****************************************************************************** December 17th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1106.36 1106.36 1095.88 1096.08 -13.1/-1% -1%/-1% S&P100 505.71 510.5 505.71 505.71 -6.26/-1% -2%/-2% VIX 21.89 22.86 21.4 22.51 1.97/10% 4%/4% Nasdaq100 1791.46 1794.79 1777.08 1778.27 -22.55/-1% -1%/-1% VXN 22.67 23.17 22.28 22.84 0.89/4% 2%/4% NYSE TICK -404 1171 -1190 -677 ---- ---- PreCloseTICK280 TICKscore -5 CumAdj TICK -468 NYSE TRIN 3.08 3.08 3.08 3.08 ---- ---- Dow Indus 10440.1 10308.0 10308.3 -132.86/-1%-2%/-1% DJIA@10:30 10357.3 DJIA@3:00 10343.3 LstHour Ind 48.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 505.71 511.97 512.13 515.35 513.66 511.88 Upper Band 518.76 518.79 519.16 519.35 519.29 519.64 Lower Band 505.76 506.81 506.86 506.95 506.29 505.12 VIX 22.51 20.54 21.49 21.15 21.59 22.32 Upper Band 24.48 24.43 24.43 24.51 24.62 24.89 Lower Band 19.62 19.58 19.77 19.83 19.93 19.93 NDX 1778.27 1800.82 1798.21 1809.09 1792.06 1799.37 Upper Band 1810.94 1812.78 1815.07 1816.59 1813.82 1813.49 Lower Band 1761.12 1761.63 1760.47 1759.89 1760.61 1759.05 VXN 22.84 21.95 22.46 22.03 22.38 23.13 Upper Band 25.21 25.21 25.21 25.23 25.22 25.33 Lower Band 20.82 20.73 20.76 20.81 20.90 20.96 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7063.75 7180.77 7141.44 7186.49 7125.12 7104.5 Tot Issues 3184 3172 3178 3183 3158 3165 Advancers 859 1980 1208 2256 2027 1835 % of Total 27.0% 62.4% 38.0% 70.9% 64.2% 58.0% Decliners 2209 1076 1847 790 1037 1199 % of Total 69.4% 33.9% 58.1% 24.8% 32.8% 37.9% Unchanged 116 116 123 137 94 131 New Highs 129 285 220 298 220 207 New Lows 5 3 3 3 6 5 Adv Volume 189910 613878 389726 740597 677768 655460 % of Total 11.1% 52.6% 33.0% 68.8% 66.2% 61.7% Decl Volume 1501759 518886 772408 308164 318887 383959 % of Total 87.4% 44.5% 65.5% 28.6% 31.1% 36.2% Total Vol 1718301 1166400 1179264 1076304 1024218 1062109 Unch Volume 26632 33636 17130 27543 27563 22690 ARMS Index 3.08 1.56 1.3 1.19 0.92 0.9 5 Day ARMS 8.05 5.87 5.47 6.5 6.81 6.78 McClellanOs 3 92 65 123 67 29 McClellanSm 2779 2776 2684 2619 2496 2429 Cumul TICK -19438 32026 5463 70804 59472 34547 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2180.05 2206.91 2201.05 2212.1 2190.31 2190.86 Tot Issues 2827 2852 2850 2863 2836 2824 Advancers 716 1565 1021 1815 1559 1018 % of Total 25.3% 54.9% 35.8% 63.4% 55.0% 36.0% Decliners 1943 1098 1663 851 1063 1615 % of Total 68.7% 38.5% 58.4% 29.7% 37.5% 57.2% Unchanged 168 189 166 197 214 191 New Highs 59 143 130 111 56 88 New Lows 27 19 19 10 15 17 Adv Volume 407082 1273123 699424 1450246 887928 1029647 % of Total 21.4% 62.9% 35.9% 78.7% 50.6% 52.9% Decl Volume 1455829 731808 1215855 361647 835227 880220 % of Total 76.4% 36.2% 62.4% 19.6% 47.6% 45.2% Total Vol 1904846 2022440 1946966 1841891 1754431 1946372 Unch Volume 41935 17509 31687 29998 31276 36505 ARMS Index 1.32 0.82 1.07 0.53 1.38 0.54 5 Day ARMS 5.12 4.34 4.08 3.75 4.28 3.79 McClellanOs -15 50 27 64 14 -17 McClellanSm 310 326 276 249 185 171 Cumul TICK -41805 -4325 159 15998 -10169 -33685 ****************************************************************************** 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