****************************************************************************** October 23rd, 2007 Market Tells DataSheet ****************************************************************************** DataSheet help file is located @ http://www.astrikos.com/private/helpfile.html ------------------------------------------------------------------------------ Fed Funds Futures are currently pricing in 86% odds of a 1/4 point cut (4.5% Fed Funds Target Rate) at the October 31st, 2007 FOMC meeting ****************************************************************************** Market Stats ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 1509.3 1520.01 1503.61 1519.59 13.26/1% -1%/0% S&P100 704.82 709.18 701.88 708.86 6.23/1% -2%/0% VIX 21.29 21.43 20.13 20.41 -1.23/-6% 10%/10% Nasdaq100 2181.79 2205.18 2170.47 2205.18 47.73/2% 1%/6% VXN 24.65 24.65 23.37 24.13 -1.13/-4% 10%/16% NYSE TICK -3 1190 -1172 639 ---- ---- PreCloseTICK543 TICKscore 4 CumAdj TICK 77 NYSE TRIN 0.98 0.98 0.98 0.98 ---- ---- Dow Indus 13684.6 13540.9 13676.2 109.26/1% -2%/-1% DJIA@10:30 13633.8 DJIA@3:00 13622.4 LstHour Ind -13.0 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 708.86 702.63 700.31 718.31 719.70 717.81 Upper Band 735.11 734.99 734.00 731.89 732.35 732.35 Lower Band 703.17 703.46 705.20 708.61 707.30 706.68 VIX 20.41 21.64 22.96 18.50 18.54 20.02 Upper Band 21.92 21.71 21.27 20.15 20.49 20.70 Lower Band 15.21 15.24 15.45 16.18 16.03 15.97 NDX 2205.18 2157.45 2131.08 2187.52 2179.14 2151.14 Upper Band 2214.05 2207.32 2210.02 2214.22 2211.59 2206.72 Lower Band 2072.73 2066.62 2053.91 2041.54 2028.68 2019.77 VXN 24.13 25.26 25.94 22.14 22.02 23.56 Upper Band 25.46 25.16 24.51 23.42 23.40 23.47 Lower Band 18.22 18.19 18.40 18.97 18.97 18.95 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 10040.99 9930.78 9920.27 10174.61 10165.3 10125.4 Tot Issues 3379 3360 3384 3380 3393 3369 Advancers 2229 1785 525 1605 1697 914 % of Total 66.0% 53.1% 15.5% 47.5% 50.0% 27.1% Decliners 1056 1461 2778 1658 1588 2330 % of Total 31.3% 43.5% 82.1% 49.1% 46.8% 69.2% Unchanged 94 114 81 117 108 125 New Highs 72 25 71 120 127 78 New Lows 64 176 147 114 91 80 Adv Volume 874971 838251 88665 589886 695676 295151 % of Total 66.7% 60.0% 5.0% 46.7% 49.0% 23.0% Decl Volume 404966 544767 1662882 661677 707527 983668 % of Total 30.9% 39.0% 93.4% 52.4% 49.9% 76.5% Total Vol 1311132 1397095 1779605 1263648 1418509 1285698 Unch Volume 31195 14077 28058 12085 15306 6879 ARMS Index 0.98 0.79 3.54 1.09 1.09 1.31 5 Day ARMS 7.49 7.82 8.21 5.68 5.5 5.55 McClellanOs -71 -147 -185 -78 -82 -94 McClellanSm 1728 1799 1947 2132 2210 2292 Cumul TICK 16542 16055 -88497 21665 -24294 -28759 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 2799.26 2753.93 2725.16 2799.31 2792.67 2763.91 Tot Issues 3102 3077 3096 3087 3112 3082 Advancers 1804 1781 481 1439 1557 1055 % of Total 58.2% 57.9% 15.5% 46.6% 50.0% 34.2% Decliners 1142 1191 2508 1516 1412 1903 % of Total 36.8% 38.7% 81.0% 49.1% 45.4% 61.7% Unchanged 156 105 107 132 143 124 New Highs 80 62 41 70 93 63 New Lows 83 305 165 108 102 105 Adv Volume 1502320 1537896 185504 1177780 1641609 637159 % of Total 64.1% 75.6% 7.8% 59.3% 70.1% 29.8% Decl Volume 771587 478906 