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AUGUST 27, 2010
Pricing Data on the Major Indices for 8/27/10
Daily % Day YTD % % of 52-Wk 52-Wk Close 1 Yr
Index Daily High Daily Low Daily Range Daily Open Daily Close Prev. Close Chng. Chng. Change High 52-Wk High 52-Wk Low Range Ago % Yr. Change
DJIA 10,159.88 9,936.62 223.26 9,982.18 10,150.65 9,985.81 164.84 1.65% -2.66% 90.16% 11,258.01 9,252.93 2,005.08 9,544.20 6.35%
S&P500 1,065.21 1,039.70 25.51 1,049.27 1,064.59 1,047.22 17.37 1.66% -4.53% 87.28% 1,219.80 991.97 227.83 1,028.93 3.47%
NASDAQ 2,154.99 2,099.29 55.70 2,134.16 2,153.63 2,118.69 34.94 1.65% -5.09% 84.95% 2,535.28 1,958.04 577.24 2,028.77 6.15%
Indicators on the Major Indices 8/27/10
% Diff. from % Diff. from 200D - % Diff. from 12D - EMA % Diff. from 26D - EMA % Diff. from 200D - EMA % Diff. from 1 10D - RSI 60D - RSI
Index 12D - EMA Close 26D - EMA Close EMA Close 10D - RSI 60D - RSI Yr. Ago 1 Yr. Close Yr. Ago 1 Yr. Close Yr. Ago Yr. Close Yr. Ago Yr. Ago
DJIA 10,202.38 -0.51% 10,280.85 -1.27% 10,259.48 -1.06% 42.3 45.8 9,438.73 1.12% 9,273.71 2.92% 8,895.67 7.29% 67.2 64.3
S&P500 1,070.58 -0.56% 1,080.92 -1.51% 1,094.48 -2.73% 42.0 45.0 1,016.62 1.21% 998.89 3.01% 960.55 7.12% 66.7 63.6
NASDAQ 2,168.76 -0.70% 2,195.95 -1.93% 2,221.68 -3.06% 41.8 44.2 2,006.36 1.12% 1,977.77 2.58% 1,834.25 10.60% 63.7 62.2
Volume on the Major Indices 8/27/10
% Diff. Yr. Ago 12D - EMA 200D - EMA
Volume 12D - EMA % Diff. from 26D - EMA % Diff. 200D - EMA from Volume Yr. Ago % Diff. from 26D - EMA % Diff. from Yr. Ago % Diff. from 1
Index (000s) (000s) Close (000s) from Close (000s) Close (000s) (000s) 1 Yr. Close Yr. Ago (000s) 1 Yr. Close (000s) Yr. Close
DJIA 207,764 196,749 5.60% 195,012 6.54% 217,759 -4.59% 205,768 187,787 9.58% 197,933 3.96% 283,341 -27.38%
S&P500 N/A 29,128 N/A 32,376 N/A 40,292 N/A 47,423 43,005 10.28% 43,790 8.30% 46,574 1.82%
NASDAQ 575,267 N/A N/A N/A N/A N/A N/A 668,026 601,568 11.05% 614,693 8.68% 736,416 -9.29%
Top Common Stock Gainers for 8/27/10 Top Common Stock Losers for 8/27/10
Market % Volume Avg. Vol Market % Volume Avg. Vol
Ticker Name Cap Change (000s) (000s) Exchange Ticker Name Cap Change (000s) (000s) Exchange
NZ Netezza Corporation $1.229B 33.2% 13,463 1,116 NYSE IMGN ImmunoGen, Inc. $329.5M -38.5% 7,340 747 NGM
DLLR Dollar Financial Corp. 470.8M 26.6% 1,246 199 NasdaqNM SKH Skilled Healthcare Group, Inc. 104.7M -13.2% 2,559 886 NYSE
PAR 3PAR Inc. 2.032B 24.7% 22,606 2,697 NYSE KUTV Ku6 Media Co., Ltd. 0 -10.4% 69 12 NGM
PTX Pernix Therapeutics Holdings I 90.1M 19.5% 23 6 AMEX DGIT DG FastChannel Inc. 698.0M -9.6% 2,754 701 NasdaqNM
