Cash Prices Close S&P500 2055.01 S&P100 911.22 VIX 13.82 Nasdaq100 4467.72 VXN 16.90 NYSE TICK -171 PreCloseTICK 429 Lead TICK 8816 CumAdj TICK 525 NYSE TRIN 1.51 Dow Indus 17633.11 S&P500 Component Internals Advancers 415 Decliners 82 Unchanged 4 A/D Ratio 5.06 A/D Thrust 83.50 Up Volume 1484548 Up Vol % 64.2% Dn Volume 771279 Dn Vol % 33.3% Tot Volume 2313945 UpDn Thrust 65.81 > Upr Bband 33 < Lwr Bband 2 New 20d Hi 123 New 20d Lo 2 New 52wk Hi 49 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 59.68 UDT3 56.65 UDT5 44.83 UDT10 54.65 UDT20 59.83 NYSE Up/Down Volume Thrust UDT2 62.73 UDT3 60.74 UDT5 46.97 UDT10 53.92 UDT20 60.22 SPX Advance/Decline Thrust ADT2 71.15 ADT3 62.41 ADT5 50.76 ADT10 55.60 ADT20 58.82 NYSE Advance/Decline Thrust ADT2 68.58 ADT3 62.79 ADT5 52.30 ADT10 56.02 ADT20 59.09 RSI for SPX Components 2-day >98 10 2-day <2 4 14-day >70 77 14-day <30 3 Volume for SPX Components 2x 50d Avg 5 >50d Avg 55 <50d Avg 445 Spread -390 Price Indicators (SPX Components) Inside Day 25 Outside Day 136 Spread -111 Gap Up 2 Gap Down 12 Spread -10 Top10%Range 251 Bot10%Range 1 Spread 250 >UpperBand 33 <LowerBand 2 Spread 31 WR20 18 NR20 11 Spread 7 1% up 236 1% down 18 Spread 218 2% up 77 2% down 8 Spread 69 5% up 5days 9 5% dn 5days 20 Spread -11 +10% 5days 2 -10% 5days 4 Spread -2 +10% 20days 129 -10% 20days 4 Spread 125 Close>Open 456 Close<Open 40 Spread 416 +1%fromOpen 290 -1%fromOpen 5 Spread 285 +2%fromOpen 119 -2%fromOpen 1 Spread 118 Close>Midp 480 Close<Midp 19 Spread 461 +1% vs Midp 189 -1% vs Midp 1 Spread 188 +2% vs Midp 23 -2% vs Midp 1 Spread 22 >Yest High 285 <Yest Low 28 Spread 257 1%>YestHigh 105 1%<YestLow 8 Spread 97 >Yest Midp 411 <Yest Midp 89 Spread 322 1%>YestMidp 242 1%<YestMidp 24 Spread 218 SPX Components vs Highs/Lows 1%of52wkHi 84 1%of52wkLo 3 S;pread 81 50%<52wkHi 58 50%<52wkLo 4 Spread 54 1%of20dHi 221 1%of20dLo 31 Spread 190 10%<20dHi 29 10%<20dLo 60 Spread -31 SPX Components vs. Moving Averages >10d Avg 352 <10d Avg 148 Spread 204 5% >10d Avg 7 5% <10d Avg 9 Spread -2 >20d Avg 398 <20d Avg 102 Spread 296 5% >20d Avg 46 5% <20d Avg 13 Spread 33 >50d Avg 463 <50d Avg 37 Spread 426 5% >50d Avg 325 5% <50d Avg 10 Spread 315 10%>50dAvg 112 10%<50dAvg 4 Spread 108 >200d Avg 285 <200d Avg 215 Spread 70 10%>200dAvg 112 10%<200dAvg 81 Spread 31 25%>200dAvg 7 25%<200dAvg 16 Spread -9 SPX Components Historical Volatility 10d HV <10 47 10d HV >50 27 20d HV <10 16 20d HV >50 37 SPX Components RSI Values RSI2 >90 124 RSI2 <10 27 Spread 97 RSI2 >98 10 RSI2 <2 4 Spread 6 RSI14 >70 77 RSI14 <30 3 Spread 74 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 13.52 Upper Band 20.90 Lower Band 12.48 vs 10d Avg -9.07% VIX 13.82 Upper Band 19.28 Lower Band 12.84 vs 10d Avg -5.98% NYSE Close Tot Issues 3204 Advancers 2488 % of Total 77.7% Decliners 629 % of Total 19.6% Unchanged 87 New Highs 204 New Lows 10 Adv Volume 2681288 % of Total 69.9% Decl Volume 1062088 % of Total 27.7% Total Vol 3836128 ARMS Index 1.51 McClellanOs 73 Cumul TICK 91245 NASDAQ Close Tot Issues 2959 Advancers 2121 % of Total 71.7% Decliners 753 % of Total 25.4% Unchanged 85 New Highs 69 New Lows 46 Adv Volume 1395750 % of Total 76.8% Decl Volume 392894 % of Total 21.6% Total Vol 1818390 ARMS Index 0.67 5 Day ARMS 0.67 McClellanOs 42 Cumul TICK 57155 Volume Close SPY Vol 92875535 Upper Band 161528244 SPX Vol 2313944772 Upper Band 3563147863 NYSE Vol 3836128000 Upper Band 6121698930 Sentiment Close AAII Bull 33 AAII Bear 23 Market Vane 56 II Bull 27.8 II Bear 47.4