End of Day DataSheet for March 30th, 2016


Cash Prices         Close
S&P500              2063.95
S&P100              915.75
VIX                 13.56
Nasdaq100           4490.88
VXN                 16.53
NYSE TICK           60
PreCloseTICK        -16
Lead TICK           -164
CumAdj TICK         6
NYSE TRIN           0.84
Dow Indus           17716.66

S&P500 Component Internals
Advancers           318
Decliners           176
Unchanged           7
A/D Ratio           1.81
A/D Thrust          64.37
Up Volume           1504352
Up Vol %            70.7%
Dn Volume           581618
Dn Vol %            27.3%
Tot Volume          2128342
UpDn  Thrust        72.12
> Upr Bband         42
< Lwr Bband         1
New 20d Hi          123
New 20d Lo          2
New 52wk Hi         59
New 52wk Lo         1

SPX Up/Down Volume Thrust
UDT2                68.84
UDT3                63.99
UDT5                51.87
UDT10               58.05
UDT20               59.09

NYSE Up/Down Volume Thrust
UDT2                69.13
UDT3                64.03
UDT5                52.09
UDT10               57.82
UDT20               59.66

SPX Advance/Decline Thrust
ADT2                73.97
ADT3                68.89
ADT5                55.52
ADT10               58.37
ADT20               57.51

NYSE Advance/Decline Thrust
ADT2                71.46
ADT3                66.73
ADT5                55.44
ADT10               59.70
ADT20               58.12

RSI for SPX Components
2-day >98           13
2-day <2            1

14-day >70          74
14-day <30          3

Volume for SPX Components
2x 50d Avg          3

>50d Avg            52
<50d Avg            448
Spread              -396

Price Indicators (SPX Components)
Inside Day          17
Outside Day         13
Spread              4

Gap Up              88
Gap Down            1
Spread              87

Top10%Range         15
Bot10%Range         54
Spread              -39

>UpperBand          42
<LowerBand          1
Spread              41

WR20                7
NR20                46
Spread              -39

1% up               101
1% down             36
Spread              65

2% up               22
2% down             12
Spread              10

5% up 5days         15
5% dn 5days         24
Spread              -9

+10% 5days          2
-10% 5days          5
Spread              -3

+10% 20days         68
-10% 20days         7
Spread              61

Close>Open          194
Close<Open          296
Spread              -102

+1%fromOpen         39
-1%fromOpen         79
Spread              -40

+2%fromOpen         7
-2%fromOpen         23
Spread              -16

Close>Midp          200
Close<Midp          296
Spread              -96

+1% vs Midp         4
-1% vs Midp         33
Spread              -29

+2% vs Midp         1
-2% vs Midp         6
Spread              -5

>Yest High          249
<Yest Low           7
Spread              242

1%>YestHigh         68
1%<YestLow          4
Spread              64

>Yest Midp          463
<Yest Midp          36
Spread              427

1%>YestMidp         271
1%<YestMidp         9
Spread              262

SPX Components vs Highs/Lows
1%of52wkHi          98
1%of52wkLo          2
S;pread             96

50%<52wkHi          56
50%<52wkLo          4
Spread              52

1%of20dHi           302
1%of20dLo           13
Spread              289

10%<20dHi           19
10%<20dLo           87
Spread              -68

SPX Components vs. Moving Averages
>10d Avg            365
<10d Avg            135
Spread              230

5% >10d Avg         7
5% <10d Avg         6
Spread              1

>20d Avg            405
<20d Avg            95
Spread              310

5% >20d Avg         50
5% <20d Avg         10
Spread              40

>50d Avg            466
<50d Avg            34
Spread              432

5% >50d Avg         338
5% <50d Avg         10
Spread              328

10%>50dAvg          104
10%<50dAvg          4
Spread              100

>200d Avg           290
<200d Avg           210
Spread              80

10%>200dAvg         117
10%<200dAvg         75
Spread              42

25%>200dAvg         6
25%<200dAvg         15
Spread              -9

SPX Components Historical Volatility
10d HV <10          41
10d HV >50          21

20d HV <10          27
20d HV >50          36

SPX Components RSI Values
RSI2 >90            142
RSI2 <10            7
Spread              135

RSI2 >98            13
RSI2 <2             1
Spread              12

RSI14 >70           74
RSI14 <30           3
Spread              71

RSI14 >80           1
RSI14 <20           0
Spread              1

VolWatch            Close
VXO                 13.10
Upper Band          20.82
Lower Band          12.02
vs 10d Avg          -9.68%
VIX                 13.56
Upper Band          19.16
Lower Band          12.54
vs 10d Avg          -5.64%

NYSE                Close
Tot Issues          3198
Advancers           1938
% of Total          60.6%
Decliners           1139
% of Total          35.6%
Unchanged           121
New Highs           218
New Lows            5
Adv Volume          2315048
% of Total          64.4%
Decl Volume         1169258
% of Total          32.5%
Total Vol           3594462
ARMS Index          0.84
McClellanOs         86
Cumul TICK          39155

NASDAQ              Close
Tot Issues          2964
Advancers           1761
% of Total          59.4%
Decliners           1099
% of Total          37.1%
Unchanged           104
New Highs           88
New Lows            25
Adv Volume          1097800
% of Total          63.8%
Decl Volume         582293
% of Total          33.8%
Total Vol           1720774
ARMS Index          0.91
5 Day ARMS          0.91
McClellanOs         64
Cumul TICK          29382

Volume              Close
SPY Vol             86346381
Upper Band          156890795
SPX Vol             2128342457
Upper Band          3503762152
NYSE Vol            3594462000
Upper Band          6064528199

Sentiment           Close
AAII Bull           33
AAII Bear           23
Market Vane         56
II Bull             27.8
II Bear             47.4