****************************************************************************** December 3rd, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1110.59 1117.28 1098.74 1099.92 -9.32/-1% 1%/5% S&P100 516.54 519.38 511.4 511.98 -3.65/-1% 1%/5% VIX 21.15 22.5 20.61 22.46 1.34/6% -9%/-19% Nasdaq100 1795.25 1806.35 1781.76 1782.91 -7.91/0% 1%/6% VXN 22.48 24.04 22.23 24 1.42/6% -6%/-14% NYSE TICK 287 1034 -1237 171 ---- ---- PreCloseTICK-2 TICKscore -13 CumAdj TICK -305 NYSE TRIN 1.35 1.35 1.35 1.35 ---- ---- Dow Indus 10507.6 10350.1 10366.2 -86.53/-1% 1%/6% DJIA@10:30 10439.9 DJIA@3:00 10437.4 LstHour Ind -58.4 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 511.98 515.63 516.38 510.74 508.98 517.14 Upper Band 523.13 525.86 527.18 527.53 528.42 527.96 Lower Band 497.64 492.29 487.90 484.42 480.70 479.86 VIX 22.46 21.12 21.92 24.51 24.74 20.48 Upper Band 25.54 26.57 27.69 28.88 30.05 30.05 Lower Band 19.95 19.44 19.09 18.69 18.14 18.14 NDX 1782.91 1790.82 1787.71 1767.43 1765.46 1793.67 Upper Band 1823.29 1835.72 1842.22 1846.87 1851.71 1851.03 Lower Band 1733.15 1710.50 1692.83 1676.70 1661.83 1657.09 VXN 24.00 22.58 23.28 24.73 25.40 21.32 Upper Band 25.73 26.67 27.76 28.93 29.81 29.81 Lower Band 20.80 20.25 19.79 19.29 18.91 18.91 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7157.05 7222.42 7212.08 7092.36 7070.09 7232.12 Tot Issues 3160 3166 3167 3115 3086 3157 Advancers 1071 1976 2448 1753 450 2059 % of Total 33.9% 62.4% 77.3% 56.3% 14.6% 65.2% Decliners 1961 1042 605 1278 2547 970 % of Total 62.1% 32.9% 19.1% 41.0% 82.5% 30.7% Unchanged 128 148 114 84 89 128 New Highs 259 241 208 57 36 170 New Lows 7 4 4 16 12 5 Adv Volume 321896 583083 928745 775044 22198 551160 % of Total 28.4% 56.5% 82.0% 57.5% 3.4% 69.3% Decl Volume 797856 387539 194041 564309 631394 227354 % of Total 70.4% 37.6% 17.1% 41.9% 96.4% 28.6% Total Vol 1132857 1031953 1131955 1348131 654832 795206 Unch Volume 13105 61331 9169 8778 1240 16692 ARMS Index 1.35 1.26 0.85 1 5.03 0.88 5 Day ARMS 9.49 9.02 8.83 8.74 8.99 5.79 McClellanOs 14 76 41 -53 -83 33 McClellanSm 2263 2249 2173 2132 2185 2268 Cumul TICK -2357 65169 84788 15597 16813 62815 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2173.14 2185.03 2175.81 2144.6 2138.44 2176.05 Tot Issues 2822 2859 2867 2830 2733 2826 Advancers 841 1664 1868 1376 446 1201 % of Total 29.8% 58.2% 65.2% 48.6% 16.3% 42.5% Decliners 1796 1025 819 1317 2122 1443 % of Total 63.6% 35.9% 28.6% 46.5% 77.6% 51.1% Unchanged 185 170 180 137 165 182 New Highs 95 108 83 46 35 84 New Lows 24 20 20 39 30 12 Adv Volume 692691 1350416 1684392 1138750 105269 798985 % of Total 34.6% 65.3% 78.3% 56.6% 10.8% 57.1% Decl Volume 1250919 648344 426761 827206 859393 539131 % of Total 62.5% 31.3% 19.8% 41.1% 88.4% 38.5% Total Vol 2001664 2068921 2151300 2012872 971998 1398613 Unch Volume 58054 70161 40147 46916 7336 60497 ARMS Index 0.85 0.78 0.58 0.76 1.72 0.56 5 Day ARMS 4.69 4.4 4.68 4.97 6.08 6.07 McClellanOs -12 37 0 -67 -88 -9 McClellanSm 55 67 31 31 98 186 Cumul TICK -37375 -13980 23771 5357 -17188 -21531 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 27-Nov 20-Nov 13-Nov 6-Nov 30-Oct 23-Oct ------------------------------------------------------------------------------ AAII Bull 42 43 39 22 34 41 AAII Bear 42 32 39 56 42 36 Market Vane 54 54 53 50 51 53 II Bull 50.6 46.1 44.4 48.3 48.3 49.5 II Bear 17.6 21.3 26.7 24.7 22.5 23.1 OddLot ShRt 27.3 30.5 32.2 31.9 36.3 30.2 ****************************************************************************** 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.