Cash Prices Close S&P500 2019.64 S&P100 895.41 VIX 16.92 Nasdaq100 4367.33 VXN 19.57 NYSE TICK 184 PreCloseTICK -382 Lead TICK 2582 CumAdj TICK -423 NYSE TRIN 1.39 Dow Indus 17229.13 S&P500 Component Internals Advancers 202 Decliners 295 Unchanged 4 A/D Ratio 0.68 A/D Thrust 40.64 Up Volume 859100 Up Vol % 41.8% Dn Volume 1178258 Dn Vol % 57.4% Tot Volume 2054224 UpDn Thrust 42.17 > Upr Bband 30 < Lwr Bband 0 New 20d Hi 142 New 20d Lo 3 New 52wk Hi 14 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 68.37 UDT3 62.69 UDT5 53.34 UDT10 64.15 UDT20 62.26 NYSE Up/Down Volume Thrust UDT2 63.21 UDT3 58.19 UDT5 50.24 UDT10 65.53 UDT20 63.20 SPX Advance/Decline Thrust ADT2 66.40 ADT3 60.71 ADT5 53.71 ADT10 62.04 ADT20 62.02 NYSE Advance/Decline Thrust ADT2 63.86 ADT3 56.85 ADT5 53.06 ADT10 62.15 ADT20 62.49 RSI for SPX Components 2-day >98 11 2-day <2 1 14-day >70 33 14-day <30 2 Volume for SPX Components 2x 50d Avg 3 >50d Avg 54 <50d Avg 446 Spread -392 Price Indicators (SPX Components) Inside Day 111 Outside Day 40 Spread 71 Gap Up 4 Gap Down 2 Spread 2 Top10%Range 19 Bot10%Range 24 Spread -5 >UpperBand 30 <LowerBand 0 Spread 30 WR20 7 NR20 80 Spread -73 1% up 39 1% down 88 Spread -49 2% up 14 2% down 23 Spread -9 5% up 5days 18 5% dn 5days 17 Spread 1 +10% 5days 5 -10% 5days 7 Spread -2 +10% 20days 251 -10% 20days 4 Spread 247 Close>Open 291 Close<Open 206 Spread 85 +1%fromOpen 90 -1%fromOpen 38 Spread 52 +2%fromOpen 24 -2%fromOpen 11 Spread 13 Close>Midp 306 Close<Midp 188 Spread 118 +1% vs Midp 26 -1% vs Midp 10 Spread 16 +2% vs Midp 1 -2% vs Midp 0 Spread 1 >Yest High 113 <Yest Low 41 Spread 72 1%>YestHigh 20 1%<YestLow 10 Spread 10 >Yest Midp 337 <Yest Midp 162 Spread 175 1%>YestMidp 127 1%<YestMidp 33 Spread 94 SPX Components vs Highs/Lows 1%of52wkHi 53 1%of52wkLo 1 S;pread 52 50%<52wkHi 61 50%<52wkLo 4 Spread 57 1%of20dHi 305 1%of20dLo 7 Spread 298 10%<20dHi 14 10%<20dLo 212 Spread -198 SPX Components vs. Moving Averages >10d Avg 421 <10d Avg 79 Spread 342 5% >10d Avg 18 5% <10d Avg 3 Spread 15 >20d Avg 463 <20d Avg 37 Spread 426 5% >20d Avg 147 5% <20d Avg 4 Spread 143 >50d Avg 443 <50d Avg 57 Spread 386 5% >50d Avg 296 5% <50d Avg 10 Spread 286 10%>50dAvg 102 10%<50dAvg 7 Spread 95 >200d Avg 260 <200d Avg 240 Spread 20 10%>200dAvg 74 10%<200dAvg 102 Spread -28 25%>200dAvg 7 25%<200dAvg 17 Spread -10 SPX Components Historical Volatility 10d HV <10 20 10d HV >50 51 20d HV <10 5 20d HV >50 51 SPX Components RSI Values RSI2 >90 91 RSI2 <10 3 Spread 88 RSI2 >98 11 RSI2 <2 1 Spread 10 RSI14 >70 33 RSI14 <30 2 Spread 31 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 17.11 Upper Band 24.97 Lower Band 15.85 vs 10d Avg -7.61% VIX 16.92 Upper Band 23.42 Lower Band 14.91 vs 10d Avg -2.86% NYSE Close Tot Issues 3200 Advancers 1363 % of Total 42.6% Decliners 1728 % of Total 54.0% Unchanged 109 New Highs 43 New Lows 8 Adv Volume 1307074 % of Total 37.5% Decl Volume 2129193 % of Total 61.0% Total Vol 3490110 ARMS Index 1.39 McClellanOs 167 Cumul TICK 1302 NASDAQ Close Tot Issues 2948 Advancers 1305 % of Total 44.3% Decliners 1544 % of Total 52.4% Unchanged 99 New Highs 35 New Lows 21 Adv Volume 846918 % of Total 52.4% Decl Volume 750044 % of Total 46.4% Total Vol 1617196 ARMS Index 0.79 5 Day ARMS 0.79 McClellanOs 119 Cumul TICK 28781 Volume Close SPY Vol 73552694 Upper Band 160101634 SPX Vol 2054224125 Upper Band 3236834229 NYSE Vol 3490110000 Upper Band 5585883003 Sentiment Close AAII Bull 37 AAII Bear 24 Market Vane 52 II Bull 39.4 II Bear 35.4