****************************************************************************** August 10th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1008.89 1010.12 1000.99 1007.1 -3.38/0% 0%/12% S&P100 467.35 468.41 464.54 467.21 -0.86/0% 0%/10% VIX 24.76 25.82 24.76 24.99 0.23/1% 0%/-5% Nasdaq100 1612.73 1619.02 1599.46 1610.43 -9.06/-1% -1%/11% VXN 25.03 26.6 25.03 25.66 0.64/3% 2%/-4% NYSE TICK -137 1104 -1040 174 ---- ---- PreCloseTICK530 TICKscore 1 CumAdj TICK -417 NYSE TRIN 0.87 0.87 0.87 0.87 ---- ---- Dow Indus 9372.0 9290.3 9338.0 -32.12/0% 0%/12% DJIA@10:30 9360.6 DJIA@3:00 9310.9 LstHour Ind 36.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 467.21 468.07 463.47 466.21 467.31 466.27 Upper Band 478.00 478.71 480.10 480.53 479.63 477.63 Lower Band 430.18 425.04 418.07 412.71 408.34 404.99 VIX 24.99 24.76 25.67 24.90 24.89 25.56 Upper Band 26.48 26.67 27.67 28.62 29.88 30.76 Lower Band 23.12 23.05 22.48 21.94 21.32 21.04 NDX 1610.43 1619.49 1600.29 1614.44 1628.49 1628.12 Upper Band 1674.86 1681.94 1688.28 1693.15 1692.82 1687.53 Lower Band 1483.28 1459.92 1433.62 1410.22 1390.26 1373.18 VXN 25.66 25.02 26.36 25.50 25.17 26.28 Upper Band 26.81 26.95 27.94 28.83 29.90 30.78 Lower Band 24.13 24.08 23.53 23.00 22.49 22.21 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6550.05 6586.71 6517.67 6558.19 6569.14 6565.65 Tot Issues 3131 3155 3166 3168 3175 3178 Advancers 1444 2360 1152 1410 1849 2540 % of Total 46.1% 74.8% 36.4% 44.5% 58.2% 79.9% Decliners 1595 700 1896 1638 1184 526 % of Total 50.9% 22.2% 59.9% 51.7% 37.3% 16.6% Unchanged 92 95 118 120 142 112 New Highs 98 130 126 151 158 177 New Lows 2 0 3 4 7 4 Adv Volume 549263 1159320 674553 991622 824451 1071686 % of Total 50.6% 79.2% 48.9% 64.8% 66.1% 88.4% Decl Volume 529674 291406 692184 531101 403711 123196 % of Total 48.8% 19.9% 50.2% 34.7% 32.4% 10.2% Total Vol 1086163 1462910 1379241 1529959 1246836 1212424 Unch Volume 7226 12184 12504 7236 18674 17542 ARMS Index 0.87 0.85 0.62 0.46 0.76 0.56 5 Day ARMS 3.56 3.25 3.16 4.17 4.66 4.82 McClellanOs 71 116 63 140 200 216 McClellanSm 5245 5174 5058 4996 4856 4656 Cumul TICK 22528 68987 3139 32751 80290 94780 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1992.24 2000.25 1973.16 1993.05 2011.31 2008.61 Tot Issues 2794 2853 2815 2817 2840 2833 Advancers 1285 1905 809 969 1495 1855 % of Total 46.0% 66.8% 28.7% 34.4% 52.6% 65.5% Decliners 1386 734 1812 1691 1154 774 % of Total 49.6% 25.7% 64.4% 60.0% 40.6% 27.3% Unchanged 123 214 194 157 191 204 New Highs 53 55 36 52 74 95 New Lows 8 2 6 4 5 10 Adv Volume 919984 1504838 668784 782647 1250553 1727752 % of Total 48.9% 64.8% 27.8% 33.3% 56.0% 80.1% Decl Volume 848494 791270 1706168 1524941 852884 384115 % of Total 45.1% 34.0% 70.8% 64.8% 38.2% 17.8% Total Vol 1879507 2323987 2408402 2353553 2235010 2155728 Unch Volume 111029 27879 33450 45965 131573 43861 ARMS Index 0.86 1.36 1.14 1.12 0.88 0.53 5 Day ARMS 5.36 5.03 4.84 5.03 4.64 4.51 McClellanOs 24 42 -12 53 112 118 McClellanSm 2424 2400 2359 2370 2318 2206 Cumul TICK 8880 45203 -4144 158 5918 11921 ****************************************************************************** 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. 18952 2270 1067 16682 15638142 3.4 50 35 48 47.2 25.8 26.6