Cash Prices Close S&P500 1989.26 S&P100 883.89 VIX 18.34 Nasdaq100 4293.23 VXN 21.89 NYSE TICK 393 PreCloseTICK 387 Lead TICK -234 CumAdj TICK 231 NYSE TRIN 1.15 Dow Indus 17000.36 S&P500 Component Internals Advancers 340 Decliners 158 Unchanged 3 A/D Ratio 2.15 A/D Thrust 68.27 Up Volume 1554932 Up Vol % 65.5% Dn Volume 812980 Dn Vol % 34.2% Tot Volume 2373769 UpDn Thrust 65.67 > Upr Bband 8 < Lwr Bband 2 New 20d Hi 71 New 20d Lo 2 New 52wk Hi 22 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 40.30 UDT3 48.33 UDT5 58.68 UDT10 62.45 UDT20 59.52 NYSE Up/Down Volume Thrust UDT2 39.30 UDT3 51.70 UDT5 63.74 UDT10 66.10 UDT20 61.45 SPX Advance/Decline Thrust ADT2 43.24 ADT3 48.06 ADT5 56.13 ADT10 60.74 ADT20 60.82 NYSE Advance/Decline Thrust ADT2 47.37 ADT3 53.75 ADT5 60.40 ADT10 63.92 ADT20 61.50 RSI for SPX Components 2-day >98 13 2-day <2 0 14-day >70 21 14-day <30 1 Volume for SPX Components 2x 50d Avg 5 >50d Avg 85 <50d Avg 415 Spread -330 Price Indicators (SPX Components) Inside Day 107 Outside Day 18 Spread 89 Gap Up 2 Gap Down 5 Spread -3 Top10%Range 55 Bot10%Range 18 Spread 37 >UpperBand 8 <LowerBand 2 Spread 6 WR20 4 NR20 52 Spread -48 1% up 141 1% down 42 Spread 99 2% up 48 2% down 16 Spread 32 5% up 5days 30 5% dn 5days 13 Spread 17 +10% 5days 8 -10% 5days 2 Spread 6 +10% 20days 218 -10% 20days 5 Spread 213 Close>Open 254 Close<Open 244 Spread 10 +1%fromOpen 76 -1%fromOpen 84 Spread -8 +2%fromOpen 20 -2%fromOpen 33 Spread -13 Close>Midp 272 Close<Midp 226 Spread 46 +1% vs Midp 40 -1% vs Midp 22 Spread 18 +2% vs Midp 8 -2% vs Midp 2 Spread 6 >Yest High 103 <Yest Low 71 Spread 32 1%>YestHigh 18 1%<YestLow 22 Spread -4 >Yest Midp 253 <Yest Midp 246 Spread 7 1%>YestMidp 105 1%<YestMidp 109 Spread -4 SPX Components vs Highs/Lows 1%of52wkHi 42 1%of52wkLo 0 S;pread 42 50%<52wkHi 68 50%<52wkLo 4 Spread 64 1%of20dHi 176 1%of20dLo 3 Spread 173 10%<20dHi 18 10%<20dLo 257 Spread -239 SPX Components vs. Moving Averages >10d Avg 342 <10d Avg 158 Spread 184 5% >10d Avg 19 5% <10d Avg 6 Spread 13 >20d Avg 447 <20d Avg 53 Spread 394 5% >20d Avg 138 5% <20d Avg 4 Spread 134 >50d Avg 383 <50d Avg 117 Spread 266 5% >50d Avg 216 5% <50d Avg 30 Spread 186 10%>50dAvg 72 10%<50dAvg 9 Spread 63 >200d Avg 223 <200d Avg 277 Spread -54 10%>200dAvg 61 10%<200dAvg 126 Spread -65 25%>200dAvg 7 25%<200dAvg 20 Spread -13 SPX Components Historical Volatility 10d HV <10 8 10d HV >50 47 20d HV <10 4 20d HV >50 60 SPX Components RSI Values RSI2 >90 43 RSI2 <10 28 Spread 15 RSI2 >98 13 RSI2 <2 0 Spread 13 RSI14 >70 21 RSI14 <30 1 Spread 20 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 19.71 Upper Band 29.04 Lower Band 14.98 vs 10d Avg 0.69% VIX 18.34 Upper Band 27.11 Lower Band 14.06 vs 10d Avg 0.67% NYSE Close Tot Issues 3197 Advancers 2182 % of Total 68.3% Decliners 929 % of Total 29.1% Unchanged 86 New Highs 94 New Lows 6 Adv Volume 2647569 % of Total 65.4% Decl Volume 1322176 % of Total 32.7% Total Vol 4049354 ARMS Index 1.15 McClellanOs 220 Cumul TICK 61009 NASDAQ Close Tot Issues 2948 Advancers 1697 % of Total 57.6% Decliners 1155 % of Total 39.2% Unchanged 96 New Highs 32 New Lows 35 Adv Volume 1095289 % of Total 61.2% Decl Volume 676084 % of Total 37.8% Total Vol 1790737 ARMS Index 1.56 5 Day ARMS 1.56 McClellanOs 150 Cumul TICK 29476 Volume Close SPY Vol 94786373 Upper Band 180373210 SPX Vol 2373769118 Upper Band 3442740005 NYSE Vol 4049354000 Upper Band 5675909625 Sentiment Close AAII Bull 32 AAII Bear 29 Market Vane 51 II Bull 36.4 II Bear 34.3