****************************************************************************** August 6th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1004.06 1008 992.49 997.08 -5.64/-1% 1%/13% S&P100 466.93 468.46 461.16 463.47 -2.74/-1% 1%/12% VIX 24.9 26.15 24.47 25.67 0.77/3% -1%/-14% Nasdaq100 1618.01 1623.25 1595.36 1600.29 -14.15/-1% 0%/13% VXN 25.5 26.66 25.37 26.36 0.86/3% 1%/-12% NYSE TICK 259 1075 -1190 -143 ---- ---- PreCloseTICK-73 TICKscore -2 CumAdj TICK -597 NYSE TRIN 0.62 0.62 0.62 0.62 ---- ---- Dow Indus 9325.1 9208.8 9256.3 -24.71/0% 1%/13% DJIA@10:30 9243.9 DJIA@3:00 9228.1 LstHour Ind 65.3 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 463.47 466.21 467.31 466.27 460.26 460.06 Upper Band 480.10 480.53 479.63 477.63 474.41 471.90 Lower Band 418.07 412.71 408.34 404.99 403.72 402.23 VIX 25.67 24.90 24.89 25.56 25.92 25.40 Upper Band 27.67 28.62 29.88 30.76 31.12 31.29 Lower Band 22.48 21.94 21.32 21.04 21.02 21.05 NDX 1600.29 1614.44 1628.49 1628.12 1603.36 1609.87 Upper Band 1688.28 1693.15 1692.82 1687.53 1675.93 1666.42 Lower Band 1433.62 1410.22 1390.26 1373.18 1366.07 1359.88 VXN 26.36 25.50 25.17 26.28 26.16 26.63 Upper Band 27.94 28.83 29.90 30.78 31.10 31.24 Lower Band 23.53 23.00 22.49 22.21 22.18 22.24 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 6517.67 6558.19 6569.14 6565.65 6424.28 6384.31 Tot Issues 3166 3168 3175 3178 3158 3160 Advancers 1152 1410 1849 2540 1886 2432 % of Total 36.4% 44.5% 58.2% 79.9% 59.7% 77.0% Decliners 1896 1638 1184 526 1148 635 % of Total 59.9% 51.7% 37.3% 16.6% 36.4% 20.1% Unchanged 118 120 142 112 124 93 New Highs 126 151 158 177 110 127 New Lows 3 4 7 4 7 7 Adv Volume 674553 991622 824451 1071686 1018083 943749 % of Total 48.9% 64.8% 66.1% 88.4% 67.7% 69.6% Decl Volume 692184 531101 403711 123196 471631 401314 % of Total 50.2% 34.7% 32.4% 10.2% 31.3% 29.6% Total Vol 1379241 1529959 1246836 1212424 1504721 1356359 Unch Volume 12504 7236 18674 17542 15007 11296 ARMS Index 0.62 0.46 0.76 0.56 0.76 1.63 5 Day ARMS 3.16 4.17 4.66 4.82 5.28 5.46 McClellanOs 63 140 200 216 155 157 McClellanSm 5058 4996 4856 4656 4440 4285 Cumul TICK 3139 32751 80290 94780 90809 67762 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1973.16 1993.05 2011.31 2008.61 1978.5 1984.3 Tot Issues 2815 2817 2840 2833 2818 2815 Advancers 809 969 1495 1855 1264 1805 % of Total 28.7% 34.4% 52.6% 65.5% 44.9% 64.1% Decliners 1812 1691 1154 774 1352 799 % of Total 64.4% 60.0% 40.6% 27.3% 48.0% 28.4% Unchanged 194 157 191 204 202 211 New Highs 36 52 74 95 64 115 New Lows 6 4 5 10 3 5 Adv Volume 668784 782647 1250553 1727752 962686 1576199 % of Total 27.8% 33.3% 56.0% 80.1% 44.0% 62.4% Decl Volume 1706168 1524941 852884 384115 1206033 925693 % of Total 70.8% 64.8% 38.2% 17.8% 55.1% 36.7% Total Vol 2408402 2353553 2235010 2155728 2190389 2525679 Unch Volume 33450 45965 131573 43861 21670 23787 ARMS Index 1.14 1.12 0.88 0.53 1.17 1.33 5 Day ARMS 4.84 5.03 4.64 4.51 4.68 4.57 McClellanOs -12 53 112 118 81 106 McClellanSm 2359 2370 2318 2206 2088 2007 Cumul TICK -4144 158 5918 11921 30377 35006 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 31-Jul 24-Jul 17-Jul 10-Jul 2-Jul 26-Jun ------------------------------------------------------------------------------ AAII Bull 48 38 29 28 38 28 AAII Bear 31 42 47 55 45 49 Market Vane 46 45 43 41 43 42 II Bull 42.2 36.7 35.6 42.7 41.4 43.6 II Bear 31.1 35.6 35.6 30.3 29.9 28.7 OddLot ShRt 30 35.4 33.5 30.5 27.6 34.7 ****************************************************************************** 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.