****************************************************************************** February 6th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 846.09 870.75 845.42 868.6 22.75/3% 5%/-5% S&P100 398.96 410.49 398.48 409.43 10.94/3% 5%/-5% VIX 43.71 43.71 41.2 43.37 -0.36/-1% -5%/2% Nasdaq100 1244.43 1280.4 1243.86 1277.49 32.38/3% 7%/2% VXN 43.3 43.3 40.3 41.95 -1.35/-3% -10%/-3% NYSE TICK 1 1305 -1106 1232 ---- ---- PreCloseTICK-8 TICKscore 27 CumAdj TICK 980 NYSE TRIN 0.39 0.39 0.39 0.39 ---- ---- Dow Indus 8312.4 8052.2 8280.6 217.52/3% 4%/-5% DJIA@10:30 8203.6 DJIA@3:00 8275.6 LstHour Ind -135.5 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 409.43 398.49 393.01 397.31 391.36 391.28 Upper Band 419.56 424.57 429.35 436.82 442.49 447.96 Lower Band 380.81 377.90 376.25 373.75 372.44 372.28 VIX 43.37 43.73 43.85 43.06 45.52 44.84 Upper Band 52.88 52.90 52.90 53.23 53.44 53.51 Lower Band 38.16 38.06 38.03 37.17 36.56 35.86 NDX 1277.49 1245.11 1215.43 1215.66 1195.75 1180.25 Upper Band 1261.69 1254.57 1253.17 1265.58 1273.35 1281.66 Lower Band 1136.98 1141.59 1142.34 1135.84 1132.76 1131.24 VXN 41.95 43.30 42.82 42.88 46.47 44.93 Upper Band 51.23 51.19 51.19 51.41 51.66 51.65 Lower Band 38.59 38.75 38.78 38.25 37.61 36.89 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5475.28 5326.01 5242.75 5268.02 5166.47 5195.79 Tot Issues 3179 3130 3148 3157 3163 3166 Advancers 2558 1947 1327 1843 1383 815 % of Total 80.5% 62.2% 42.2% 58.4% 43.7% 25.7% Decliners 550 1088 1723 1205 1694 2255 % of Total 17.3% 34.8% 54.7% 38.2% 53.6% 71.2% Unchanged 71 95 98 109 86 96 New Highs 7 6 3 2 4 4 New Lows 24 133 89 84 132 82 Adv Volume 1477271 1175258 564172 818539 546129 202119 % of Total 91.8% 72.2% 40.5% 60.8% 41.4% 13.7% Decl Volume 122673 430707 821023 513433 759910 1257992 % of Total 7.6% 26.4% 58.9% 38.1% 57.6% 85.5% Total Vol 1609358 1628536 1393746 1346481 1319654 1471163 Unch Volume 9414 22571 8551 14509 13615 11052 ARMS Index 0.39 0.66 1.12 0.96 1.14 2.25 5 Day ARMS 4.27 6.13 7.57 7.2 7.15 7.43 McClellanOs 95 -5 -54 -38 -79 -71 McClellanSm 1410 1315 1320 1374 1411 1490 Cumul TICK 86972 32813 -33202 21861 -15547 -49241 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1591.71 1546.24 1515.05 1516.3 1494.43 1476.42 Tot Issues 2906 2829 2804 2884 2892 2895 Advancers 2056 1735 1046 1567 1486 909 % of Total 70.8% 61.3% 37.3% 54.3% 51.4% 31.4% Decliners 695 945 1624 1154 1278 1833 % of Total 23.9% 33.4% 57.9% 40.0% 44.2% 63.3% Unchanged 155 149 134 163 128 153 New Highs 6 4 7 8 8 3 New Lows 49 123 109 102 138 91 Adv Volume 1994634 2131738 1384379 1467670 1261944 401103 % of Total 82.7% 84.1% 64.5% 71.1% 63.2% 19.3% Decl Volume 400392 411593 849371 585061 706564 1650406 % of Total 16.6% 16.2% 39.6% 28.3% 35.4% 79.4% Total Vol 2412473 2535094 2147483 2064071 1997020 2078413 Unch Volume 17447 -395848 -86267 11340 28512 26904 ARMS Index 0.59 0.35 0.4 0.54 0.65 2.04 5 Day ARMS 2.53 3.98 5.56 5.61 5.8 5.99 McClellanOs 108 40 -6 21 -6 -26 McClellanSm 58 -50 -90 -84 -105 -99 Cumul TICK 45678 25172 -22561 12904 7334 -16536 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 27783 12001 10746 25374 9864 3896969 OEX PutVol 21368 11670 10053 9025 11816 4488690 OEX Call OI 179060 179060 179060 179060 179060 179060 OEX Put OI 252767 252767 252767 252767 252767 252767 CBOE P/C 1.29 1.29 1.29 1.29 1.29 1.29 Equity P/C 0.89 0.89 0.89 0.89 0.89 0.89 SPX P/C n.a n.a n.a n.a n.a n.a OEX P/C 0.77 0.97 0.94 0.36 1.20 1.15 QQQQ P/C n.a n.a n.a n.a n.a n.a Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 2455 2455 2455 2455 2455 2455 Upper Band 3667 3667 3667 3667 3667 3667 QQQQ Vol 1542 1542 1542 1542 1542 1542 Upper Band 2646 2646 2646 2646 2646 2646 NYSE Vol 1609358 1281651 1722548 1452972 1396731 1092013 Upper Band 1785659 2063609 1998556 1956045 1674495 1474011 Nasd Vol 2412473 1991700 2350110 2243354 2113965 1808781 Upper Band 2451476 3080535 2928154 2911175 2437845 2340554 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 2-May 25-Apr 18-Apr 11-Apr 4-Apr 28-Mar ------------------------------------------------------------------------------ Total 2102788 2102788 2102788 2102788 2102788 2102788 Members 704313 704313 704313 704313 704313 704313 Specialists 111203 111203 111203 111203 111203 111203 Public 1398475 1398475 1398475 1398475 1398475 1398475 Tot Sht Int 16009688 16009688 16009688 16009688 16009688 16009688 Sh Int Rat 3.5 3.5 3.5 3.5 3.5 3.5 Pub/Spcl 12.58 12.58 12.58 12.58 12.58 12.58 Spcl/Tot 5.3% 5.3% 5.3% 5.3% 5.3% 5.3% Mem/Tot 33.5% 33.5% 33.5% 33.5% 33.5% 33.5% Pub/Tot 66.5% 66.5% 66.5% 66.5% 66.5% 66.5% Sentiment 6-Feb 30-Jan 23-Jan 16-Jan 9-Jan 2-Jan ------------------------------------------------------------------------------ AAII Bull 25 25 27 28 49 24 AAII Bear 44 47 46 47 35 55 Market Vane 39 39 38 41 44 42 II Bull 35.2 34.8 38.7 43 41.8 38.5 II Bear 36.3 38 37.6 34.4 34.1 38.5 OddLot ShRt 34.4 36.1 36.9 31.2 30.4 27.6 ****************************************************************************** Commitments of Traders * ****************************************************************************** S&P 500 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb Commercials 19809 19809 18434 29145 14286 7287 Lg Traders -60764 -60764 -59817 -74837 -48619 -46872 ------------------------------------------------------------------------------ Nasdaq 100 4-Apr 28-Mar 21-Mar 14-Mar 7-Mar 29-Feb Commercials 16609 16609 15372 12490 18106 11742 Lg Traders -19040 -19040 -18215 -12120 -18257 -13529 ------------------------------------------------------------------------------ * COT data reflects combined activity in standard and E-Mini contracts ****************************************************************************** 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.