****************************************************************************** December 21st, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1105.31 1117.68 1105.31 1114.05 11.58/1% 1%/2% S&P100 510.28 515.95 510.28 513.94 5.21/1% 0%/1% VIX 21.46 21.51 20.28 20.49 -1.19/-5% -5%/-8% Nasdaq100 1818.39 1835 1818.39 1828.79 21.43/1% 2%/4% VXN 21.87 21.91 20.76 20.82 -0.96/-4% -7%/-7% NYSE TICK 227 843 -1116 356 ---- ---- PreCloseTICK220 TICKscore -2 CumAdj TICK 199 NYSE TRIN 0.60 0.60 0.60 0.60 ---- ---- Dow Indus 10458.1 10329.8 10414.1 85.25/1% 0%/1% DJIA@10:30 10442.8 DJIA@3:00 10424.5 LstHour Ind -124.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 513.94 508.73 505.71 511.97 512.13 515.35 Upper Band 518.92 518.82 518.76 518.79 519.16 519.35 Lower Band 505.95 505.54 505.76 506.81 506.86 506.95 VIX 20.49 21.68 22.51 20.54 21.49 21.15 Upper Band 24.43 24.42 24.48 24.43 24.43 24.51 Lower Band 19.41 19.58 19.62 19.58 19.77 19.83 NDX 1828.79 1807.36 1778.27 1800.82 1798.21 1809.09 Upper Band 1820.38 1813.61 1810.94 1812.78 1815.07 1816.59 Lower Band 1761.53 1761.86 1761.12 1761.63 1760.47 1759.89 VXN 20.82 21.78 22.84 21.95 22.46 22.03 Upper Band 25.30 25.20 25.21 25.21 25.21 25.23 Lower Band 20.41 20.68 20.82 20.73 20.76 20.81 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7147.15 7086.19 7063.75 7180.77 7141.44 7186.49 Tot Issues 3183 3172 3184 3172 3178 3183 Advancers 2200 1810 859 1980 1208 2256 % of Total 69.1% 57.1% 27.0% 62.4% 38.0% 70.9% Decliners 852 1240 2209 1076 1847 790 % of Total 26.8% 39.1% 69.4% 33.9% 58.1% 24.8% Unchanged 131 122 116 116 123 137 New Highs 290 197 129 285 220 298 New Lows 3 6 5 3 3 3 Adv Volume 816541 1835626 189910 613878 389726 740597 % of Total 80.6% 68.5% 11.1% 52.6% 33.0% 68.8% Decl Volume 189391 801154 1501759 518886 772408 308164 % of Total 18.7% 29.9% 87.4% 44.5% 65.5% 28.6% Total Vol 1012954 2679180 1718301 1166400 1179264 1076304 Unch Volume 7022 42400 26632 33636 17130 27543 ARMS Index 0.60 0.64 3.08 1.56 1.3 1.19 5 Day ARMS 7.18 7.77 8.05 5.87 5.47 6.5 McClellanOs 77 22 3 92 65 123 McClellanSm 2878 2801 2779 2776 2684 2619 Cumul TICK 52450 28085 -19438 32026 5463 70804 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2237.66 2211.69 2180.05 2206.91 2201.05 2212.1 Tot Issues 2868 2857 2827 2852 2850 2863 Advancers 1810 1610 716 1565 1021 1815 % of Total 63.1% 56.4% 25.3% 54.9% 35.8% 63.4% Decliners 893 1071 1943 1098 1663 851 % of Total 31.1% 37.5% 68.7% 38.5% 58.4% 29.7% Unchanged 165 176 168 189 166 197 New Highs 141 103 59 143 130 111 New Lows 17 35 27 19 19 10 Adv Volume 1315738 2172536 407082 1273123 699424 1450246 % of Total 72.7% 76.3% 21.4% 62.9% 35.9% 78.7% Decl Volume 477068 639055 1455829 731808 1215855 361647 % of Total 26.4% 22.4% 76.4% 36.2% 62.4% 19.6% Total Vol 1808835 2848417 1904846 2022440 1946966 1841891 Unch Volume 16029 36826 41935 17509 31687 29998 ARMS Index 0.73 0.44 1.32 0.82 1.07 0.53 5 Day ARMS 4.38 4.18 5.12 4.34 4.08 3.75 McClellanOs 64 17 -15 50 27 64 McClellanSm 391 327 310 326 276 249 Cumul TICK 2208 -12267 -41805 -4325 159 15998 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 18-Dec 11-Dec 4-Dec 27-Nov 20-Nov 13-Nov ------------------------------------------------------------------------------ AAII Bull 42 43 42 42 43 39 AAII Bear 28 35 34 42 32 39 Market Vane 53 54 54 54 54 53 II Bull 52.2 48.4 50 50.6 46.1 44.4 II Bear 16.7 16.5 16.7 17.6 21.3 26.7 OddLot ShRt 33.7 27.9 29.4 27.3 30.5 32.2 ****************************************************************************** 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 43 35 53 52.2 16.7 33.7