MXL MaxLinear, Inc. 379.5M 16.7% 318 129 NYSE THTI THT Heat Transfer Technology, 65.1M -9.6% 4 3 NCM
SPMD SuperMedia Inc 166.8M 16.2% 405 220 NGM CHIND CDC Corp. 148.0M -8.1% 333 283 NasdaqNM
AXN Aoxing Pharmaceutical Company, 135.7M 15.9% 28 87 AMEX KGJI Kingold Jewelry Inc., 391.3M -7.9% 29 15 NCM
UNIS Unilife Corporation 298.1M 15.4% 227 217 NGM UEPS Net 1 UEPS Technologies, Inc. 560.9M -7.5% 1,005 449 NasdaqNM
CML Compellent Technologies, Inc. 546.3M 15.2% 2,782 484 NYSE JCG J. Crew Group, Inc. 1.981B -7.2% 9,128 2,178 NYSE
PGTI PGT, Inc. 122.3M 15.2% 46 73 NGM TBV Tiens Biotech Group (USA), Inc 107.0M -3.9% 17 8 AMEX
VHC VirnetX Holding Corporation 347.3M 15.1% 1,852 469 AMEX IHC Independence Holding Company 98.6M -3.6% 20 22 NYSE
TZOO Travelzoo Inc. 294.8M 15.1% 113 50 NasdaqNM FVE Five Star Quality Care, Inc. 156.5M -3.3% 211 251 AMEX
WAVX Wave Systems Corp. 193.2M 14.9% 414 534 NCM TIF Tiffany & Co. 5.176B -3.2% 7,814 3,120 NYSE
CDZI Cadiz Inc. 156.5M 14.3% 54 41 NGM CEA China Eastern Airlines Corp. L 5.801B -3.0% 27 25 NYSE
KEM KEMET Corporation 217.4M 13.1% 1,181 800 AMEX CGR Claude Resources Inc. (USA) 152.0M -2.5% 208 153 AMEX
Market Statistics for 8/27/10 Most Active Common Stock for 8/27/10
New 52- New 52- Volume Market % Volume Avg. Vol
Exchange Advancing Declining Unchanged Total Wk High Wk Low (millions) Ticker Name Cap Change (000s) (000s) Exchange
NYSE 2,645 (84%) 407 (13%) 87 (3%) 3,139 218 72 4,264 C Citigroup Inc. $108.9B 2.7% 558,632 513,060 NYSE
Nasdaq 2,179 (79%) 469 (17%) 101 (4%) 2,749 28 83 2,174 BAC Bank of America Corporation 126.8B 1.4% 158,638 147,328 NYSE
Amex 356 (68%) 135 (26%) 29 (6%) 520 20 16 120 INTC Intel Corporation 102.3B 1.1% 135,205 72,068 NasdaqNM
F Ford Motor Company 39.759B 3.5% 63,569 75,989 NYSE
CSCO Cisco Systems, Inc. 118.4B 0.5% 62,259 58,981 NasdaqNM
MSFT Microsoft Corporation 207.1B 0.5% 60,944 68,495 NasdaqNM
AMD Advanced Micro Devices, Inc. 4.101B 3.6% 49,327 30,449 NYSE
GE General Electric Company 157.3B 1.5% 46,480 70,872 NYSE
WFC Wells Fargo & Company 125.6B 2.2% 45,101 39,152 NYSE
MU Micron Technology, Inc. 6.790B 0.7% 42,461 33,316 NasdaqNM
Q Qwest Communications Internati 9.809B 0.2% 38,676 28,026 NYSE
JPM JPMorgan Chase & Co. 145.1B 2.7% 38,449 39,315 NYSE
PFE Pfizer Inc. 129.3B 1.2% 38,263 54,858 NYSE
HPQ Hewlett-Packard Company 88.236B -0.6% 37,178 23,271 NYSE
DELL Dell Inc. 23.203B 1.2% 34,008 25,582 NasdaqNM
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High Volume Options for 8/27/10 Unusual Volume Options for 8/27/10
Close Change Close Change
Ticker Name Date Option Price Price Volume Ticker Name Date Option Price Price Volume
