****************************************************************************** November 4th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1047.14 1061 1045.15 1046.5 1.09/0% -2%/-1% S&P100 485.71 492.12 485.22 485.83 0.93/0% -2%/-1% VIX 28.81 28.81 26.61 27.72 -1.09/-4% 12%/12% Nasdaq100 1687.12 1701.47 1678.17 1680.67 1.47/0% -2%/-2% VXN 28.88 28.88 26.93 27.89 -0.99/-3% 10%/8% NYSE TICK 31 1165 -1275 207 ---- ---- PreCloseTICK-242 TICKscore -8 CumAdj TICK 100 NYSE TRIN 1.34 1.34 1.34 1.34 ---- ---- Dow Indus 9928.0 9767.1 9802.1 30.23/0% -2%/1% DJIA@10:30 9904.2 DJIA@3:00 9915.0 LstHour Ind -245.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 485.83 484.90 485.15 482.31 496.05 486.50 Upper Band 511.95 511.70 511.41 511.85 513.03 514.11 Lower Band 480.26 480.91 481.53 480.75 478.89 475.88 VIX 27.72 28.81 29.78 30.69 24.76 27.91 Upper Band 30.43 30.06 29.54 28.88 28.26 28.85 Lower Band 18.14 18.20 18.41 18.78 19.20 18.96 NDX 1680.67 1679.20 1672.91 1667.13 1711.27 1682.06 Upper Band 1789.27 1787.76 1785.86 1785.47 1786.29 1789.82 Lower Band 1660.54 1665.03 1669.52 1670.19 1668.90 1660.89 VXN 27.89 28.88 29.88 29.81 25.40 28.27 Upper Band 30.31 30.04 29.68 29.28 29.07 29.65 Lower Band 19.38 19.44 19.60 19.84 19.97 19.75 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6830.43 6812.70 6784.94 6739.45 6955.31 6765.69 Tot Issues 3141 3144 3165 3154 3156 3165 Advancers 1640 1876 1634 397 2508 318 % of Total 52.2% 59.7% 51.6% 12.6% 79.5% 10.0% Decliners 1410 1171 1402 2682 565 2785 % of Total 44.9% 37.2% 44.3% 85.0% 17.9% 88.0% Unchanged 91 97 129 75 83 62 New Highs 57 35 26 31 30 28 New Lows 5 10 13 15 9 16 Adv Volume 623369 928360 825503 80561 1293901 155512 % of Total 46.2% 67.3% 53.5% 4.9% 89.0% 9.3% Decl Volume 719592 440664 684997 1570926 150070 1515136 % of Total 53.3% 31.9% 44.4% 95.0% 10.3% 90.3% Total Vol 1349034 1379788 1543941 1653136 1453211 1678439 Unch Volume 6073 10764 33441 1649 9240 7791 ARMS Index 1.34 0.76 0.97 2.89 0.51 1.11 5 Day ARMS 6.47 6.24 6.66 7.97 7.36 7.56 McClellanOs -162 -195 -261 -308 -214 -351 McClellanSm 2187 2349 2544 2805 3113 3327 Cumul TICK 10490 4968 -28456 -91397 66031 -110640 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2055.52 2057.32 2049.2 2045.11 2097.55 2059.61 Tot Issues 2827 2833 2834 2823 2817 2820 Advancers 1048 1625 1275 492 1884 397 % of Total 37.1% 57.4% 45.0% 17.4% 66.9% 14.1% Decliners 1610 1071 1384 2166 764 2268 % of Total 57.0% 37.8% 48.8% 76.7% 27.1% 80.4% Unchanged 169 137 175 165 169 155 New Highs 44 27 17 21 12 10 New Lows 29 35 46 36 27 36 Adv Volume 1088567 1229661 1215627 203954 1973792 213446 % of Total 49.1% 57.4% 50.5% 7.8% 85.8% 7.7% Decl Volume 1101656 858761 1146203 2396271 300983 2546707 % of Total 49.7% 40.1% 47.6% 91.8% 13.1% 92.0% Total Vol 2217525 2141303 2408320 2610284 2301376 2769570 Unch Volume 27302 52881 46490 10059 26601 9417 ARMS Index 0.66 1.06 0.87 2.67 0.38 2.09 5 Day ARMS 5.64 7.07 9.01 9.07 7.16 7.6 McClellanOs -139 -134 -193 -221 -162 -254 McClellanSm 159 298 432 625 846 1008 Cumul TICK -29743 16720 26431 -9323 -27261 -9248 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 30-Oct 23-Oct 16-Oct 9-Oct 2-Oct 25-Sep ------------------------------------------------------------------------------ AAII Bull 34 41 47 35 44 39 AAII Bear 42 36 34 41 36 45 Market Vane 51 53 52 51 52 51 II Bull 48.3 49.5 47.2 48.9 50.6 46.7 II Bear 22.5 23.1 26.4 24.4 23.6 24.4 OddLot ShRt 36.3 30.2 34.9 35.8 46.6 35.1 ****************************************************************************** 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.