49 AAII Bear 34 37 29 29 34 30 Market Vane 46 49 53 55 58 58 II Bull 43.8 47.2 56 54 53.3 51.1 II Bear 24.7 24.7 18.7 18 17.4 18.9 OddLot ShRt 31.9 31.3 35.8 35.9 34.1 29.7 ****************************************************************************** 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) 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.