Cash Prices Close S&P500 1989.57 S&P100 883.47 VIX 18.05 Nasdaq100 4286.97 VXN 21.49 NYSE TICK 460 PreCloseTICK 523 Lead TICK -2069 CumAdj TICK -491 NYSE TRIN 0.73 Dow Indus 16995.13 S&P500 Component Internals Advancers 245 Decliners 252 Unchanged 4 A/D Ratio 0.97 A/D Thrust 49.30 Up Volume 1368208 Up Vol % 52.6% Dn Volume 1218818 Dn Vol % 46.9% Tot Volume 2601101 UpDn Thrust 52.89 > Upr Bband 14 < Lwr Bband 1 New 20d Hi 93 New 20d Lo 2 New 52wk Hi 15 New 52wk Lo 1 SPX Up/Down Volume Thrust UDT2 58.99 UDT3 44.56 UDT5 54.41 UDT10 59.53 UDT20 60.16 NYSE Up/Down Volume Thrust UDT2 57.71 UDT3 42.72 UDT5 57.33 UDT10 64.00 UDT20 61.62 SPX Advance/Decline Thrust ADT2 58.79 ADT3 45.25 ADT5 51.10 ADT10 56.96 ADT20 60.67 NYSE Advance/Decline Thrust ADT2 56.46 ADT3 45.83 ADT5 53.80 ADT10 60.81 ADT20 60.99 RSI for SPX Components 2-day >98 11 2-day <2 0 14-day >70 24 14-day <30 1 Volume for SPX Components 2x 50d Avg 7 >50d Avg 111 <50d Avg 389 Spread -278 Price Indicators (SPX Components) Inside Day 32 Outside Day 157 Spread -125 Gap Up 6 Gap Down 0 Spread 6 Top10%Range 29 Bot10%Range 1 Spread 28 >UpperBand 14 <LowerBand 1 Spread 13 WR20 29 NR20 8 Spread 21 1% up 75 1% down 62 Spread 13 2% up 30 2% down 21 Spread 9 5% up 5days 21 5% dn 5days 24 Spread -3 +10% 5days 5 -10% 5days 3 Spread 2 +10% 20days 219 -10% 20days 5 Spread 214 Close>Open 179 Close<Open 318 Spread -139 +1%fromOpen 58 -1%fromOpen 113 Spread -55 +2%fromOpen 24 -2%fromOpen 26 Spread -2 Close>Midp 283 Close<Midp 208 Spread 75 +1% vs Midp 40 -1% vs Midp 15 Spread 25 +2% vs Midp 16 -2% vs Midp 0 Spread 16 >Yest High 91 <Yest Low 80 Spread 11 1%>YestHigh 29 1%<YestLow 19 Spread 10 >Yest Midp 257 <Yest Midp 241 Spread 16 1%>YestMidp 99 1%<YestMidp 68 Spread 31 SPX Components vs Highs/Lows 1%of52wkHi 50 1%of52wkLo 1 S;pread 49 50%<52wkHi 67 50%<52wkLo 4 Spread 63 1%of20dHi 223 1%of20dLo 4 Spread 219 10%<20dHi 18 10%<20dLo 252 Spread -234 SPX Components vs. Moving Averages >10d Avg 314 <10d Avg 186 Spread 128 5% >10d Avg 18 5% <10d Avg 6 Spread 12 >20d Avg 433 <20d Avg 67 Spread 366 5% >20d Avg 119 5% <20d Avg 4 Spread 115 >50d Avg 386 <50d Avg 114 Spread 272 5% >50d Avg 228 5% <50d Avg 28 Spread 200 10%>50dAvg 64 10%<50dAvg 9 Spread 55 >200d Avg 220 <200d Avg 280 Spread -60 10%>200dAvg 69 10%<200dAvg 126 Spread -57 25%>200dAvg 7 25%<200dAvg 22 Spread -15 SPX Components Historical Volatility 10d HV <10 8 10d HV >50 48 20d HV <10 4 20d HV >50 61 SPX Components RSI Values RSI2 >90 42 RSI2 <10 33 Spread 9 RSI2 >98 11 RSI2 <2 0 Spread 11 RSI14 >70 24 RSI14 <30 1 Spread 23 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 19.36 Upper Band 28.07 Lower Band 15.08 vs 10d Avg -0.41% VIX 18.05 Upper Band 26.20 Lower Band 14.14 vs 10d Avg -0.34% NYSE Close Tot Issues 3198 Advancers 1325 % of Total 41.4% Decliners 1775 % of Total 55.5% Unchanged 98 New Highs 79 New Lows 13 Adv Volume 2147608 % of Total 49.0% Decl Volume 2191036 % of Total 50.0% Total Vol 4378496 ARMS Index 0.73 McClellanOs 157 Cumul TICK -10867 NASDAQ Close Tot Issues 2925 Advancers 1004 % of Total 34.3% Decliners 1820 % of Total 62.2% Unchanged 101 New Highs 30 New Lows 44 Adv Volume 736092 % of Total 38.0% Decl Volume 1175373 % of Total 60.6% Total Vol 1938219 ARMS Index 0.12 5 Day ARMS 0.12 McClellanOs 88 Cumul TICK -692 Volume Close SPY Vol 156838697 Upper Band 181707104 SPX Vol 2601101430 Upper Band 3429838175 NYSE Vol 4378496000 Upper Band 5674899344 Sentiment Close AAII Bull 32 AAII Bear 29 Market Vane 51 II Bull 36.4 II Bear 34.3