Cash Prices Close S&P500 1917.83 S&P100 857.16 VIX 21.64 Nasdaq100 4151.49 VXN 26.60 NYSE TICK 661 PreCloseTICK 103 Lead TICK 252 CumAdj TICK 289 NYSE TRIN 1.58 Dow Indus 16413.43 S&P500 Component Internals Advancers 202 Decliners 293 Unchanged 6 A/D Ratio 0.69 A/D Thrust 40.81 Up Volume 944802 Up Vol % 33.2% Dn Volume 1874267 Dn Vol % 65.9% Tot Volume 2843912 UpDn Thrust 33.51 > Upr Bband 34 < Lwr Bband 1 New 20d Hi 85 New 20d Lo 2 New 52wk Hi 9 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 62.64 UDT3 72.21 UDT5 62.29 UDT10 48.80 UDT20 52.31 NYSE Up/Down Volume Thrust UDT2 66.44 UDT3 72.31 UDT5 62.46 UDT10 50.04 UDT20 53.98 SPX Advance/Decline Thrust ADT2 64.36 ADT3 73.96 ADT5 65.58 ADT10 53.66 ADT20 55.33 NYSE Advance/Decline Thrust ADT2 67.32 ADT3 71.86 ADT5 62.69 ADT10 50.49 ADT20 54.25 RSI for SPX Components 2-day >98 16 2-day <2 0 14-day >70 11 14-day <30 2 Volume for SPX Components 2x 50d Avg 11 >50d Avg 162 <50d Avg 338 Spread -176 Price Indicators (SPX Components) Inside Day 85 Outside Day 48 Spread 37 Gap Up 6 Gap Down 4 Spread 2 Top10%Range 20 Bot10%Range 56 Spread -36 >UpperBand 34 <LowerBand 1 Spread 33 WR20 12 NR20 81 Spread -69 1% up 97 1% down 167 Spread -70 2% up 39 2% down 65 Spread -26 5% up 5days 191 5% dn 5days 6 Spread 185 +10% 5days 41 -10% 5days 3 Spread 38 +10% 20days 119 -10% 20days 32 Spread 87 Close>Open 204 Close<Open 291 Spread -87 +1%fromOpen 96 -1%fromOpen 163 Spread -67 +2%fromOpen 39 -2%fromOpen 77 Spread -38 Close>Midp 211 Close<Midp 279 Spread -68 +1% vs Midp 46 -1% vs Midp 75 Spread -29 +2% vs Midp 11 -2% vs Midp 13 Spread -2 >Yest High 117 <Yest Low 81 Spread 36 1%>YestHigh 46 1%<YestLow 35 Spread 11 >Yest Midp 270 <Yest Midp 229 Spread 41 1%>YestMidp 130 1%<YestMidp 110 Spread 20 SPX Components vs Highs/Lows 1%of52wkHi 29 1%of52wkLo 2 S;pread 27 50%<52wkHi 104 50%<52wkLo 2 Spread 102 1%of20dHi 168 1%of20dLo 4 Spread 164 10%<20dHi 78 10%<20dLo 168 Spread -90 SPX Components vs. Moving Averages >10d Avg 435 <10d Avg 65 Spread 370 5% >10d Avg 73 5% <10d Avg 12 Spread 61 >20d Avg 336 <20d Avg 164 Spread 172 5% >20d Avg 103 5% <20d Avg 33 Spread 70 >50d Avg 218 <50d Avg 282 Spread -64 5% >50d Avg 82 5% <50d Avg 152 Spread -70 10%>50dAvg 21 10%<50dAvg 74 Spread -53 >200d Avg 140 <200d Avg 360 Spread -220 10%>200dAvg 41 10%<200dAvg 207 Spread -166 25%>200dAvg 6 25%<200dAvg 57 Spread -51 SPX Components Historical Volatility 10d HV <10 5 10d HV >50 125 20d HV <10 5 20d HV >50 112 SPX Components RSI Values RSI2 >90 149 RSI2 <10 4 Spread 145 RSI2 >98 16 RSI2 <2 0 Spread 16 RSI14 >70 11 RSI14 <30 2 Spread 9 RSI14 >80 0 RSI14 <20 0 Spread 0 VolWatch Close VXO 23.02 Upper Band 30.37 Lower Band 19.49 vs 10d Avg -12.80% VIX 21.64 Upper Band 28.11 Lower Band 18.95 vs 10d Avg -11.91% NYSE Close Tot Issues 3205 Advancers 1604 % of Total 50.0% Decliners 1517 % of Total 47.3% Unchanged 84 New Highs 36 New Lows 28 Adv Volume 1767416 % of Total 39.8% Decl Volume 2625352 % of Total 59.1% Total Vol 4444897 ARMS Index 1.58 McClellanOs 181 Cumul TICK 33944 NASDAQ Close Tot Issues 2916 Advancers 1127 % of Total 38.6% Decliners 1699 % of Total 58.3% Unchanged 90 New Highs 20 New Lows 58 Adv Volume 687968 % of Total 35.2% Decl Volume 1253316 % of Total 64.0% Total Vol 1957150 ARMS Index 0.1 5 Day ARMS 0.1 McClellanOs 125 Cumul TICK -43 Volume Close SPY Vol 102245888 Upper Band 229956660 SPX Vol 2843912066 Upper Band 3934375752 NYSE Vol 4444897000 Upper Band 5696339855 Sentiment Close AAII Bull 19 AAII Bear 48 Market Vane 47 II Bull 24.7 II Bear 39.2