****************************************************************************** August 2nd, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1107.53 1127.3 1107.53 1125.86 24.26/2% 1%/10% S&P100 503.74 512.37 503.74 511.63 11.07/2% 1%/10% VIX 23.07 23.24 21.74 22.01 -1.49/-6% -5%/-27% Nasdaq100 1886.61 1902.67 1879.77 1898.99 34.99/2% 1%/10% VXN 24.52 24.59 23.26 23.48 -1.04/-4% -3%/-27% NYSE TICK 571 1368 -949 722 ---- ---- PreCloseTICK593 TICKscore 26 CumAdj TICK 564 NYSE TRIN 0.38 0.38 0.38 0.38 ---- ---- Dow Indus 10692.2 10468.6 10674.4 208.44/2% 1%/10% DJIA@10:30 10597.0 DJIA@3:00 10678.8 LstHour Ind -135.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 511.63 500.56 501.02 502.97 505.89 504.91 Upper Band 514.61 514.49 515.01 514.58 512.96 510.35 Lower Band 473.11 468.45 464.45 461.55 460.11 460.74 VIX 22.01 23.50 24.13 24.25 23.19 22.73 Upper Band 28.13 29.04 30.72 32.55 33.89 34.06 Lower Band 21.46 21.36 20.61 19.83 19.48 19.89 NDX 1898.99 1864.00 1860.30 1872.62 1888.81 1890.40 Upper Band 1921.60 1922.46 1924.43 1924.04 1918.23 1910.13 Lower Band 1759.15 1741.23 1726.30 1714.58 1709.53 1712.34 VXN 23.48 24.52 25.18 25.03 24.33 24.11 Upper Band 29.52 30.74 32.48 34.02 35.25 35.34 Lower Band 22.30 21.95 21.21 20.67 20.44 20.86 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7174.90 6998.99 6994.57 6999.18 7044.99 7046 Tot Issues 3184 3159 3170 3152 3172 3171 Advancers 2626 1799 1609 1014 1355 2472 % of Total 82.5% 56.9% 50.8% 32.2% 42.7% 78.0% Decliners 484 1259 1445 2045 1716 602 % of Total 15.2% 39.9% 45.6% 64.9% 54.1% 19.0% Unchanged 74 101 116 93 101 97 New Highs 307 152 155 99 244 248 New Lows 5 19 18 10 10 12 Adv Volume 957171 625060 517048 259372 487023 881584 % of Total 92.4% 53.2% 44.1% 25.8% 43.7% 86.5% Decl Volume 66717 532992 629395 729055 615210 128671 % of Total 6.4% 45.3% 53.7% 72.5% 55.1% 12.6% Total Vol 1035840 1175847 1172992 1005516 1115696 1018879 Unch Volume 11952 17795 26549 17089 13463 8624 ARMS Index 0.38 1.22 1.36 1.39 1 0.6 5 Day ARMS 5.35 5.57 5.39 4.7 5.39 5.18 McClellanOs 206 125 123 142 234 300 McClellanSm 2797 2591 2466 2342 2200 1966 Cumul TICK 89628 52469 23496 -29685 4372 89344 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2295.36 2254.7 2251.69 2264.56 2288.25 2296.43 Tot Issues 2803 2768 2750 2737 2769 2787 Advancers 1917 1465 1260 774 1121 2055 % of Total 68.4% 52.9% 45.8% 28.3% 40.5% 73.7% Decliners 770 1192 1360 1852 1502 649 % of Total 27.5% 43.1% 49.5% 67.7% 54.2% 23.3% Unchanged 116 111 130 111 146 83 New Highs 100 43 43 32 100 121 New Lows 24 33 37 33 27 30 Adv Volume 1638906 1093962 790636 534210 598671 1921171 % of Total 83.9% 51.2% 34.0% 28.9% 29.0% 88.8% Decl Volume 297693 1010830 1500318 1288218 1373488 231009 % of Total 15.2% 47.3% 64.5% 69.7% 66.5% 10.7% Total Vol 1953209 2138616 2324590 1848521 2065390 2164288 Unch Volume 16610 33824 33636 26093 93231 12108 ARMS Index 0.45 1.14 1.76 1.01 1.71 0.38 5 Day ARMS 6.07 6 6.38 5.36 6.17 5.27 McClellanOs 141 92 86 100 173 216 McClellanSm 223 83 -9 -95 -194 -367 Cumul TICK 93874 -16878 92104 -38583 58055 215926 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 30-Jul 23-Jul 16-Jul 9-Jul 2-Jul 25-Jun ------------------------------------------------------------------------------ AAII Bull 40 32 39 21 25 35 AAII Bear 33 45 38 57 42 32 Market Vane 50 44 46 39 40 47 II Bull 38.2 35.6 32.6 37 41.1 41.1 II Bear 34.9 35.6 34.8 34.8 33.3 31.1 OddLot ShRt 31.9 36.6 32.9 30.4 33.9 29 ****************************************************************************** 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. 18952 2270 1067 16682 13757830 3 40 33 50 38.2 34.9 31.9