Create a new layer again situated under the sphere to represent on it the sphere’s shadow. It’s necessary to apply in this case the Brush Tool (B) of black color.

Make eleven copies of the shadow’s layer and select the Free Transform to place the copies on that place they may be seen.

Combine in a group all the layers containing the shadow (press the Ctrl button and mark out the necessary layer and click on the left mouse’s button to stretch them down on Create a new group option). Apply the next shown parameters for this group. The Opacity should be situated on 50%.

Make a copy of the earlier made group and select the Free Transform option again to enlarge the copy a little. Press the Shift button and set the Opacity for this group on 14%. Place the new group above the shadows’ group and under the first group of colored spheres.

The illustration is finished!

View full size here.