Cash Prices Close S&P500 1979.26 S&P100 879.75 VIX 18.67 Nasdaq100 4265.51 VXN 22.72 NYSE TICK -267 PreCloseTICK 77 Lead TICK -4688 CumAdj TICK -415 NYSE TRIN 1.79 Dow Indus 16964.10 S&P500 Component Internals Advancers 92 Decliners 409 Unchanged 0 A/D Ratio 0.22 A/D Thrust 18.36 Up Volume 486394 Up Vol % 18.0% Dn Volume 2210973 Dn Vol % 82.0% Tot Volume 2697086 UpDn Thrust 18.03 > Upr Bband 7 < Lwr Bband 3 New 20d Hi 54 New 20d Lo 1 New 52wk Hi 13 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 40.64 UDT3 51.74 UDT5 61.16 UDT10 62.18 UDT20 58.09 NYSE Up/Down Volume Thrust UDT2 45.44 UDT3 57.12 UDT5 67.07 UDT10 65.21 UDT20 59.73 SPX Advance/Decline Thrust ADT2 37.98 ADT3 45.99 ADT5 55.91 ADT10 60.50 ADT20 60.00 NYSE Advance/Decline Thrust ADT2 45.57 ADT3 52.03 ADT5 59.70 ADT10 63.36 ADT20 59.51 RSI for SPX Components 2-day >98 10 2-day <2 1 14-day >70 12 14-day <30 1 Volume for SPX Components 2x 50d Avg 4 >50d Avg 134 <50d Avg 366 Spread -232 Price Indicators (SPX Components) Inside Day 78 Outside Day 40 Spread 38 Gap Up 2 Gap Down 16 Spread -14 Top10%Range 12 Bot10%Range 134 Spread -122 >UpperBand 7 <LowerBand 3 Spread 4 WR20 17 NR20 19 Spread -2 1% up 24 1% down 279 Spread -255 2% up 4 2% down 178 Spread -174 5% up 5days 42 5% dn 5days 15 Spread 27 +10% 5days 17 -10% 5days 2 Spread 15 +10% 20days 202 -10% 20days 7 Spread 195 Close>Open 159 Close<Open 338 Spread -179 +1%fromOpen 44 -1%fromOpen 217 Spread -173 +2%fromOpen 6 -2%fromOpen 116 Spread -110 Close>Midp 132 Close<Midp 365 Spread -233 +1% vs Midp 6 -1% vs Midp 125 Spread -119 +2% vs Midp 2 -2% vs Midp 44 Spread -42 >Yest High 41 <Yest Low 222 Spread -181 1%>YestHigh 10 1%<YestLow 108 Spread -98 >Yest Midp 121 <Yest Midp 379 Spread -258 1%>YestMidp 42 1%<YestMidp 248 Spread -206 SPX Components vs Highs/Lows 1%of52wkHi 36 1%of52wkLo 0 S;pread 36 50%<52wkHi 65 50%<52wkLo 4 Spread 61 1%of20dHi 203 1%of20dLo 3 Spread 200 10%<20dHi 10 10%<20dLo 282 Spread -272 SPX Components vs. Moving Averages >10d Avg 330 <10d Avg 169 Spread 161 5% >10d Avg 25 5% <10d Avg 5 Spread 20 >20d Avg 446 <20d Avg 54 Spread 392 5% >20d Avg 141 5% <20d Avg 4 Spread 137 >50d Avg 361 <50d Avg 139 Spread 222 5% >50d Avg 195 5% <50d Avg 33 Spread 162 10%>50dAvg 61 10%<50dAvg 10 Spread 51 >200d Avg 206 <200d Avg 294 Spread -88 10%>200dAvg 58 10%<200dAvg 133 Spread -75 25%>200dAvg 5 25%<200dAvg 21 Spread -16 SPX Components Historical Volatility 10d HV <10 9 10d HV >50 47 20d HV <10 3 20d HV >50 71 SPX Components RSI Values RSI2 >90 30 RSI2 <10 49 Spread -19 RSI2 >98 10 RSI2 <2 1 Spread 9 RSI14 >70 12 RSI14 <30 1 Spread 11 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 20.18 Upper Band 30.28 Lower Band 14.76 vs 10d Avg 1.72% VIX 18.67 Upper Band 27.94 Lower Band 14.04 vs 10d Avg 1.16% NYSE Close Tot Issues 3192 Advancers 766 % of Total 24.0% Decliners 2347 % of Total 73.5% Unchanged 79 New Highs 79 New Lows 6 Adv Volume 732365 % of Total 15.8% Decl Volume 3897283 % of Total 83.9% Total Vol 4644605 ARMS Index 1.79 McClellanOs 193 Cumul TICK -11451 NASDAQ Close Tot Issues 2964 Advancers 654 % of Total 22.1% Decliners 2229 % of Total 75.2% Unchanged 81 New Highs 21 New Lows 25 Adv Volume 377352 % of Total 18.9% Decl Volume 1611886 % of Total 80.8% Total Vol 1994689 ARMS Index 0.6 5 Day ARMS 0.6 McClellanOs 144 Cumul TICK -15074 Volume Close SPY Vol 123974866 Upper Band 189090593 SPX Vol 2697085663 Upper Band 3519664258 NYSE Vol 4644605000 Upper Band 5725497737 Sentiment Close AAII Bull 32 AAII Bear 29 Market Vane 51 II Bull 36.4 II Bear 34.3