SPY Standard & Poor'S 10-Sep 105 Put 2.37 (0.33) 119,647 MCD Mcdonald'S Corpor 10-Sep 62.5 Call 11.50 0.30 43,254
XLF Select Sector Spd 10-Sep 13 Put 0.21 (0.04) 62,146 BHI Baker Hughes Inco 11-Jan 48 Call 1.22 0.15 7,647
IWM Ishares Trust (Ba 10-Sep 65 Put 5.34 (0.83) 61,004 ETR Entergy Corporati 10-Sep 80 Call 1.80 1.10 3,877
IBKR Interactive Broke 11-Jan 15 Put 0.68 0.03 52,147 PLCM Polycom Inc. 11-Jan 22.5 Put 0.80 (0.15) 6,089
QQQQ Powershares Excha 10-Sep 43 Put 0.74 (0.18) 38,995 PAR 3Par Inc Common S 10-Sep 30 Put 0.20 (3.90) 21,375
BAC Bank Of America C 10-Sep 12 Put 0.20 (0.02) 30,058 EWZ Ishares Trust (Ba 10-Sep 58 Put 0.12 (0.20) 16,108
TBT Proshares Ultrash 10-Sep 33 Call 0.49 0.01 28,243 IYR Ishares Trust (Ba 10-Dec 55 Call 1.44 0.06 10,132
XRT Spdr Series Trust 10-Sep 35 Put 0.54 (0.16) 23,736 XLF Select Sector Spd 11-Jan 15 Call 0.55 0.05 5,253
EEM Ishares Trust (Ba 10-Sep 42 Call 0.32 (0.06) 23,280 MRK Merck & Company 12-Jan 40 Call 2.52 0.12 5,068
CASY Caseys General St 10-Sep 45 Put 8.20 0.35 21,212 SMH Merrill Lynch & C 10-Oct 24 Put 0.69 (0.14) 2,882
BKC Burger King Holdi 10-Oct 20 Call 0.48 0.30 20,714 KGC Kinross Gold Corp 10-Oct 13 Call 3.60 0.45 2,509
AAPL Apple Inc. 10-Aug 240 Call 3.90 0.75 20,267 IGT International Gam 10-Sep 15 Call 0.60 - 12,701
EBAY Ebay Inc. 11-Jan 17.5 Put 0.52 (0.04) 20,000 SPY Standard & Poor'S 10-Dec 114 Call 2.25 0.34 8,551
XHB Spdr Series Trust 10-Sep 14 Put 0.38 (0.22) 18,853 OIH Merrill Lynch & C 10-Oct 99.1 Call 2.25 - 8,551
EWZ Ishares Trust (Ba 10-Sep 72 Call 0.43 (0.09) 18,537 NUAN Nuance Communicat 10-Sep 16 Call 0.35 0.05 3,114
Top and Worst Industries for 8/27/10 Daily Treasury Yield Curve Rates
Date 1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr
Top Yahoo % Worst Yahoo % 7/1/2010 0.16 0.17 0.22 0.32 0.63 1.01 1.80 2.43 2.96 3.71 3.88
7/2/2010 0.16 0.17 0.22 0.31 0.63 1.04 1.82 2.46 3.00 3.77 3.94
Industries Change Industries Change 7/6/2010 0.17 0.17 0.21 0.32 0.62 1.00 1.76 2.40 2.95 3.71 3.89
Wholesale Other 7.60% Jewelry Stores -2.20% 7/7/2010 0.17 0.16 0.20 0.31 0.63 1.01 1.79 2.45 3.00 3.78 3.96
7/8/2010 0.17 0.15 0.19 0.30 0.63 1.01 1.80 2.48 3.04 3.81 4.00
Copper 4.32% Semicndtr-MemChip -0.88% 7/9/2010 0.16 0.16 0.20 0.30 0.63 1.03 1.85 2.52 3.07 3.85 4.04
Acc&Health Ins 4.05% Manuf Housing -0.56% 7/12/2010 0.16 0.16 0.20 0.30 0.65 1.06 1.85 2.51 3.08 3.86 4.05
7/13/2010 0.16 0.15 0.20 0.30 0.67 1.09 1.90 2.57 3.15 3.92 4.10
Resorts&Casinos 4.03% Drug Stores -0.21% 7/14/2010 0.16 0.15 0.19 0.27 0.62 1.02 1.82 2.49 3.07 3.84 4.03
Nonmet Min Mining 4.02% Discount Variety 0.11% 7/15/2010 0.16 0.15 0.20 0.27 0.61 0.98 1.76 2.43 3.00 3.77 3.97
