****************************************************************************** January 4th, 2010 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1116.56 1133.87 1116.56 1132.99 17.89/2% 0%/3% S&P100 514.74 523.3 514.74 522.73 8.64/2% 1%/2% VIX 21.68 21.68 20.03 20.04 -1.64/-8% 1%/-11% Nasdaq100 1882.69 1890.02 1881.63 1886.7 26.39/1% 0%/6% VXN 21.65 21.99 21.17 21.2 -0.45/-2% 4%/-12% NYSE TICK 341 1212 -639 730 ---- ---- PreCloseTICK780 TICKscore 5 CumAdj TICK 472 NYSE TRIN 0.64 0.64 0.64 0.64 ---- ---- Dow Indus 10605.0 10430.7 10584.0 155.91/1% 0%/2% DJIA@10:30 10574.4 DJIA@3:00 10592.5 LstHour Ind -154.8 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 522.73 514.09 518.90 518.75 519.13 518.16 Upper Band 522.54 520.97 521.11 520.68 519.90 518.96 Lower Band 505.30 505.80 505.81 505.99 505.97 505.89 VIX 20.04 21.68 19.96 20.01 19.93 19.47 Upper Band 23.49 23.63 23.60 23.64 24.19 24.69 Lower Band 18.69 18.79 18.77 18.92 18.82 18.81 NDX 1886.70 1860.31 1878.65 1872.02 1878.18 1869.84 Upper Band 1901.92 1892.99 1887.91 1877.94 1868.94 1855.84 Lower Band 1746.99 1745.54 1743.68 1744.56 1743.10 1744.93 VXN 21.20 21.65 20.52 20.43 20.45 19.47 Upper Band 24.71 25.00 25.06 25.17 25.50 25.90 Lower Band 18.82 18.81 18.85 19.01 19.12 19.21 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 7326.74 7184.96 7241.24 7252.19 7261.24 7255 Tot Issues 3180 3162 3176 3181 3178 3117 Advancers 2471 1014 1382 1484 1547 2214 % of Total 77.7% 32.1% 43.5% 46.7% 48.7% 71.0% Decliners 601 2021 1644 1544 1470 759 % of Total 18.9% 63.9% 51.8% 48.5% 46.3% 24.4% Unchanged 108 127 150 153 161 144 New Highs 322 176 136 242 404 382 New Lows 1 2 3 0 3 0 Adv Volume 873860 124200 234930 237995 387003 258778 % of Total 86.1% 18.3% 36.5% 37.3% 54.9% 81.3% Decl Volume 135095 546522 393071 386519 304797 53196 % of Total 13.3% 80.4% 61.0% 60.5% 43.2% 16.7% Total Vol 1014802 679849 644378 638419 705374 318192 Unch Volume 5847 9127 16377 13905 13574 6218 ARMS Index 0.64 2.21 1.41 1.56 0.83 0.6 5 Day ARMS 6.65 6.61 5.96 5.72 4.76 4.57 McClellanOs 76 -5 68 110 146 180 McClellanSm 3687 3611 3616 3548 3438 3292 Cumul TICK 75543 7178 1524 17444 36886 50063 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2308.42 2269.15 2291.28 2288.4 2291.08 2285.69 Tot Issues 2855 2879 2861 2850 2864 2764 Advancers 2152 1013 1392 1323 1185 1607 % of Total 75.4% 35.2% 48.7% 46.4% 41.4% 58.1% Decliners 576 1712 1268 1321 1407 958 % of Total 20.2% 59.5% 44.3% 46.4% 49.1% 34.7% Unchanged 127 154 201 206 272 199 New Highs 217 99 92 114 203 182 New Lows 5 12 7 12 13 10 Adv Volume 1643341 275945 713103 524100 602176 454278 % of Total 85.1% 22.3% 54.3% 44.5% 48.9% 71.8% Decl Volume 271456 947280 545470 616665 609155 161187 % of Total 14.1% 76.5% 41.6% 52.4% 49.4% 25.5% Total Vol 1931382 1237821 1312673 1177718 1232133 632658 Unch Volume 16585 14596 54100 36953 20802 17193 ARMS Index 0.62 2.03 0.84 1.18 0.85 0.6 5 Day ARMS 5.52 5.5 4.21 3.95 3.5 3.09 McClellanOs 112 39 87 94 109 139 McClellanSm 1178 1066 1027 939 845 736 Cumul TICK 20356 4904 -5732 2043 -9976 10032 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 31-Dec 24-Dec 18-Dec 11-Dec 4-Dec 27-Nov ------------------------------------------------------------------------------ AAII Bull 38 43 42 43 42 42 AAII Bear 38 35 28 35 34 42 Market Vane 57 53 53 54 54 54 II Bull 51.1 52.2 52.2 48.4 50 50.6 II Bear 15.6 16.7 16.7 16.5 16.7 17.6 OddLot ShRt 28.5 33.7 33.7 27.9 29.4 27.3 ****************************************************************************** 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 13202568 3.4 43 35 53 52.2 16.7 33.7