Cash Prices Close S&P500 2059.74 S&P100 912.93 VIX 13.95 Nasdaq100 4483.66 VXN 16.85 NYSE TICK 355 PreCloseTICK -393 Lead TICK -127 CumAdj TICK -96 NYSE TRIN 1.22 Dow Indus 17685.09 S&P500 Component Internals Advancers 234 Decliners 253 Unchanged 14 A/D Ratio 0.92 A/D Thrust 48.05 Up Volume 1000722 Up Vol % 43.7% Dn Volume 1225416 Dn Vol % 53.5% Tot Volume 2291869 UpDn Thrust 44.95 > Upr Bband 18 < Lwr Bband 2 New 20d Hi 123 New 20d Lo 2 New 52wk Hi 41 New 52wk Lo 1 SPX Up/Down Volume Thrust UDT2 58.09 UDT3 60.74 UDT5 57.25 UDT10 55.80 UDT20 57.42 NYSE Up/Down Volume Thrust UDT2 58.76 UDT3 63.19 UDT5 59.91 UDT10 55.48 UDT20 57.89 SPX Advance/Decline Thrust ADT2 56.27 ADT3 65.43 ADT5 59.97 ADT10 55.43 ADT20 56.58 NYSE Advance/Decline Thrust ADT2 59.00 ADT3 65.99 ADT5 61.28 ADT10 57.09 ADT20 57.54 RSI for SPX Components 2-day >98 14 2-day <2 2 14-day >70 72 14-day <30 3 Volume for SPX Components 2x 50d Avg 4 >50d Avg 119 <50d Avg 381 Spread -262 Price Indicators (SPX Components) Inside Day 90 Outside Day 41 Spread 49 Gap Up 0 Gap Down 2 Spread -2 Top10%Range 35 Bot10%Range 58 Spread -23 >UpperBand 18 <LowerBand 2 Spread 16 WR20 7 NR20 56 Spread -49 1% up 66 1% down 64 Spread 2 2% up 26 2% down 15 Spread 11 5% up 5days 25 5% dn 5days 3 Spread 22 +10% 5days 3 -10% 5days 1 Spread 2 +10% 20days 55 -10% 20days 7 Spread 48 Close>Open 248 Close<Open 248 Spread 0 +1%fromOpen 69 -1%fromOpen 52 Spread 17 +2%fromOpen 26 -2%fromOpen 11 Spread 15 Close>Midp 236 Close<Midp 261 Spread -25 +1% vs Midp 26 -1% vs Midp 17 Spread 9 +2% vs Midp 4 -2% vs Midp 4 Spread 0 >Yest High 71 <Yest Low 111 Spread -40 1%>YestHigh 11 1%<YestLow 16 Spread -5 >Yest Midp 207 <Yest Midp 291 Spread -84 1%>YestMidp 52 1%<YestMidp 91 Spread -39 SPX Components vs Highs/Lows 1%of52wkHi 95 1%of52wkLo 2 S;pread 93 50%<52wkHi 55 50%<52wkLo 4 Spread 51 1%of20dHi 270 1%of20dLo 22 Spread 248 10%<20dHi 18 10%<20dLo 73 Spread -55 SPX Components vs. Moving Averages >10d Avg 332 <10d Avg 168 Spread 164 5% >10d Avg 5 5% <10d Avg 5 Spread 0 >20d Avg 385 <20d Avg 115 Spread 270 5% >20d Avg 40 5% <20d Avg 10 Spread 30 >50d Avg 457 <50d Avg 43 Spread 414 5% >50d Avg 322 5% <50d Avg 8 Spread 314 10%>50dAvg 98 10%<50dAvg 3 Spread 95 >200d Avg 295 <200d Avg 205 Spread 90 10%>200dAvg 113 10%<200dAvg 72 Spread 41 25%>200dAvg 6 25%<200dAvg 15 Spread -9 SPX Components Historical Volatility 10d HV <10 37 10d HV >50 18 20d HV <10 35 20d HV >50 33 SPX Components RSI Values RSI2 >90 103 RSI2 <10 11 Spread 92 RSI2 >98 14 RSI2 <2 2 Spread 12 RSI14 >70 72 RSI14 <30 3 Spread 69 RSI14 >80 2 RSI14 <20 0 Spread 2 VolWatch Close VXO 13.80 Upper Band 20.68 Lower Band 11.73 vs 10d Avg -3.54% VIX 13.95 Upper Band 19.05 Lower Band 12.34 vs 10d Avg -2.22% NYSE Close Tot Issues 3199 Advancers 1703 % of Total 53.2% Decliners 1391 % of Total 43.5% Unchanged 105 New Highs 168 New Lows 7 Adv Volume 1871195 % of Total 50.3% Decl Volume 1769396 % of Total 47.6% Total Vol 3719913 ARMS Index 1.22 McClellanOs 73 Cumul TICK 28785 NASDAQ Close Tot Issues 2968 Advancers 1413 % of Total 47.6% Decliners 1456 % of Total 49.1% Unchanged 99 New Highs 62 New Lows 20 Adv Volume 900732 % of Total 50.8% Decl Volume 843924 % of Total 47.6% Total Vol 1771997 ARMS Index 0.91 5 Day ARMS 0.91 McClellanOs 48 Cumul TICK 25567 Volume Close SPY Vol 94561575 Upper Band 156668996 SPX Vol 2291869373 Upper Band 3477172803 NYSE Vol 3719913000 Upper Band 6015558540 Sentiment Close AAII Bull 33 AAII Bear 23 Market Vane 56 II Bull 27.8 II Bear 47.4