Cash Prices Close S&P500 2049.8 S&P100 908.90 VIX 14.17 Nasdaq100 4437.62 VXN 16.98 NYSE TICK 255 PreCloseTICK 10 Lead TICK 1791 CumAdj TICK -132 NYSE TRIN 1.30 Dow Indus 17582.57 S&P500 Component Internals Advancers 202 Decliners 296 Unchanged 3 A/D Ratio 0.68 A/D Thrust 40.56 Up Volume 786755 Up Vol % 37.4% Dn Volume 1310092 Dn Vol % 62.2% Tot Volume 2106267 UpDn Thrust 37.52 > Upr Bband 20 < Lwr Bband 2 New 20d Hi 123 New 20d Lo 2 New 52wk Hi 15 New 52wk Lo 1 SPX Up/Down Volume Thrust UDT2 45.35 UDT3 57.25 UDT5 62.83 UDT10 60.62 UDT20 61.59 NYSE Up/Down Volume Thrust UDT2 47.27 UDT3 53.22 UDT5 62.32 UDT10 58.22 UDT20 61.96 SPX Advance/Decline Thrust ADT2 43.68 ADT3 50.60 ADT5 61.21 ADT10 59.31 ADT20 59.92 NYSE Advance/Decline Thrust ADT2 48.79 ADT3 52.96 ADT5 63.93 ADT10 58.66 ADT20 61.01 RSI for SPX Components 2-day >98 27 2-day <2 2 14-day >70 63 14-day <30 3 Volume for SPX Components 2x 50d Avg 6 >50d Avg 53 <50d Avg 447 Spread -394 Price Indicators (SPX Components) Inside Day 78 Outside Day 56 Spread 22 Gap Up 1 Gap Down 15 Spread -14 Top10%Range 27 Bot10%Range 29 Spread -2 >UpperBand 20 <LowerBand 2 Spread 18 WR20 5 NR20 55 Spread -50 1% up 65 1% down 85 Spread -20 2% up 22 2% down 15 Spread 7 5% up 5days 70 5% dn 5days 5 Spread 65 +10% 5days 13 -10% 5days 1 Spread 12 +10% 20days 182 -10% 20days 4 Spread 178 Close>Open 331 Close<Open 169 Spread 162 +1%fromOpen 126 -1%fromOpen 26 Spread 100 +2%fromOpen 48 -2%fromOpen 6 Spread 42 Close>Midp 296 Close<Midp 202 Spread 94 +1% vs Midp 40 -1% vs Midp 14 Spread 26 +2% vs Midp 5 -2% vs Midp 1 Spread 4 >Yest High 99 <Yest Low 90 Spread 9 1%>YestHigh 23 1%<YestLow 24 Spread -1 >Yest Midp 232 <Yest Midp 266 Spread -34 1%>YestMidp 82 1%<YestMidp 79 Spread 3 SPX Components vs Highs/Lows 1%of52wkHi 62 1%of52wkLo 3 S;pread 59 50%<52wkHi 57 50%<52wkLo 4 Spread 53 1%of20dHi 261 1%of20dLo 14 Spread 247 10%<20dHi 15 10%<20dLo 190 Spread -175 SPX Components vs. Moving Averages >10d Avg 394 <10d Avg 106 Spread 288 5% >10d Avg 22 5% <10d Avg 3 Spread 19 >20d Avg 433 <20d Avg 67 Spread 366 5% >20d Avg 116 5% <20d Avg 5 Spread 111 >50d Avg 467 <50d Avg 33 Spread 434 5% >50d Avg 330 5% <50d Avg 8 Spread 322 10%>50dAvg 135 10%<50dAvg 5 Spread 130 >200d Avg 284 <200d Avg 216 Spread 68 10%>200dAvg 102 10%<200dAvg 72 Spread 30 25%>200dAvg 7 25%<200dAvg 12 Spread -5 SPX Components Historical Volatility 10d HV <10 40 10d HV >50 22 20d HV <10 7 20d HV >50 38 SPX Components RSI Values RSI2 >90 76 RSI2 <10 19 Spread 57 RSI2 >98 27 RSI2 <2 2 Spread 25 RSI14 >70 63 RSI14 <30 3 Spread 60 RSI14 >80 3 RSI14 <20 0 Spread 3 VolWatch Close VXO 14.16 Upper Band 23.27 Lower Band 12.92 vs 10d Avg -13.37% VIX 14.17 Upper Band 21.31 Lower Band 12.95 vs 10d Avg -10.35% NYSE Close Tot Issues 3198 Advancers 1458 % of Total 45.6% Decliners 1632 % of Total 51.0% Unchanged 108 New Highs 70 New Lows 9 Adv Volume 1384639 % of Total 40.4% Decl Volume 1962284 % of Total 57.3% Total Vol 3423598 ARMS Index 1.30 McClellanOs 102 Cumul TICK 28031 NASDAQ Close Tot Issues 2932 Advancers 1357 % of Total 46.3% Decliners 1472 % of Total 50.2% Unchanged 103 New Highs 38 New Lows 22 Adv Volume 871479 % of Total 54.6% Decl Volume 713930 % of Total 44.7% Total Vol 1596974 ARMS Index 0.93 5 Day ARMS 0.93 McClellanOs 78 Cumul TICK 21966 Volume Close SPY Vol 97471939 Upper Band 165958805 SPX Vol 2106266635 Upper Band 3565694241 NYSE Vol 3423598000 Upper Band 6060939095 Sentiment Close AAII Bull 30 AAII Bear 26 Market Vane 54 II Bull 30.3 II Bear 44.4