****************************************************************************** December 14th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1107.84 1114.76 1107.84 1114.11 7.7/1% 2%/2% S&P100 514.29 515.85 513.63 515.35 1.69/0% 2%/1% VIX 21.59 21.59 20.57 21.15 -0.44/-2% -11%/-9% Nasdaq100 1802.28 1810.75 1794.3 1809.09 17.03/1% 2%/1% VXN 22.38 22.85 21.97 22.03 -0.35/-2% -11%/-4% NYSE TICK 296 1111 -806 719 ---- ---- PreCloseTICK471 TICKscore 7 CumAdj TICK 413 NYSE TRIN 1.19 1.19 1.19 1.19 ---- ---- Dow Indus 10514.7 10471.3 10501.1 29.55/0% 2%/2% DJIA@10:30 10487.8 DJIA@3:00 10497.5 LstHour Ind -12.7 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 515.35 513.66 511.88 509.33 507.03 512.45 Upper Band 519.35 519.29 519.64 519.62 519.75 519.78 Lower Band 506.95 506.29 505.12 504.94 504.61 504.54 VIX 21.15 21.59 22.32 22.66 23.69 22.10 Upper Band 24.51 24.62 24.89 24.94 24.95 24.88 Lower Band 19.83 19.93 19.93 19.96 19.96 19.98 NDX 1809.09 1792.06 1799.37 1789.70 1772.73 1783.65 Upper Band 1816.59 1813.82 1813.49 1811.99 1811.63 1811.88 Lower Band 1759.89 1760.61 1759.05 1758.91 1757.61 1756.93 VXN 22.03 22.38 23.13 23.28 24.80 23.69 Upper Band 25.23 25.22 25.33 25.32 25.33 25.14 Lower Band 20.81 20.90 20.96 20.96 20.96 21.03 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7186.49 7125.12 7104.50 7067.62 7056.26 7155.73 Tot Issues 3183 3158 3165 3161 3159 3167 Advancers 2256 2027 1835 1678 941 1661 % of Total 70.9% 64.2% 58.0% 53.1% 29.8% 52.4% Decliners 790 1037 1199 1351 2076 1387 % of Total 24.8% 32.8% 37.9% 42.7% 65.7% 43.8% Unchanged 137 94 131 113 142 119 New Highs 298 220 207 132 128 222 New Lows 3 6 5 7 8 2 Adv Volume 740597 677768 655460 550181 188419 463048 % of Total 68.8% 66.2% 61.7% 50.8% 16.0% 43.7% Decl Volume 308164 318887 383959 514592 970422 579987 % of Total 28.6% 31.1% 36.2% 47.5% 82.4% 54.8% Total Vol 1076304 1024218 1062109 1082555 1178296 1059156 Unch Volume 27543 27563 22690 17782 19455 16121 ARMS Index 1.19 0.92 0.9 1.16 2.33 1.5 5 Day ARMS 6.5 6.81 6.78 7.23 7.33 5.85 McClellanOs 123 67 29 4 -6 68 McClellanSm 2619 2496 2429 2401 2396 2402 Cumul TICK 70804 59472 34547 23984 -5656 32684 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2212.1 2190.31 2190.86 2183.73 2172.99 2189.61 Tot Issues 2863 2836 2824 2831 2824 2847 Advancers 1815 1559 1018 1315 846 1348 % of Total 63.4% 55.0% 36.0% 46.5% 30.0% 47.3% Decliners 851 1063 1615 1295 1809 1290 % of Total 29.7% 37.5% 57.2% 45.7% 64.1% 45.3% Unchanged 197 214 191 221 169 209 New Highs 111 56 88 47 62 100 New Lows 10 15 17 21 15 9 Adv Volume 1450246 887928 1029647 1178630 750265 907971 % of Total 78.7% 50.6% 52.9% 61.8% 37.9% 48.3% Decl Volume 361647 835227 880220 644858 1184639 920394 % of Total 19.6% 47.6% 45.2% 33.8% 59.8% 49.0% Total Vol 1841891 1754431 1946372 1906219 1981809 1878987 Unch Volume 29998 31276 36505 82731 46905 50622 ARMS Index 0.53 1.38 0.54 0.56 0.74 1.06 5 Day ARMS 3.75 4.28 3.79 4.1 4.32 4.16 McClellanOs 64 14 -17 10 6 58 McClellanSm 249 185 171 188 178 172 Cumul TICK 15998 -10169 -33685 1287 -20832 -11407 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 11-Dec 4-Dec 27-Nov 20-Nov 13-Nov 6-Nov ------------------------------------------------------------------------------ AAII Bull 41 42 42 43 39 22 AAII Bear 33 42 42 32 39 56 Market Vane 54 54 54 54 53 50 II Bull 48.4 50 50.6 46.1 44.4 48.3 II Bear 16.5 16.7 17.6 21.3 26.7 24.7 OddLot ShRt 27.9 29.4 27.3 30.5 32.2 31.9 ****************************************************************************** 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. 18952 2270 1067 16682 13202568 3.4 41 33 54 48.4 16.5 27.9