Cash Prices Close S&P500 1926.82 S&P100 861.75 VIX 22.31 Nasdaq100 4199.10 VXN 27.19 NYSE TICK 787 PreCloseTICK 119 Lead TICK 3118 CumAdj TICK 746 NYSE TRIN 0.59 Dow Indus 16453.83 S&P500 Component Internals Advancers 439 Decliners 62 Unchanged 0 A/D Ratio 7.08 A/D Thrust 87.62 Up Volume 2783869 Up Vol % 88.9% Dn Volume 350051 Dn Vol % 11.2% Tot Volume 3133106 UpDn Thrust 88.83 > Upr Bband 68 < Lwr Bband 1 New 20d Hi 139 New 20d Lo 2 New 52wk Hi 12 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 90.02 UDT3 89.01 UDT5 63.52 UDT10 51.05 UDT20 51.15 NYSE Up/Down Volume Thrust UDT2 87.04 UDT3 85.87 UDT5 63.53 UDT10 52.48 UDT20 52.77 SPX Advance/Decline Thrust ADT2 90.39 ADT3 90.19 ADT5 67.80 ADT10 56.23 ADT20 54.41 NYSE Advance/Decline Thrust ADT2 81.97 ADT3 81.04 ADT5 63.04 ADT10 51.70 ADT20 53.07 RSI for SPX Components 2-day >98 21 2-day <2 0 14-day >70 12 14-day <30 3 Volume for SPX Components 2x 50d Avg 12 >50d Avg 226 <50d Avg 274 Spread -48 Price Indicators (SPX Components) Inside Day 23 Outside Day 11 Spread 12 Gap Up 124 Gap Down 2 Spread 122 Top10%Range 76 Bot10%Range 15 Spread 61 >UpperBand 68 <LowerBand 1 Spread 67 WR20 12 NR20 79 Spread -67 1% up 346 1% down 16 Spread 330 2% up 213 2% down 4 Spread 209 5% up 5days 220 5% dn 5days 7 Spread 213 +10% 5days 47 -10% 5days 3 Spread 44 +10% 20days 106 -10% 20days 34 Spread 72 Close>Open 378 Close<Open 119 Spread 259 +1%fromOpen 252 -1%fromOpen 33 Spread 219 +2%fromOpen 104 -2%fromOpen 7 Spread 97 Close>Midp 350 Close<Midp 148 Spread 202 +1% vs Midp 111 -1% vs Midp 16 Spread 95 +2% vs Midp 30 -2% vs Midp 5 Spread 25 >Yest High 369 <Yest Low 7 Spread 362 1%>YestHigh 257 1%<YestLow 3 Spread 254 >Yest Midp 467 <Yest Midp 33 Spread 434 1%>YestMidp 379 1%<YestMidp 11 Spread 368 SPX Components vs Highs/Lows 1%of52wkHi 25 1%of52wkLo 2 S;pread 23 50%<52wkHi 105 50%<52wkLo 2 Spread 103 1%of20dHi 181 1%of20dLo 3 Spread 178 10%<20dHi 77 10%<20dLo 187 Spread -110 SPX Components vs. Moving Averages >10d Avg 426 <10d Avg 74 Spread 352 5% >10d Avg 88 5% <10d Avg 7 Spread 81 >20d Avg 364 <20d Avg 136 Spread 228 5% >20d Avg 126 5% <20d Avg 25 Spread 101 >50d Avg 219 <50d Avg 281 Spread -62 5% >50d Avg 77 5% <50d Avg 152 Spread -75 10%>50dAvg 22 10%<50dAvg 74 Spread -52 >200d Avg 146 <200d Avg 354 Spread -208 10%>200dAvg 39 10%<200dAvg 198 Spread -159 25%>200dAvg 5 25%<200dAvg 53 Spread -48 SPX Components Historical Volatility 10d HV <10 6 10d HV >50 136 20d HV <10 5 20d HV >50 116 SPX Components RSI Values RSI2 >90 262 RSI2 <10 6 Spread 256 RSI2 >98 21 RSI2 <2 0 Spread 21 RSI14 >70 12 RSI14 <30 3 Spread 9 RSI14 >80 0 RSI14 <20 0 Spread 0 VolWatch Close VXO 23.63 Upper Band 30.78 Lower Band 19.62 vs 10d Avg -10.57% VIX 22.31 Upper Band 28.66 Lower Band 19.00 vs 10d Avg -9.18% NYSE Close Tot Issues 3212 Advancers 2627 % of Total 81.8% Decliners 537 % of Total 16.7% Unchanged 48 New Highs 26 New Lows 21 Adv Volume 4478031 % of Total 89.2% Decl Volume 530019 % of Total 10.6% Total Vol 5019785 ARMS Index 0.59 McClellanOs 196 Cumul TICK 71408 NASDAQ Close Tot Issues 2954 Advancers 2091 % of Total 70.8% Decliners 794 % of Total 26.9% Unchanged 69 New Highs 20 New Lows 50 Adv Volume 1927099 % of Total 83.9% Decl Volume 361913 % of Total 15.8% Total Vol 2297377 ARMS Index 4.13 5 Day ARMS 4.13 McClellanOs 164 Cumul TICK 39520 Volume Close SPY Vol 135733664 Upper Band 253373021 SPX Vol 3133105983 Upper Band 4141131347 NYSE Vol 5019785000 Upper Band 6021733993 Sentiment Close AAII Bull 19 AAII Bear 48 Market Vane 47 II Bull 24.7 II Bear 39.2