Cash Prices Close S&P500 2049.58 S&P100 907.88 VIX 14.02 Nasdaq100 4410.83 VXN 17.20 NYSE TICK 140 PreCloseTICK -232 Lead TICK 1678 CumAdj TICK -215 NYSE TRIN 1.12 Dow Indus 17602.30 S&P500 Component Internals Advancers 321 Decliners 178 Unchanged 2 A/D Ratio 1.80 A/D Thrust 64.33 Up Volume 2821376 Up Vol % 68.9% Dn Volume 1256938 Dn Vol % 30.7% Tot Volume 4095448 UpDn Thrust 69.18 > Upr Bband 73 < Lwr Bband 2 New 20d Hi 274 New 20d Lo 3 New 52wk Hi 46 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 71.67 UDT3 70.60 UDT5 60.49 UDT10 58.92 UDT20 62.21 NYSE Up/Down Volume Thrust UDT2 67.15 UDT3 69.09 UDT5 56.88 UDT10 57.12 UDT20 62.53 SPX Advance/Decline Thrust ADT2 70.44 ADT3 72.79 ADT5 59.16 ADT10 58.14 ADT20 61.16 NYSE Advance/Decline Thrust ADT2 70.39 ADT3 73.91 ADT5 58.47 ADT10 58.00 ADT20 61.62 RSI for SPX Components 2-day >98 50 2-day <2 1 14-day >70 90 14-day <30 2 Volume for SPX Components 2x 50d Avg 57 >50d Avg 395 <50d Avg 105 Spread 290 Price Indicators (SPX Components) Inside Day 61 Outside Day 33 Spread 28 Gap Up 19 Gap Down 0 Spread 19 Top10%Range 57 Bot10%Range 52 Spread 5 >UpperBand 73 <LowerBand 2 Spread 71 WR20 14 NR20 27 Spread -13 1% up 177 1% down 60 Spread 117 2% up 70 2% down 12 Spread 58 5% up 5days 50 5% dn 5days 8 Spread 42 +10% 5days 7 -10% 5days 3 Spread 4 +10% 20days 201 -10% 20days 6 Spread 195 Close>Open 262 Close<Open 236 Spread 26 +1%fromOpen 115 -1%fromOpen 89 Spread 26 +2%fromOpen 41 -2%fromOpen 25 Spread 16 Close>Midp 281 Close<Midp 213 Spread 68 +1% vs Midp 55 -1% vs Midp 26 Spread 29 +2% vs Midp 6 -2% vs Midp 8 Spread -2 >Yest High 212 <Yest Low 41 Spread 171 1%>YestHigh 90 1%<YestLow 8 Spread 82 >Yest Midp 377 <Yest Midp 122 Spread 255 1%>YestMidp 247 1%<YestMidp 32 Spread 215 SPX Components vs Highs/Lows 1%of52wkHi 82 1%of52wkLo 4 S;pread 78 50%<52wkHi 55 50%<52wkLo 4 Spread 51 1%of20dHi 385 1%of20dLo 17 Spread 368 10%<20dHi 14 10%<20dLo 203 Spread -189 SPX Components vs. Moving Averages >10d Avg 433 <10d Avg 67 Spread 366 5% >10d Avg 49 5% <10d Avg 6 Spread 43 >20d Avg 450 <20d Avg 50 Spread 400 5% >20d Avg 175 5% <20d Avg 8 Spread 167 >50d Avg 462 <50d Avg 38 Spread 424 5% >50d Avg 354 5% <50d Avg 13 Spread 341 10%>50dAvg 150 10%<50dAvg 7 Spread 143 >200d Avg 288 <200d Avg 212 Spread 76 10%>200dAvg 105 10%<200dAvg 72 Spread 33 25%>200dAvg 8 25%<200dAvg 18 Spread -10 SPX Components Historical Volatility 10d HV <10 29 10d HV >50 45 20d HV <10 5 20d HV >50 42 SPX Components RSI Values RSI2 >90 179 RSI2 <10 11 Spread 168 RSI2 >98 50 RSI2 <2 1 Spread 49 RSI14 >70 90 RSI14 <30 2 Spread 88 RSI14 >80 4 RSI14 <20 0 Spread 4 VolWatch Close VXO 14.66 Upper Band 23.45 Lower Band 14.20 vs 10d Avg -15.90% VIX 14.02 Upper Band 21.73 Lower Band 13.77 vs 10d Avg -15.60% NYSE Close Tot Issues 3212 Advancers 1908 % of Total 59.4% Decliners 1208 % of Total 37.6% Unchanged 96 New Highs 143 New Lows 9 Adv Volume 3794694 % of Total 58.3% Decl Volume 2587235 % of Total 39.7% Total Vol 6511759 ARMS Index 1.12 McClellanOs 188 Cumul TICK 21241 NASDAQ Close Tot Issues 2956 Advancers 1854 % of Total 62.7% Decliners 1013 % of Total 34.3% Unchanged 89 New Highs 85 New Lows 35 Adv Volume 1936364 % of Total 68.4% Decl Volume 873012 % of Total 30.8% Total Vol 2831057 ARMS Index 0.72 5 Day ARMS 0.72 McClellanOs 120 Cumul TICK 37704 Volume Close SPY Vol 138372404 Upper Band 163195816 SPX Vol 4095447822 Upper Band 3532782362 NYSE Vol 6511759000 Upper Band 5994911598 Sentiment Close AAII Bull 30 AAII Bear 26 Market Vane 54 II Bull 30.3 II Bear 44.4