****************************************************************************** December 4th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1100.43 1119.13 1096.52 1105.98 6.06/1% 1%/4% S&P100 512.2 520.03 510.12 513.89 1.91/0% 1%/4% VIX 21.18 22.76 20.62 21.25 -1.21/-5% -13%/-16% Nasdaq100 1808.6 1815.6 1773.31 1791.91 9/1% 1%/4% VXN 22.53 24.23 22.13 23.1 -0.9/-4% -7%/-11% NYSE TICK 273 1290 -1375 844 ---- ---- PreCloseTICK604 TICKscore 7 CumAdj TICK -97 NYSE TRIN 0.89 0.89 0.89 0.89 ---- ---- Dow Indus 10516.7 10311.8 10388.9 22.75/0% 0%/4% DJIA@10:30 10490.6 DJIA@3:00 10369.0 LstHour Ind -104.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 513.89 511.98 515.63 516.38 510.74 508.98 Upper Band 521.78 523.13 525.86 527.18 527.53 528.42 Lower Band 500.91 497.64 492.29 487.90 484.42 480.70 VIX 21.25 22.46 21.12 21.92 24.51 24.74 Upper Band 25.10 25.54 26.57 27.69 28.88 30.05 Lower Band 19.97 19.95 19.44 19.09 18.69 18.14 NDX 1791.91 1782.91 1790.82 1787.71 1767.43 1765.46 Upper Band 1818.25 1823.29 1835.72 1842.22 1846.87 1851.71 Lower Band 1745.28 1733.15 1710.50 1692.83 1676.70 1661.83 VXN 23.10 24.00 22.58 23.28 24.73 25.40 Upper Band 25.28 25.73 26.67 27.76 28.93 29.81 Lower Band 20.98 20.80 20.25 19.79 19.29 18.91 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7182.71 7157.05 7222.42 7212.08 7092.36 7070.09 Tot Issues 3165 3160 3166 3167 3115 3086 Advancers 2169 1071 1976 2448 1753 450 % of Total 68.5% 33.9% 62.4% 77.3% 56.3% 14.6% Decliners 865 1961 1042 605 1278 2547 % of Total 27.3% 62.1% 32.9% 19.1% 41.0% 82.5% Unchanged 131 128 148 114 84 89 New Highs 288 259 241 208 57 36 New Lows 7 7 4 4 16 12 Adv Volume 1076311 321896 583083 928745 775044 22198 % of Total 68.4% 28.4% 56.5% 82.0% 57.5% 3.4% Decl Volume 382775 797856 387539 194041 564309 631394 % of Total 24.3% 70.4% 37.6% 17.1% 41.9% 96.4% Total Vol 1574449 1132857 1031953 1131955 1348131 654832 Unch Volume 115363 13105 61331 9169 8778 1240 ARMS Index 0.89 1.35 1.26 0.85 1 5.03 5 Day ARMS 5.35 9.49 9.02 8.83 8.74 8.99 McClellanOs 71 14 76 41 -53 -83 McClellanSm 2334 2263 2249 2173 2132 2185 Cumul TICK 15800 -2357 65169 84788 15597 16813 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2194.35 2173.14 2185.03 2175.81 2144.6 2138.44 Tot Issues 2847 2822 2859 2867 2830 2733 Advancers 1965 841 1664 1868 1376 446 % of Total 69.0% 29.8% 58.2% 65.2% 48.6% 16.3% Decliners 671 1796 1025 819 1317 2122 % of Total 23.6% 63.6% 35.9% 28.6% 46.5% 77.6% Unchanged 211 185 170 180 137 165 New Highs 129 95 108 83 46 35 New Lows 30 24 20 20 39 30 Adv Volume 1715616 692691 1350416 1684392 1138750 105269 % of Total 74.4% 34.6% 65.3% 78.3% 56.6% 10.8% Decl Volume 519677 1250919 648344 426761 827206 859393 % of Total 22.5% 62.5% 31.3% 19.8% 41.1% 88.4% Total Vol 2305959 2001664 2068921 2151300 2012872 971998 Unch Volume 70666 58054 70161 40147 46916 7336 ARMS Index 0.89 0.85 0.78 0.58 0.76 1.72 5 Day ARMS 3.86 4.69 4.4 4.68 4.97 6.08 McClellanOs 59 -12 37 0 -67 -88 McClellanSm 114 55 67 31 31 98 Cumul TICK 5889 -37375 -13980 23771 5357 -17188 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 4-Dec 27-Nov 20-Nov 13-Nov 6-Nov 30-Oct ------------------------------------------------------------------------------ AAII Bull 42 42 43 39 22 34 AAII Bear 42 42 32 39 56 42 Market Vane 54 54 54 53 50 51 II Bull 50 50.6 46.1 44.4 48.3 48.3 II Bear 16.7 17.6 21.3 26.7 24.7 22.5 OddLot ShRt 29.4 27.3 30.5 32.2 31.9 36.3 ****************************************************************************** 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 13181256 2.7 42 42 54 50 16.7 29.4