End of Day DataSheet for March 11th, 2016


Cash Prices         Close
S&P500              2022.19
S&P100              896.55
VIX                 16.50
Nasdaq100           4361.83
VXN                 19.65
NYSE TICK           348
PreCloseTICK        -108
Lead TICK           6428
CumAdj TICK         176
NYSE TRIN           0.86
Dow Indus           17213.31

S&P500 Component Internals
Advancers           460
Decliners           40
Unchanged           1
A/D Ratio           11.50
A/D Thrust          92.00
Up Volume           2197227
Up Vol %            90.1%
Dn Volume           235737
Dn Vol %            9.7%
Tot Volume          2438674
UpDn  Thrust        90.31
> Upr Bband         44
< Lwr Bband         0
New 20d Hi          205
New 20d Lo          0
New 52wk Hi         30
New 52wk Lo         0

SPX Up/Down Volume Thrust
UDT2                71.02
UDT3                69.31
UDT5                57.28
UDT10               62.10
UDT20               64.38

NYSE Up/Down Volume Thrust
UDT2                66.43
UDT3                66.51
UDT5                57.35
UDT10               65.76
UDT20               65.21

SPX Advance/Decline Thrust
ADT2                70.71
ADT3                69.90
ADT5                57.12
ADT10               60.59
ADT20               64.47

NYSE Advance/Decline Thrust
ADT2                63.16
ADT3                65.48
ADT5                57.53
ADT10               62.97
ADT20               64.24

RSI for SPX Components
2-day >98           18
2-day <2            0

14-day >70          44
14-day <30          2

Volume for SPX Components
2x 50d Avg          3

>50d Avg            98
<50d Avg            402
Spread              -304

Price Indicators (SPX Components)
Inside Day          55
Outside Day         8
Spread              47

Gap Up              70
Gap Down            0
Spread              70

Top10%Range         199
Bot10%Range         7
Spread              192

>UpperBand          44
<LowerBand          0
Spread              44

WR20                14
NR20                62
Spread              -48

1% up               377
1% down             9
Spread              368

2% up               227
2% down             4
Spread              223

5% up 5days         32
5% dn 5days         6
Spread              26

+10% 5days          5
-10% 5days          2
Spread              3

+10% 20days         314
-10% 20days         3
Spread              311

Close>Open          404
Close<Open          95
Spread              309

+1%fromOpen         225
-1%fromOpen         22
Spread              203

+2%fromOpen         105
-2%fromOpen         9
Spread              96

Close>Midp          406
Close<Midp          92
Spread              314

+1% vs Midp         136
-1% vs Midp         10
Spread              126

+2% vs Midp         16
-2% vs Midp         2
Spread              14

>Yest High          350
<Yest Low           9
Spread              341

1%>YestHigh         184
1%<YestLow          1
Spread              183

>Yest Midp          471
<Yest Midp          29
Spread              442

1%>YestMidp         383
1%<YestMidp         6
Spread              377

SPX Components vs Highs/Lows
1%of52wkHi          58
1%of52wkLo          0
S;pread             58

50%<52wkHi          61
50%<52wkLo          4
Spread              57

1%of20dHi           310
1%of20dLo           1
Spread              309

10%<20dHi           10
10%<20dLo           249
Spread              -239

SPX Components vs. Moving Averages
>10d Avg            448
<10d Avg            52
Spread              396

5% >10d Avg         49
5% <10d Avg         3
Spread              46

>20d Avg            472
<20d Avg            28
Spread              444

5% >20d Avg         190
5% <20d Avg         3
Spread              187

>50d Avg            441
<50d Avg            59
Spread              382

5% >50d Avg         298
5% <50d Avg         14
Spread              284

10%>50dAvg          108
10%<50dAvg          6
Spread              102

>200d Avg           260
<200d Avg           240
Spread              20

10%>200dAvg         78
10%<200dAvg         97
Spread              -19

25%>200dAvg         7
25%<200dAvg         17
Spread              -10

SPX Components Historical Volatility
10d HV <10          15
10d HV >50          50

20d HV <10          4
20d HV >50          53

SPX Components RSI Values
RSI2 >90            154
RSI2 <10            5
Spread              149

RSI2 >98            18
RSI2 <2             0
Spread              18

RSI14 >70           44
RSI14 <30           2
Spread              42

RSI14 >80           1
RSI14 <20           0
Spread              1

VolWatch            Close
VXO                 17.26
Upper Band          26.03
Lower Band          15.76
vs 10d Avg          -9.27%
VIX                 16.50
Upper Band          24.53
Lower Band          14.65
vs 10d Avg          -7.20%

NYSE                Close
Tot Issues          3204
Advancers           2622
% of Total          81.8%
Decliners           527
% of Total          16.4%
Unchanged           55
New Highs           91
New Lows            9
Adv Volume          3436079
% of Total          84.2%
Decl Volume         630956
% of Total          15.5%
Total Vol           4082619
ARMS Index          0.86
McClellanOs         229
Cumul TICK          59951

NASDAQ              Close
Tot Issues          2949
Advancers           2244
% of Total          76.1%
Decliners           621
% of Total          21.1%
Unchanged           84
New Highs           42
New Lows            23
Adv Volume          1509057
% of Total          83.7%
Decl Volume         278814
% of Total          15.5%
Total Vol           1802566
ARMS Index          2.62
5 Day ARMS          2.62
McClellanOs         155
Cumul TICK          38568

Volume              Close
SPY Vol             137964528
Upper Band          157349486
SPX Vol             2438673956
Upper Band          3218078847
NYSE Vol            4082619000
Upper Band          5542353640

Sentiment           Close
AAII Bull           37
AAII Bear           24
Market Vane         52
II Bull             39.4
II Bear             35.4