****************************************************************************** August 7th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 999.83 1018 999.83 1010.48 13.4/1% 1%/15% S&P100 464.64 472.02 464.64 468.07 4.6/1% 0%/14% VIX 24.71 24.95 23.98 24.76 -0.91/-4% -3%/-15% Nasdaq100 1620.74 1628.44 1609.54 1619.49 19.2/1% -1%/14% VXN 25.24 25.54 24.91 25.02 -1.34/-5% -5%/-15% NYSE TICK 250 1275 -931 107 ---- ---- PreCloseTICK-342 TICKscore 14 CumAdj TICK 58 NYSE TRIN 0.85 0.85 0.85 0.85 ---- ---- Dow Indus 9437.7 9258.5 9370.1 113.81/1% 1%/15% DJIA@10:30 9344.6 DJIA@3:00 9406.6 LstHour Ind -124.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 468.07 463.47 466.21 467.31 466.27 460.26 Upper Band 478.71 480.10 480.53 479.63 477.63 474.41 Lower Band 425.04 418.07 412.71 408.34 404.99 403.72 VIX 24.76 25.67 24.90 24.89 25.56 25.92 Upper Band 26.67 27.67 28.62 29.88 30.76 31.12 Lower Band 23.05 22.48 21.94 21.32 21.04 21.02 NDX 1619.49 1600.29 1614.44 1628.49 1628.12 1603.36 Upper Band 1681.94 1688.28 1693.15 1692.82 1687.53 1675.93 Lower Band 1459.92 1433.62 1410.22 1390.26 1373.18 1366.07 VXN 25.02 26.36 25.50 25.17 26.28 26.16 Upper Band 26.95 27.94 28.83 29.90 30.78 31.10 Lower Band 24.08 23.53 23.00 22.49 22.21 22.18 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6586.71 6517.67 6558.19 6569.14 6565.65 6424.28 Tot Issues 3155 3166 3168 3175 3178 3158 Advancers 2360 1152 1410 1849 2540 1886 % of Total 74.8% 36.4% 44.5% 58.2% 79.9% 59.7% Decliners 700 1896 1638 1184 526 1148 % of Total 22.2% 59.9% 51.7% 37.3% 16.6% 36.4% Unchanged 95 118 120 142 112 124 New Highs 130 126 151 158 177 110 New Lows 0 3 4 7 4 7 Adv Volume 1159320 674553 991622 824451 1071686 1018083 % of Total 79.2% 48.9% 64.8% 66.1% 88.4% 67.7% Decl Volume 291406 692184 531101 403711 123196 471631 % of Total 19.9% 50.2% 34.7% 32.4% 10.2% 31.3% Total Vol 1462910 1379241 1529959 1246836 1212424 1504721 Unch Volume 12184 12504 7236 18674 17542 15007 ARMS Index 0.85 0.62 0.46 0.76 0.56 0.76 5 Day ARMS 3.25 3.16 4.17 4.66 4.82 5.28 McClellanOs 116 63 140 200 216 155 McClellanSm 5174 5058 4996 4856 4656 4440 Cumul TICK 68987 3139 32751 80290 94780 90809 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2000.25 1973.16 1993.05 2011.31 2008.61 1978.5 Tot Issues 2853 2815 2817 2840 2833 2818 Advancers 1905 809 969 1495 1855 1264 % of Total 66.8% 28.7% 34.4% 52.6% 65.5% 44.9% Decliners 734 1812 1691 1154 774 1352 % of Total 25.7% 64.4% 60.0% 40.6% 27.3% 48.0% Unchanged 214 194 157 191 204 202 New Highs 55 36 52 74 95 64 New Lows 2 6 4 5 10 3 Adv Volume 1504838 668784 782647 1250553 1727752 962686 % of Total 64.8% 27.8% 33.3% 56.0% 80.1% 44.0% Decl Volume 791270 1706168 1524941 852884 384115 1206033 % of Total 34.0% 70.8% 64.8% 38.2% 17.8% 55.1% Total Vol 2323987 2408402 2353553 2235010 2155728 2190389 Unch Volume 27879 33450 45965 131573 43861 21670 ARMS Index 1.36 1.14 1.12 0.88 0.53 1.17 5 Day ARMS 5.03 4.84 5.03 4.64 4.51 4.68 McClellanOs 42 -12 53 112 118 81 McClellanSm 2400 2359 2370 2318 2206 2088 Cumul TICK 45203 -4144 158 5918 11921 30377 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 7-Aug 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul ------------------------------------------------------------------------------ AAII Bull 50 48 38 29 28 38 AAII Bear 35 31 42 47 55 45 Market Vane 48 46 45 43 41 43 II Bull 47.2 42.2 36.7 35.6 42.7 41.4 II Bear 25.8 31.1 35.6 35.6 30.3 29.9 OddLot ShRt 26.6 30 35.4 33.5 30.5 27.6 ****************************************************************************** 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.