Cash Prices Close S&P500 1917.78 S&P100 857.25 VIX 20.53 Nasdaq100 4164.09 VXN 24.91 NYSE TICK 307 PreCloseTICK -76 Lead TICK 2865 CumAdj TICK 441 NYSE TRIN 1.83 Dow Indus 16391.99 S&P500 Component Internals Advancers 251 Decliners 245 Unchanged 5 A/D Ratio 1.02 A/D Thrust 50.60 Up Volume 1075369 Up Vol % 39.5% Dn Volume 1628963 Dn Vol % 59.8% Tot Volume 2721946 UpDn Thrust 39.76 > Upr Bband 18 < Lwr Bband 3 New 20d Hi 39 New 20d Lo 8 New 52wk Hi 12 New 52wk Lo 4 SPX Up/Down Volume Thrust UDT2 36.57 UDT3 55.49 UDT5 69.29 UDT10 46.43 UDT20 51.10 NYSE Up/Down Volume Thrust UDT2 37.29 UDT3 56.62 UDT5 67.71 UDT10 46.58 UDT20 52.32 SPX Advance/Decline Thrust ADT2 45.71 ADT3 59.79 ADT5 72.49 ADT10 52.33 ADT20 54.64 NYSE Advance/Decline Thrust ADT2 50.50 ADT3 61.44 ADT5 68.92 ADT10 49.10 ADT20 53.49 RSI for SPX Components 2-day >98 20 2-day <2 1 14-day >70 12 14-day <30 2 Volume for SPX Components 2x 50d Avg 22 >50d Avg 172 <50d Avg 328 Spread -156 Price Indicators (SPX Components) Inside Day 66 Outside Day 54 Spread 12 Gap Up 2 Gap Down 21 Spread -19 Top10%Range 113 Bot10%Range 10 Spread 103 >UpperBand 18 <LowerBand 3 Spread 15 WR20 3 NR20 64 Spread -61 1% up 93 1% down 113 Spread -20 2% up 30 2% down 60 Spread -30 5% up 5days 276 5% dn 5days 5 Spread 271 +10% 5days 64 -10% 5days 4 Spread 60 +10% 20days 92 -10% 20days 36 Spread 56 Close>Open 312 Close<Open 188 Spread 124 +1%fromOpen 147 -1%fromOpen 69 Spread 78 +2%fromOpen 45 -2%fromOpen 32 Spread 13 Close>Midp 366 Close<Midp 132 Spread 234 +1% vs Midp 88 -1% vs Midp 27 Spread 61 +2% vs Midp 15 -2% vs Midp 4 Spread 11 >Yest High 86 <Yest Low 109 Spread -23 1%>YestHigh 20 1%<YestLow 44 Spread -24 >Yest Midp 219 <Yest Midp 281 Spread -62 1%>YestMidp 88 1%<YestMidp 132 Spread -44 SPX Components vs Highs/Lows 1%of52wkHi 27 1%of52wkLo 6 S;pread 21 50%<52wkHi 109 50%<52wkLo 2 Spread 107 1%of20dHi 110 1%of20dLo 12 Spread 98 10%<20dHi 82 10%<20dLo 132 Spread -50 SPX Components vs. Moving Averages >10d Avg 426 <10d Avg 74 Spread 352 5% >10d Avg 68 5% <10d Avg 10 Spread 58 >20d Avg 345 <20d Avg 155 Spread 190 5% >20d Avg 89 5% <20d Avg 36 Spread 53 >50d Avg 214 <50d Avg 286 Spread -72 5% >50d Avg 69 5% <50d Avg 154 Spread -85 10%>50dAvg 17 10%<50dAvg 70 Spread -53 >200d Avg 144 <200d Avg 356 Spread -212 10%>200dAvg 43 10%<200dAvg 208 Spread -165 25%>200dAvg 5 25%<200dAvg 58 Spread -53 SPX Components Historical Volatility 10d HV <10 6 10d HV >50 119 20d HV <10 5 20d HV >50 114 SPX Components RSI Values RSI2 >90 94 RSI2 <10 4 Spread 90 RSI2 >98 20 RSI2 <2 1 Spread 19 RSI14 >70 12 RSI14 <30 2 Spread 10 RSI14 >80 0 RSI14 <20 0 Spread 0 VolWatch Close VXO 22.33 Upper Band 30.11 Lower Band 19.25 vs 10d Avg -15.13% VIX 20.53 Upper Band 27.74 Lower Band 18.71 vs 10d Avg -15.98% NYSE Close Tot Issues 3210 Advancers 1547 % of Total 48.2% Decliners 1572 % of Total 49.0% Unchanged 91 New Highs 35 New Lows 43 Adv Volume 1400689 % of Total 33.8% Decl Volume 2702956 % of Total 65.2% Total Vol 4146943 ARMS Index 1.83 McClellanOs 162 Cumul TICK 49347 NASDAQ Close Tot Issues 2919 Advancers 1568 % of Total 53.7% Decliners 1256 % of Total 43.0% Unchanged 95 New Highs 19 New Lows 57 Adv Volume 1135283 % of Total 59.6% Decl Volume 743388 % of Total 39.0% Total Vol 1905982 ARMS Index 0.36 5 Day ARMS 0.36 McClellanOs 135 Cumul TICK 29535 Volume Close SPY Vol 114792988 Upper Band 227183031 SPX Vol 2721945861 Upper Band 3937955394 NYSE Vol 4146943000 Upper Band 5701642325 Sentiment Close AAII Bull 28 AAII Bear 38 Market Vane 48 II Bull 26.5 II Bear 39.8