****************************************************************************** July 21st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 951.97 956.53 943.22 954.58 3.45/0% 2%/7% S&P100 445.29 447.2 442.15 447.14 2.26/1% 2%/7% VIX 24.28 25.14 23.81 23.87 -0.53/-2% -8%/-23% Nasdaq100 1548.9 1553.01 1530.8 1553.01 9.01/1% 3%/9% VXN 24.69 25.84 24.63 24.68 -0.11/0% -2%/-21% NYSE TICK 12 1258 -1123 909 ---- ---- PreCloseTICK433 TICKscore 6 CumAdj TICK -131 NYSE TRIN 1.67 1.67 1.67 1.67 ---- ---- Dow Indus 8927.1 8811.3 8915.9 67.79/1% 3%/7% DJIA@10:30 8901.2 DJIA@3:00 8882.7 LstHour Ind -19.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 447.14 444.88 441.14 440.78 437.29 424.59 Upper Band 449.02 445.80 443.13 441.01 438.36 436.37 Lower Band 405.70 406.03 407.26 408.17 409.25 410.07 VIX 23.87 24.40 24.34 25.42 25.89 25.02 Upper Band 31.82 32.25 32.20 32.30 32.71 33.31 Lower Band 22.48 22.78 23.19 23.65 23.86 23.94 NDX 1553.01 1544.00 1527.26 1518.87 1500.98 1452.84 Upper Band 1556.39 1542.12 1528.78 1517.11 1506.14 1498.01 Lower Band 1378.91 1380.54 1386.61 1390.93 1395.60 1397.96 VXN 24.68 24.79 24.28 24.80 25.28 26.03 Upper Band 31.94 32.41 32.37 32.39 32.62 32.99 Lower Band 22.95 23.16 23.55 24.10 24.53 24.87 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6154.39 6141.30 6038.11 6043.05 5993.16 5805.58 Tot Issues 3162 3170 3137 3155 3163 3152 Advancers 1625 2362 1507 2133 2802 2139 % of Total 51.4% 74.5% 48.0% 67.6% 88.6% 67.9% Decliners 1432 724 1515 902 306 916 % of Total 45.3% 22.8% 48.3% 28.6% 9.7% 29.1% Unchanged 105 84 115 120 55 97 New Highs 77 67 48 48 44 31 New Lows 3 2 3 7 3 5 Adv Volume 467177 857735 543127 731031 1316789 672177 % of Total 38.7% 76.2% 42.2% 62.3% 96.3% 68.8% Decl Volume 686625 261616 729230 429789 46562 299743 % of Total 56.9% 23.2% 56.6% 36.6% 3.4% 30.7% Total Vol 1205934 1125253 1288237 1173827 1366975 976624 Unch Volume 52132 5902 15880 13007 3624 4704 ARMS Index 1.67 1.00 1.34 1.39 0.32 1.04 5 Day ARMS 5.72 5.09 4.6 5.21 4.55 5.5 McClellanOs 173 202 151 185 153 39 McClellanSm 3030 2857 2654 2504 2318 2165 Cumul TICK 17908 76634 28219 87996 128519 83984 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1916.2 1909.29 1886.61 1885.03 1862.9 1799.73 Tot Issues 2803 2821 2796 2787 2832 2810 Advancers 1152 1834 1106 1673 2263 1516 % of Total 41.1% 65.0% 39.6% 60.0% 79.9% 54.0% Decliners 1489 858 1548 965 475 1130 % of Total 53.1% 30.4% 55.4% 34.6% 16.8% 40.2% Unchanged 162 129 142 149 94 164 New Highs 58 80 60 51 38 20 New Lows 15 10 12 7 2 10 Adv Volume 1248945 1675518 1010205 1530015 2367568 1200516 % of Total 56.6% 81.9% 53.8% 73.8% 93.1% 64.7% Decl Volume 871460 348881 835963 508485 162136 603314 % of Total 39.5% 17.0% 44.5% 24.5% 6.4% 32.5% Total Vol 2205232 2046356 1876761 2072732 2543349 1856916 Unch Volume 84827 21957 30593 34232 13645 53086 ARMS Index 0.54 0.45 0.59 0.58 0.33 0.67 5 Day ARMS 2.49 2.62 2.62 2.81 2.63 3 McClellanOs 73 106 67 104 79 -13 McClellanSm 1193 1120 1014 947 843 764 Cumul TICK -6424 5884 805 25960 44613 11955 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 17-Jul 10-Jul 2-Jul 26-Jun 19-Jun 12-Jun ------------------------------------------------------------------------------ AAII Bull 29 28 38 28 33 39 AAII Bear 47 55 45 49 46 39 Market Vane 43 41 43 42 43 44 II Bull 35.6 42.7 41.4 43.6 44.8 47.7 II Bear 35.6 30.3 29.9 28.7 26.4 23.3 OddLot ShRt 33.5 30.5 27.6 34.7 29.3 33.2 ****************************************************************************** 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.