2190314 758223 673334 1473904 % of Total 32.9% 23.6% 91.9% 38.2% 28.7% 68.9% Total Vol 2342101 2033404 2383075 1987167 2342674 2138780 Unch Volume 68194 16602 7257 51164 27731 27717 ARMS Index 0.81 0.47 2.26 0.61 0.45 1.28 5 Day ARMS 4.6 5.07 5.72 3.96 4.94 5.06 McClellanOs -33 -80 -130 -34 -36 -52 McClellanSm 559 592 672 801 835 872 Cumul TICK 17990 46543 -51931 20749 -15492 1369 Options Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX CallVol 14803 19092 56986 28850 35728 21622 OEX PutVol 16589 19646 87245 34601 46179 31681 OEX Call OI 106044 95355 171750 167614 165925 160382 OEX Put OI 150752 141469 271202 268898 258102 252388 CBOE P/C 0.97 1.01 1.16 0.79 0.94 0.94 Equity P/C 0.65 0.66 0.73 0.55 0.67 0.75 SPX P/C n.a 3.01 2.63 1.35 1.93 1.68 OEX P/C 1.12 1.03 1.53 1.20 1.29 1.47 QQQQ P/C n.a 1.18 1.45 0.91 1.43 1.93 Volume Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ SPY Vol 1799 2617 2971 1481 2166 1663 Upper Band 2722 2695 2511 2154 2186 2133 QQQQ Vol 1620 2067 2451 1444 1839 1935 Upper Band 2435 2401 2290 2049 2020 1930 NYSE Vol 1311132 1397095 1779605 1263648 1418509 1285698 Upper Band 1649419 1650538 1644943 1758077 1758380 1797402 Nasd Vol 2342101 2033404 2383075 1987167 2342674 2138780 Upper Band 2496098 2447266 2440027 2442665 2439388 2410417 ****************************************************************************** Weekly Indicators ****************************************************************************** Short Sales 19-Oct 12-Oct 12-Oct 28-Sep 21-Sep 14-Sep ------------------------------------------------------------------------------ Total 1453664 1405876 1841824 1482925 1285027 1407709 Members 534396 529156 687755 524904 428704 486496 Specialists 132082 111189 146230 95961 77686 93230 Public 919268 876720 1154069 958021 856323 921213 Tot Sht Int 11654667 11878835 11878835 11841052 11841052 12492323 Sh Int Rat 9.6 8.4 8.4 8.1 8.1 6.1 Pub/Spcl 6.96 7.88 7.89 9.98 11.02 9.88 Spcl/Tot 9.1% 7.9% 7.9% 6.5% 6.0% 6.6% Mem/Tot 36.8% 37.6% 37.3% 35.4% 33.4% 34.6% Pub/Tot 63.2% 62.4% 62.7% 64.6% 66.6% 65.4% Sentiment 19-Oct 12-Oct 12-Oct 28-Sep 21-Sep 14-Sep ------------------------------------------------------------------------------ AAII Bull 42 55 52 49 39 40 AAII Bear 36 26 25 34 32 35 Market Vane 65 69 66 64 64 58 II Bull 62 60.2 56.5 55.6 53.9 48.3 II Bear 19.3 21.5 25 25.6 27 31 OddLot ShRt 30.5 32.8 25 27.4 29.8 28 ****************************************************************************** Commitments of Traders ****************************************************************************** S&P 500 19-Oct 12-Oct 12-Oct 28-Sep 21-Sep 14-Sep Commercials 33826 51210 Lg Traders -73049 -80049 ------------------------------------------------------------------------------ Nasdaq 100 19-Oct 12-Oct 12-Oct 28-Sep 21-Sep 14-Sep Commercials -19622 -14262 Lg Traders 13432 10051 ------------------------------------------------------------------------------ Russell 200019-Oct 12-Oct 12-Oct 28-Sep 21-Sep 14-Sep Commercials 45548 48210 Lg Traders -42591 -44693 ------------------------------------------------------------------------------ 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) 2007 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.