Cash Prices Close S&P500 1951.7 S&P100 869.61 VIX 19.11 Nasdaq100 4241.06 VXN 22.62 NYSE TICK 358 PreCloseTICK 100 Lead TICK 8219 CumAdj TICK 928 NYSE TRIN 0.97 Dow Indus 16697.29 S&P500 Component Internals Advancers 433 Decliners 67 Unchanged 1 A/D Ratio 6.46 A/D Thrust 86.60 Up Volume 2033074 Up Vol % 84.9% Dn Volume 358000 Dn Vol % 15.0% Tot Volume 2393331 UpDn Thrust 85.03 > Upr Bband 30 < Lwr Bband 0 New 20d Hi 117 New 20d Lo 2 New 52wk Hi 33 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 73.27 UDT3 54.25 UDT5 58.94 UDT10 60.79 UDT20 52.56 NYSE Up/Down Volume Thrust UDT2 64.58 UDT3 50.78 UDT5 55.07 UDT10 59.08 UDT20 52.49 SPX Advance/Decline Thrust ADT2 76.35 ADT3 57.35 ADT5 63.20 ADT10 64.39 ADT20 56.82 NYSE Advance/Decline Thrust ADT2 69.24 ADT3 57.06 ADT5 59.62 ADT10 61.16 ADT20 54.60 RSI for SPX Components 2-day >98 37 2-day <2 0 14-day >70 23 14-day <30 0 Volume for SPX Components 2x 50d Avg 8 >50d Avg 95 <50d Avg 405 Spread -310 Price Indicators (SPX Components) Inside Day 22 Outside Day 12 Spread 10 Gap Up 20 Gap Down 0 Spread 20 Top10%Range 274 Bot10%Range 1 Spread 273 >UpperBand 30 <LowerBand 0 Spread 30 WR20 3 NR20 33 Spread -30 1% up 269 1% down 25 Spread 244 2% up 91 2% down 11 Spread 80 5% up 5days 75 5% dn 5days 10 Spread 65 +10% 5days 12 -10% 5days 2 Spread 10 +10% 20days 120 -10% 20days 20 Spread 100 Close>Open 411 Close<Open 89 Spread 322 +1%fromOpen 209 -1%fromOpen 22 Spread 187 +2%fromOpen 65 -2%fromOpen 9 Spread 56 Close>Midp 457 Close<Midp 43 Spread 414 +1% vs Midp 176 -1% vs Midp 7 Spread 169 +2% vs Midp 18 -2% vs Midp 2 Spread 16 >Yest High 382 <Yest Low 1 Spread 381 1%>YestHigh 190 1%<YestLow 1 Spread 189 >Yest Midp 490 <Yest Midp 9 Spread 481 1%>YestMidp 432 1%<YestMidp 3 Spread 429 SPX Components vs Highs/Lows 1%of52wkHi 48 1%of52wkLo 3 S;pread 45 50%<52wkHi 102 50%<52wkLo 2 Spread 100 1%of20dHi 186 1%of20dLo 3 Spread 183 10%<20dHi 54 10%<20dLo 185 Spread -131 SPX Components vs. Moving Averages >10d Avg 450 <10d Avg 50 Spread 400 5% >10d Avg 63 5% <10d Avg 3 Spread 60 >20d Avg 421 <20d Avg 79 Spread 342 5% >20d Avg 114 5% <20d Avg 13 Spread 101 >50d Avg 288 <50d Avg 212 Spread 76 5% >50d Avg 128 5% <50d Avg 96 Spread 32 10%>50dAvg 30 10%<50dAvg 38 Spread -8 >200d Avg 173 <200d Avg 327 Spread -154 10%>200dAvg 56 10%<200dAvg 172 Spread -116 25%>200dAvg 8 25%<200dAvg 42 Spread -34 SPX Components Historical Volatility 10d HV <10 8 10d HV >50 72 20d HV <10 5 20d HV >50 104 SPX Components RSI Values RSI2 >90 132 RSI2 <10 2 Spread 130 RSI2 >98 37 RSI2 <2 0 Spread 37 RSI14 >70 23 RSI14 <30 0 Spread 23 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 20.71 Upper Band 30.32 Lower Band 18.00 vs 10d Avg -12.65% VIX 19.11 Upper Band 27.87 Lower Band 17.39 vs 10d Avg -14.04% NYSE Close Tot Issues 3209 Advancers 2314 % of Total 72.1% Decliners 812 % of Total 25.3% Unchanged 83 New Highs 90 New Lows 40 Adv Volume 2956015 % of Total 71.5% Decl Volume 1111409 % of Total 26.9% Total Vol 4135542 ARMS Index 0.97 McClellanOs 233 Cumul TICK 102447 NASDAQ Close Tot Issues 2898 Advancers 1702 % of Total 58.7% Decliners 1102 % of Total 38.0% Unchanged 94 New Highs 29 New Lows 51 Adv Volume 1189572 % of Total 71.2% Decl Volume 468198 % of Total 28.0% Total Vol 1669955 ARMS Index 0.71 5 Day ARMS 0.71 McClellanOs 166 Cumul TICK 64479 Volume Close SPY Vol 110719913 Upper Band 226298820 SPX Vol 2393330612 Upper Band 4042641801 NYSE Vol 4135542000 Upper Band 5769888692 Sentiment Close AAII Bull 28 AAII Bear 38 Market Vane 48 II Bull 26.5 II Bear 39.8