****************************************************************************** June 11th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1082.65 1092.25 1077.12 1091.6 4.76/0% 4%/-6% S&P100 489.30 493.32 487.24 493.02 1.6/0% 3%/-6% VIX 31.79 31.79 28.6 28.79 -1.78/-6% -21%/8% Nasdaq100 1814.25 1848.62 1811.99 1847.15 17.06/1% 3%/-5% VXN 32.27 32.28 28.59 28.8 -2.5/-8% -23%/3% NYSE TICK -622 1400 -1478 214 ---- ---- PreCloseTICK170 TICKscore -25 CumAdj TICK -282 NYSE TRIN 1.33 1.33 1.33 1.33 ---- ---- Dow Indus 10216.0 10082.7 10211.1 38.54/0% 4%/-5% DJIA@10:30 10164.1 DJIA@3:00 10136.9 LstHour Ind 82.6 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 493.02 491.42 478.61 482.30 476.87 483.42 Upper Band 516.65 522.27 528.73 532.20 535.64 535.06 Lower Band 470.61 468.22 465.79 467.01 468.09 471.66 VIX 28.79 30.57 33.73 33.70 36.57 35.48 Upper Band 43.15 43.29 43.56 43.49 43.37 44.10 Lower Band 23.56 23.20 22.43 21.96 21.59 21.30 NDX 1847.15 1830.09 1778.92 1795.70 1798.16 1832.04 Upper Band 1923.40 1940.59 1963.63 1972.15 1980.38 1978.25 Lower Band 1760.68 1753.33 1744.84 1752.47 1758.93 1766.19 VXN 28.80 31.30 34.82 35.22 37.29 34.16 Upper Band 44.96 45.01 45.20 45.10 44.92 45.58 Lower Band 23.48 23.36 22.74 22.32 22.00 21.77 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6814.76 6783.51 6559.71 6596.12 6512.42 6600.27 Tot Issues 3202 3204 3206 3202 3192 3214 Advancers 2277 2731 1584 1876 832 315 % of Total 71.1% 85.2% 49.4% 58.6% 26.1% 9.8% Decliners 822 405 1511 1224 2267 2839 % of Total 25.7% 12.6% 47.1% 38.2% 71.0% 88.3% Unchanged 103 68 111 102 93 60 New Highs 43 38 35 22 21 17 New Lows 13 20 45 131 93 40 Adv Volume 695626 1305642 832660 1239136 218145 13604 % of Total 66.7% 97.6% 48.9% 75.2% 15.3% 0.8% Decl Volume 335161 29628 849756 397598 1195465 1621066 % of Total 32.2% 2.2% 49.9% 24.1% 83.8% 99.1% Total Vol 1042322 1337345 1701245 1647379 1426423 1635591 Unch Volume 11535 2075 18829 10645 12813 921 ARMS Index 1.33 0.15 1.07 0.49 2.01 13.22 5 Day ARMS 5.05 16.94 17.79 17.01 19.81 20.12 McClellanOs 136 67 -65 -88 -148 -95 McClellanSm -93 -229 -296 -231 -143 5 Cumul TICK -40835 40699 -8853 -39117 -33991 -106841 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2243.6 2218.71 2158.85 2170.57 2173.9 2219.17 Tot Issues 2765 2782 2758 2778 2808 2780 Advancers 1906 2271 1247 1073 468 312 % of Total 68.9% 81.6% 45.2% 38.6% 16.7% 11.2% Decliners 751 421 1383 1574 2247 2388 % of Total 27.2% 15.1% 50.1% 56.7% 80.0% 85.9% Unchanged 108 90 128 131 93 80 New Highs 40 20 10 8 9 15 New Lows 39 79 132 189 152 96 Adv Volume 1538035 1786499 896843 976597 138054 70899 % of Total 81.9% 81.7% 38.6% 36.2% 6.1% 3.0% Decl Volume 217311 328209 1329236 1635467 2035031 2228327 % of Total 11.6% 15.0% 57.2% 60.6% 90.2% 95.1% Total Vol 1877126 2187840 2325069 2696583 2256678 2342487 Unch Volume 121780 73132 98990 84519 83593 43261 ARMS Index 0.36 0.99 1.34 1.14 3.07 4.11 5 Day ARMS 6.9 10.65 10.13 9.24 9.22 7.9 McClellanOs 67 -2 -123 -147 -154 -86 McClellanSm -1058 -1124 -1123 -1000 -853 -699 Cumul TICK 6899 142943 70617 -42151 -46908 -370993 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 11-Jun 4-Jun 28-May 21-May 14-May 7-May ------------------------------------------------------------------------------ AAII Bull 35 37 30 41 37 39 AAII Bear 43 41 51 34 37 29 Market Vane 42 43 42 46 49 53 II Bull 38.5 39.8 39.3 43.8 47.2 56 II Bear 31.9 28.4 29.2 24.7 24.7 18.7 OddLot ShRt 32 33.4 35.9 31.9 31.3 35.8 ****************************************************************************** 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.