****************************************************************************** December 24th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1121.07 1126.48 1121.08 1126.48 5.89/1% 2%/1% S&P100 515.67 518.16 515.67 518.16 2.72/1% 2%/0% VIX 19.67 19.67 19.25 19.47 -0.24/-1% -10%/-5% Nasdaq100 1856.06 1869.9 1855.78 1869.84 17.85/1% 3%/4% VXN 19.69 19.82 19.28 19.47 -0.2/-1% -11%/-9% NYSE TICK 192 819 -364 815 ---- ---- PreCloseTICK815 TICKscore 0 CumAdj TICK 551 NYSE TRIN 0.60 0.60 0.60 0.60 ---- ---- Dow Indus 10522.1 10461.7 10520.1 53.66/1% 2%/1% DJIA@10:30 10514.4 DJIA@3:00 10512.5 LstHour Ind -40.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 518.16 515.44 515.15 513.94 508.73 505.71 Upper Band 518.96 518.73 518.79 518.92 518.82 518.76 Lower Band 505.89 506.02 506.00 505.95 505.54 505.76 VIX 19.47 19.71 19.54 20.49 21.68 22.51 Upper Band 24.69 24.61 24.54 24.43 24.42 24.48 Lower Band 18.81 18.99 19.13 19.41 19.58 19.62 NDX 1869.84 1851.99 1839.51 1828.79 1807.36 1778.27 Upper Band 1855.84 1841.38 1829.87 1820.38 1813.61 1810.94 Lower Band 1744.93 1751.76 1756.70 1761.53 1761.86 1761.12 VXN 19.47 19.67 19.70 20.82 21.78 22.84 Upper Band 25.90 25.73 25.54 25.30 25.20 25.21 Lower Band 19.21 19.56 19.93 20.41 20.68 20.82 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7255.00 7217.20 7184.18 7147.15 7086.19 7063.75 Tot Issues 3117 3180 3177 3183 3172 3184 Advancers 2214 2185 1911 2200 1810 859 % of Total 71.0% 68.7% 60.2% 69.1% 57.1% 27.0% Decliners 759 865 1128 852 1240 2209 % of Total 24.4% 27.2% 35.5% 26.8% 39.1% 69.4% Unchanged 144 130 138 131 122 116 New Highs 382 369 283 290 197 129 New Lows 0 2 6 3 6 5 Adv Volume 258778 477915 554347 816541 1835626 189910 % of Total 81.3% 60.8% 58.0% 80.6% 68.5% 11.1% Decl Volume 53196 295547 382939 189391 801154 1501759 % of Total 16.7% 37.6% 40.0% 18.7% 29.9% 87.4% Total Vol 318192 786474 956199 1012954 2679180 1718301 Unch Volume 6218 13012 18913 7022 42400 26632 ARMS Index 0.60 1.56 1.17 0.6 0.64 3.08 5 Day ARMS 4.57 7.05 7.05 7.18 7.77 8.05 McClellanOs 189 138 96 77 22 3 McClellanSm 3292 3111 2974 2878 2801 2779 Cumul TICK 50063 87314 1212 52450 28085 -19438 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2285.69 2269.64 2252.67 2237.66 2211.69 2180.05 Tot Issues 2764 2844 2830 2868 2857 2827 Advancers 1607 1821 1581 1810 1610 716 % of Total 58.1% 64.0% 55.9% 63.1% 56.4% 25.3% Decliners 958 833 1084 893 1071 1943 % of Total 34.7% 29.3% 38.3% 31.1% 37.5% 68.7% Unchanged 199 190 165 165 176 168 New Highs 182 200 175 141 103 59 New Lows 10 8 19 17 35 27 Adv Volume 454278 1166988 1190803 1315738 2172536 407082 % of Total 71.8% 73.7% 69.1% 72.7% 76.3% 21.4% Decl Volume 161187 393531 475806 477068 639055 1455829 % of Total 25.5% 24.9% 27.6% 26.4% 22.4% 76.4% Total Vol 632658 1582908 1724202 1808835 2848417 1904846 Unch Volume 17193 22389 57593 16029 36826 41935 ARMS Index 0.6 0.74 0.58 0.73 0.44 1.32 5 Day ARMS 3.09 3.81 3.89 4.38 4.18 5.12 McClellanOs 139 123 83 64 17 -15 McClellanSm 736 596 474 391 327 310 Cumul TICK 10032 38965 -7596 2208 -12267 -41805 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 24-Dec 18-Dec 11-Dec 4-Dec 27-Nov 20-Nov ------------------------------------------------------------------------------ AAII Bull 43 42 43 42 42 43 AAII Bear 35 28 35 34 42 32 Market Vane 53 53 54 54 54 54 II Bull 52.2 52.2 48.4 50 50.6 46.1 II Bear 16.7 16.7 16.5 16.7 17.6 21.3 OddLot ShRt 33.7 33.7 27.9 29.4 27.3 30.5 ****************************************************************************** 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.