Cash Prices Close S&P500 2015.93 S&P100 895.49 VIX 16.84 Nasdaq100 4367.08 VXN 19.46 NYSE TICK -258 PreCloseTICK -250 Lead TICK 1543 CumAdj TICK -914 NYSE TRIN 0.99 Dow Indus 17251.53 S&P500 Component Internals Advancers 182 Decliners 315 Unchanged 4 A/D Ratio 0.58 A/D Thrust 36.62 Up Volume 677625 Up Vol % 33.0% Dn Volume 1361297 Dn Vol % 66.3% Tot Volume 2051827 UpDn Thrust 33.23 > Upr Bband 16 < Lwr Bband 6 New 20d Hi 73 New 20d Lo 9 New 52wk Hi 18 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 37.70 UDT3 57.36 UDT5 58.07 UDT10 59.77 UDT20 59.48 NYSE Up/Down Volume Thrust UDT2 30.79 UDT3 50.58 UDT5 53.65 UDT10 61.24 UDT20 60.52 SPX Advance/Decline Thrust ADT2 38.63 ADT3 56.49 ADT5 57.41 ADT10 56.66 ADT20 59.20 NYSE Advance/Decline Thrust ADT2 35.14 ADT3 51.33 ADT5 53.38 ADT10 56.54 ADT20 59.75 RSI for SPX Components 2-day >98 12 2-day <2 0 14-day >70 24 14-day <30 3 Volume for SPX Components 2x 50d Avg 5 >50d Avg 36 <50d Avg 464 Spread -428 Price Indicators (SPX Components) Inside Day 61 Outside Day 45 Spread 16 Gap Up 2 Gap Down 44 Spread -42 Top10%Range 121 Bot10%Range 19 Spread 102 >UpperBand 16 <LowerBand 6 Spread 10 WR20 16 NR20 67 Spread -51 1% up 28 1% down 137 Spread -109 2% up 7 2% down 65 Spread -58 5% up 5days 48 5% dn 5days 8 Spread 40 +10% 5days 9 -10% 5days 1 Spread 8 +10% 20days 173 -10% 20days 3 Spread 170 Close>Open 327 Close<Open 173 Spread 154 +1%fromOpen 103 -1%fromOpen 69 Spread 34 +2%fromOpen 20 -2%fromOpen 35 Spread -15 Close>Midp 345 Close<Midp 152 Spread 193 +1% vs Midp 48 -1% vs Midp 27 Spread 21 +2% vs Midp 10 -2% vs Midp 7 Spread 3 >Yest High 75 <Yest Low 140 Spread -65 1%>YestHigh 8 1%<YestLow 57 Spread -49 >Yest Midp 209 <Yest Midp 291 Spread -82 1%>YestMidp 54 1%<YestMidp 133 Spread -79 SPX Components vs Highs/Lows 1%of52wkHi 56 1%of52wkLo 5 S;pread 51 50%<52wkHi 64 50%<52wkLo 4 Spread 60 1%of20dHi 211 1%of20dLo 25 Spread 186 10%<20dHi 18 10%<20dLo 160 Spread -142 SPX Components vs. Moving Averages >10d Avg 340 <10d Avg 160 Spread 180 5% >10d Avg 9 5% <10d Avg 12 Spread -3 >20d Avg 423 <20d Avg 77 Spread 346 5% >20d Avg 97 5% <20d Avg 6 Spread 91 >50d Avg 434 <50d Avg 66 Spread 368 5% >50d Avg 283 5% <50d Avg 18 Spread 265 10%>50dAvg 84 10%<50dAvg 8 Spread 76 >200d Avg 255 <200d Avg 245 Spread 10 10%>200dAvg 71 10%<200dAvg 107 Spread -36 25%>200dAvg 7 25%<200dAvg 20 Spread -13 SPX Components Historical Volatility 10d HV <10 43 10d HV >50 48 20d HV <10 7 20d HV >50 49 SPX Components RSI Values RSI2 >90 74 RSI2 <10 12 Spread 62 RSI2 >98 12 RSI2 <2 0 Spread 12 RSI14 >70 24 RSI14 <30 3 Spread 21 RSI14 >80 0 RSI14 <20 0 Spread 0 VolWatch Close VXO 16.74 Upper Band 24.28 Lower Band 15.71 vs 10d Avg -8.69% VIX 16.84 Upper Band 22.48 Lower Band 15.13 vs 10d Avg -2.84% NYSE Close Tot Issues 3199 Advancers 820 % of Total 25.6% Decliners 2301 % of Total 71.9% Unchanged 78 New Highs 52 New Lows 11 Adv Volume 838888 % of Total 23.5% Decl Volume 2693559 % of Total 75.5% Total Vol 3566299 ARMS Index 0.99 McClellanOs 57 Cumul TICK -49650 NASDAQ Close Tot Issues 2945 Advancers 727 % of Total 24.7% Decliners 2138 % of Total 72.6% Unchanged 80 New Highs 30 New Lows 44 Adv Volume 469686 % of Total 27.7% Decl Volume 1212527 % of Total 71.6% Total Vol 1694480 ARMS Index 0.85 5 Day ARMS 0.85 McClellanOs 30 Cumul TICK -33441 Volume Close SPY Vol 93169090 Upper Band 160170907 SPX Vol 2051827127 Upper Band 3239042840 NYSE Vol 3566299000 Upper Band 5609332133 Sentiment Close AAII Bull 37 AAII Bear 24 Market Vane 52 II Bull 39.4 II Bear 35.4