Cash Prices Close S&P500 2040.59 S&P100 904.69 VIX 14.44 Nasdaq100 4400.26 VXN 17.65 NYSE TICK 260 PreCloseTICK -358 Lead TICK 7196 CumAdj TICK 858 NYSE TRIN 1.05 Dow Indus 17481.49 S&P500 Component Internals Advancers 382 Decliners 117 Unchanged 2 A/D Ratio 3.26 A/D Thrust 76.55 Up Volume 2016556 Up Vol % 75.0% Dn Volume 655237 Dn Vol % 24.4% Tot Volume 2690401 UpDn Thrust 75.48 > Upr Bband 91 < Lwr Bband 11 New 20d Hi 264 New 20d Lo 19 New 52wk Hi 57 New 52wk Lo 6 SPX Up/Down Volume Thrust UDT2 71.73 UDT3 60.76 UDT5 63.69 UDT10 58.71 UDT20 60.33 NYSE Up/Down Volume Thrust UDT2 76.32 UDT3 60.89 UDT5 61.78 UDT10 59.34 UDT20 61.42 SPX Advance/Decline Thrust ADT2 77.03 ADT3 63.59 ADT5 64.71 ADT10 57.91 ADT20 60.47 NYSE Advance/Decline Thrust ADT2 80.20 ADT3 62.29 ADT5 62.92 ADT10 58.37 ADT20 61.04 RSI for SPX Components 2-day >98 69 2-day <2 1 14-day >70 99 14-day <30 3 Volume for SPX Components 2x 50d Avg 8 >50d Avg 134 <50d Avg 366 Spread -232 Price Indicators (SPX Components) Inside Day 38 Outside Day 25 Spread 13 Gap Up 12 Gap Down 1 Spread 11 Top10%Range 63 Bot10%Range 13 Spread 50 >UpperBand 91 <LowerBand 11 Spread 80 WR20 48 NR20 21 Spread 27 1% up 246 1% down 45 Spread 201 2% up 113 2% down 20 Spread 93 5% up 5days 123 5% dn 5days 13 Spread 110 +10% 5days 20 -10% 5days 2 Spread 18 +10% 20days 178 -10% 20days 5 Spread 173 Close>Open 389 Close<Open 109 Spread 280 +1%fromOpen 238 -1%fromOpen 43 Spread 195 +2%fromOpen 95 -2%fromOpen 20 Spread 75 Close>Midp 404 Close<Midp 95 Spread 309 +1% vs Midp 89 -1% vs Midp 14 Spread 75 +2% vs Midp 10 -2% vs Midp 3 Spread 7 >Yest High 300 <Yest Low 34 Spread 266 1%>YestHigh 177 1%<YestLow 12 Spread 165 >Yest Midp 406 <Yest Midp 94 Spread 312 1%>YestMidp 324 1%<YestMidp 39 Spread 285 SPX Components vs Highs/Lows 1%of52wkHi 78 1%of52wkLo 11 S;pread 67 50%<52wkHi 59 50%<52wkLo 4 Spread 55 1%of20dHi 347 1%of20dLo 28 Spread 319 10%<20dHi 15 10%<20dLo 177 Spread -162 SPX Components vs. Moving Averages >10d Avg 411 <10d Avg 89 Spread 322 5% >10d Avg 42 5% <10d Avg 9 Spread 33 >20d Avg 441 <20d Avg 59 Spread 382 5% >20d Avg 169 5% <20d Avg 12 Spread 157 >50d Avg 449 <50d Avg 51 Spread 398 5% >50d Avg 343 5% <50d Avg 20 Spread 323 10%>50dAvg 151 10%<50dAvg 9 Spread 142 >200d Avg 283 <200d Avg 217 Spread 66 10%>200dAvg 107 10%<200dAvg 85 Spread 22 25%>200dAvg 7 25%<200dAvg 17 Spread -10 SPX Components Historical Volatility 10d HV <10 40 10d HV >50 45 20d HV <10 6 20d HV >50 44 SPX Components RSI Values RSI2 >90 213 RSI2 <10 25 Spread 188 RSI2 >98 69 RSI2 <2 1 Spread 68 RSI14 >70 99 RSI14 <30 3 Spread 96 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 15.16 Upper Band 23.64 Lower Band 14.77 vs 10d Avg -14.87% VIX 14.44 Upper Band 21.83 Lower Band 14.32 vs 10d Avg -14.54% NYSE Close Tot Issues 3210 Advancers 2497 % of Total 77.8% Decliners 645 % of Total 20.1% Unchanged 68 New Highs 176 New Lows 14 Adv Volume 3516624 % of Total 77.5% Decl Volume 988785 % of Total 21.8% Total Vol 4534854 ARMS Index 1.05 McClellanOs 195 Cumul TICK 126416 NASDAQ Close Tot Issues 2933 Advancers 1949 % of Total 66.5% Decliners 896 % of Total 30.5% Unchanged 88 New Highs 64 New Lows 67 Adv Volume 1199509 % of Total 62.9% Decl Volume 688017 % of Total 36.1% Total Vol 1908485 ARMS Index 2.05 5 Day ARMS 2.05 McClellanOs 95 Cumul TICK 52040 Volume Close SPY Vol 134258402 Upper Band 161103687 SPX Vol 2690400991 Upper Band 3146457294 NYSE Vol 4534854000 Upper Band 5545850375 Sentiment Close AAII Bull 37 AAII Bear 24 Market Vane 52 II Bull 39.4 II Bear 35.4