****************************************************************************** January 8th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1140.52 1145.39 1136.22 1144.98 3.29/0% 1%/4% S&P100 525.78 527.94 524.27 527.76 1.42/0% 1%/4% VIX 19.27 19.27 18.11 18.13 -0.93/-5% -10%/-20% Nasdaq100 1870.9 1893.25 1868.55 1892.59 15.87/1% 0%/6% VXN 20.28 20.34 18.89 18.92 -1.07/-5% -11%/-19% NYSE TICK -284 1050 -675 420 ---- ---- PreCloseTICK878 TICKscore 5 CumAdj TICK 147 NYSE TRIN 1.46 1.46 1.46 1.46 ---- ---- Dow Indus 10619.4 10554.3 10618.2 11.33/0% 0%/3% DJIA@10:30 10581.8 DJIA@3:00 10575.3 LstHour Ind 68.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 527.76 526.34 524.31 524.60 522.73 514.09 Upper Band 528.80 527.18 525.78 524.31 522.54 520.97 Lower Band 505.08 504.85 504.31 504.60 505.30 505.80 VIX 18.13 19.06 19.16 19.35 20.04 21.68 Upper Band 22.77 22.96 23.44 23.52 23.49 23.63 Lower Band 18.01 18.28 18.26 18.47 18.69 18.79 NDX 1892.59 1876.72 1878.42 1888.43 1886.70 1860.31 Upper Band 1921.62 1916.65 1914.75 1910.16 1901.92 1892.99 Lower Band 1767.12 1761.79 1753.30 1748.41 1746.99 1745.54 VXN 18.92 19.99 20.21 20.50 21.20 21.65 Upper Band 23.43 23.64 24.29 24.56 24.71 25.00 Lower Band 18.58 18.80 18.64 18.71 18.82 18.81 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7425.35 7393.93 7377.70 7354.87 7326.74 7184.96 Tot Issues 3173 3174 3181 3178 3180 3162 Advancers 1858 1882 1826 1860 2471 1014 % of Total 58.6% 59.3% 57.4% 58.5% 77.7% 32.1% Decliners 1183 1186 1219 1210 601 2021 % of Total 37.3% 37.4% 38.3% 38.1% 18.9% 63.9% Unchanged 132 106 136 108 108 127 New Highs 382 342 451 401 322 176 New Lows 4 3 1 0 1 2 Adv Volume 511977 811935 728821 824073 873860 124200 % of Total 51.5% 68.0% 65.4% 69.1% 86.1% 18.3% Decl Volume 474519 375209 368212 361557 135095 546522 % of Total 47.7% 31.4% 33.1% 30.3% 13.3% 80.4% Total Vol 994749 1193769 1113811 1192541 1014802 679849 Unch Volume 8253 6625 16778 6911 5847 9127 ARMS Index 1.46 0.73 0.76 0.67 0.64 2.21 5 Day ARMS 4.26 5.01 5.69 6.49 6.65 6.61 McClellanOs 101 96 88 84 76 -5 McClellanSm 4057 3956 3860 3771 3687 3611 Cumul TICK 54759 52021 44101 51257 75543 7178 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2317.17 2300.05 2301.09 2308.71 2308.42 2269.15 Tot Issues 2820 2838 2834 2844 2855 2879 Advancers 1666 1562 1192 1188 2152 1013 % of Total 59.1% 55.0% 42.1% 41.8% 75.4% 35.2% Decliners 973 1103 1469 1495 576 1712 % of Total 34.5% 38.9% 51.8% 52.6% 20.2% 59.5% Unchanged 181 173 173 161 127 154 New Highs 163 118 185 206 217 99 New Lows 4 4 7 7 5 12 Adv Volume 1517069 1218747 1041653 1266813 1643341 275945 % of Total 70.7% 53.7% 46.2% 53.5% 85.1% 22.3% Decl Volume 556538 1032121 1193349 1022629 271456 947280 % of Total 25.9% 45.5% 53.0% 43.2% 14.1% 76.5% Total Vol 2145393 2270057 2253342 2367862 1931382 1237821 Unch Volume 71786 19189 18340 78420 16585 14596 ARMS Index 0.63 1.2 0.93 0.64 0.62 2.03 5 Day ARMS 4.02 5.42 5.06 5.31 5.52 5.5 McClellanOs 90 67 53 80 112 39 McClellanSm 1467 1378 1311 1258 1178 1066 Cumul TICK 4001 -7248 -16280 6550 20356 4904 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 8-Jan 31-Dec 24-Dec 18-Dec 11-Dec 4-Dec ------------------------------------------------------------------------------ AAII Bull 49 38 43 42 43 42 AAII Bear 23 38 35 28 35 34 Market Vane 57 57 53 53 54 54 II Bull 48.3 51.1 52.2 52.2 48.4 50 II Bear 16.9 15.6 16.7 16.7 16.5 16.7 OddLot ShRt 28.9 28.5 33.7 33.7 27.9 29.4 ****************************************************************************** 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) 2010 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.