7/16/2010 0.14 0.15 0.19 0.28 0.61 0.94 1.70 2.37 2.96 3.74 3.95
Computer Periph 3.91% ElectronicsStores 0.13% 7/19/2010 0.15 0.17 0.20 0.28 0.61 0.95 1.73 2.40 2.99 3.78 3.99
LumberWoodProd 3.90% Div Investments 0.25% 7/20/2010 0.16 0.16 0.19 0.27 0.61 0.94 1.71 2.39 2.98 3.78 3.99
7/21/2010 0.16 0.16 0.19 0.27 0.58 0.91 1.66 2.32 2.90 3.68 3.89
Oil&Gas Equip&Ser 3.89% ClosedEndFundDebt 0.41% 7/22/2010 0.15 0.16 0.20 0.27 0.60 0.92 1.69 2.38 2.96 3.75 3.95
Silver 3.80% Cigarettes 0.42% 7/23/2010 0.15 0.16 0.20 0.27 0.60 0.94 1.75 2.43 3.02 3.81 4.01
7/26/2010 0.15 0.16 0.20 0.29 0.62 0.97 1.76 2.45 3.03 3.82 4.03
Data Storage Dev 3.72% Mgmt Services 0.46% 7/27/2010 0.16 0.15 0.21 0.30 0.65 1.02 1.82 2.51 3.08 3.88 4.08
Rec Vehicles 3.67% Music&Video Store 0.46% 7/28/2010 0.15 0.15 0.20 0.30 0.61 0.95 1.75 2.43 3.03 3.86 4.07
7/29/2010 0.15 0.15 0.20 0.30 0.59 0.92 1.70 2.40 3.03 3.86 4.08
Proc Sys&Prod 3.65% PersonalComputers 0.62% 7/30/2010 0.14 0.15 0.20 0.29 0.55 0.84 1.60 2.30 2.94 3.74 3.98
InternetSoftServ 3.61% Personal Products 0.63% Daily Treasury Yield Curve Rates
Div Comm Services 3.60% Food Wholesale 0.66% Date 1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr
8/2/2010 0.14 0.16 0.20 0.28 0.56 0.85 1.64 2.35 2.99 3.82 4.06
Surety&Title Ins 3.58% Dairy Products 0.66%
8/3/2010 0.15 0.16 0.20 0.27 0.53 0.80 1.55 2.27 2.94 3.78 4.04
8/4/2010 0.15 0.16 0.20 0.28 0.56 0.86 1.62 2.33 2.98 3.81 4.07
8/5/2010 0.15 0.15 0.19 0.27 0.53 0.81 1.57 2.28 2.94 3.78 4.05
8/6/2010 0.14 0.15 0.19 0.25 0.50 0.78 1.51 2.21 2.86 3.71 4.00
8/9/2010 0.14 0.15 0.19 0.26 0.54 0.81 1.54 2.21 2.86 3.73 4.01
8/10/2010 0.15 0.15 0.19 0.25 0.52 0.78 1.46 2.14 2.79 3.70 4.00
8/11/2010 0.15 0.15 0.19 0.25 0.54 0.78 1.44 2.08 2.72 3.62 3.93
8/12/2010 0.15 0.16 0.18 0.25 0.55 0.81 1.48 2.11 2.74 3.63 3.94
8/13/2010 0.14 0.15 0.19 0.26 0.54 0.81 1.47 2.07 2.68 3.56 3.87
8/16/2010 0.15 0.16 0.19 0.25 0.51 0.76 1.40 2.00 2.58 3.42 3.72
8/17/2010 0.16 0.17 0.19 0.26 0.52 0.78 1.44 2.06 2.64 3.47 3.77
8/18/2010 0.16 0.16 0.19 0.25 0.51 0.77 1.46 2.06 2.64 3.44 3.73
8/19/2010 0.16 0.16 0.19 0.25 0.49 0.74 1.41 2.02 2.58 3.37 3.66
8/20/2010 0.15 0.15 0.19 0.26 0.49 0.78 1.47 2.07 2.62 3.38 3.67
8/23/2010 0.15 0.16 0.19 0.25 0.49 0.76 1.43 2.04 2.60 3.37 3.65
8/24/2010 0.17 0.16 0.20 0.27 0.50 0.72 1.36 1.95 2.50 3.28 3.57
8/25/2010 0.17 0.16 0.19 0.26 0.53 0.77 1.40 2.00 2.54 3.31 3.59
8/26/2010 0.17 0.16 0.19 0.25 0.51 0.77 1.38 1.97 2.50 3.25 3.53
8/27/2010 0.17 0.15 0.19 0.27 0.56 0.83 1.49 2.09 2.66 3.41 3.69
DAILY MARKET SHEET
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