****************************************************************************** September 28th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1045.38 1065.13 1045.38 1062.98 18.6/2% -1%/3% S&P100 484.67 492.78 484.67 491.69 7.58/2% -1%/3% VIX 26.26 26.4 24.85 24.88 -0.73/-3% 8%/0% Nasdaq100 1702.95 1733.79 1702.52 1724.59 30.44/2% -1%/5% VXN 26.46 26.51 25.7 26.21 0.44/2% 9%/5% NYSE TICK 193 1245 -845 531 ---- ---- PreCloseTICK61 TICKscore 17 CumAdj TICK 298 NYSE TRIN 0.59 0.59 0.59 0.59 ---- ---- Dow Indus 9823.7 9663.2 9789.4 124.17/1% 0%/3% DJIA@10:30 9782.6 DJIA@3:00 9789.8 LstHour Ind -117.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 491.69 484.11 486.99 490.36 494.35 491.34 Upper Band 502.07 500.96 500.70 500.11 498.99 496.93 Lower Band 462.45 462.17 461.95 461.63 461.47 461.75 VIX 24.88 25.61 24.95 23.49 23.08 24.06 Upper Band 28.41 28.40 28.34 28.34 28.35 28.34 Lower Band 21.46 21.45 21.42 21.42 21.56 21.78 NDX 1724.59 1694.15 1709.76 1724.27 1734.09 1731.58 Upper Band 1776.16 1771.35 1769.75 1766.09 1759.46 1749.92 Lower Band 1587.52 1584.20 1580.48 1576.86 1575.06 1574.66 VXN 26.21 25.77 25.90 24.47 24.08 24.92 Upper Band 29.00 28.95 28.93 28.91 28.90 28.88 Lower Band 22.60 22.52 22.47 22.45 22.53 22.67 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6939.76 6823.51 6862.31 6964.69 7047.13 6968.59 Tot Issues 3151 3147 3123 3160 3156 3158 Advancers 2448 1370 714 1074 2161 1016 % of Total 77.7% 43.5% 22.9% 34.0% 68.5% 32.2% Decliners 608 1648 2306 1973 886 2013 % of Total 19.3% 52.4% 73.8% 62.4% 28.1% 63.7% Unchanged 95 129 103 113 109 129 New Highs 190 180 175 306 246 152 New Lows 4 5 5 2 1 0 Adv Volume 848468 378850 185564 246799 937674 457700 % of Total 86.6% 31.5% 13.6% 18.7% 74.0% 38.2% Decl Volume 125254 795749 1171495 1050416 304054 718041 % of Total 12.8% 66.1% 85.6% 79.6% 24.0% 59.9% Total Vol 979363 1202954 1367804 1320101 1266585 1198378 Unch Volume 5641 28355 10745 22886 24857 22637 ARMS Index 0.59 1.75 1.95 2.32 0.79 0.79 5 Day ARMS 7.4 7.6 7.25 6.56 5.12 6.07 McClellanOs -42 -131 -111 -10 68 31 McClellanSm 5298 5340 5471 5582 5592 5524 Cumul TICK 71803 20530 -45065 50622 75737 7330 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2130.74 2090.92 2107.61 2131.42 2146.3 2138.04 Tot Issues 2803 2794 2791 2822 2826 2839 Advancers 1981 1126 645 1010 1524 1228 % of Total 70.7% 40.3% 23.1% 35.8% 53.9% 43.3% Decliners 637 1497 2018 1649 1136 1426 % of Total 22.7% 53.6% 72.3% 58.4% 40.2% 50.2% Unchanged 185 171 128 163 166 185 New Highs 88 30 47 128 129 90 New Lows 6 9 7 3 4 4 Adv Volume 1455686 822297 368778 909460 1350787 1379400 % of Total 77.0% 34.8% 14.2% 33.9% 54.2% 57.3% Decl Volume 407790 1520312 2147483 1752325 1127783 999003 % of Total 21.6% 64.3% 82.8% 65.3% 45.3% 41.5% Total Vol 1890038 2363934 2593849 2683251 2490488 2408865 Unch Volume 26562 21325 77588 21466 11918 30462 ARMS Index 0.87 1.39 1.86 1.18 1.12 0.62 5 Day ARMS 6.42 6.17 5.47 5.45 4.93 4.54 McClellanOs -14 -86 -71 7 54 50 McClellanSm 2386 2400 2486 2557 2550 2496 Cumul TICK 47931 -17049 -45212 -6936 7997 16195 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 25-Sep 18-Sep 11-Sep 4-Sep 28-Aug 14-Aug ------------------------------------------------------------------------------ AAII Bull 39 42 37 38 34 34 AAII Bear 45 40 44 38 49 40 Market Vane 51 50 49 47 49 47 II Bull 46.7 47.8 48.3 50.6 51.6 48.3 II Bear 24.4 24.4 23.6 24.1 19.8 23.1 OddLot ShRt 35.1 29 29.3 30.3 28.1 27.5 ****************************************************************************** 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.