Cash Prices Close S&P500 2046.61 S&P100 907.81 VIX 15.04 Nasdaq100 4326.53 VXN 17.10 NYSE TICK 374 PreCloseTICK -682 Lead TICK -4476 CumAdj TICK -497 NYSE TRIN 2.31 Dow Indus 17535.32 S&P500 Component Internals Advancers 72 Decliners 426 Unchanged 3 A/D Ratio 0.17 A/D Thrust 14.46 Up Volume 459138 Up Vol % 21.2% Dn Volume 1682241 Dn Vol % 77.7% Tot Volume 2166352 UpDn Thrust 21.44 > Upr Bband 5 < Lwr Bband 49 New 20d Hi 122 New 20d Lo 2 New 52wk Hi 16 New 52wk Lo 8 SPX Up/Down Volume Thrust UDT2 29.46 UDT3 27.87 UDT5 42.67 UDT10 42.82 UDT20 47.39 NYSE Up/Down Volume Thrust UDT2 28.75 UDT3 31.37 UDT5 42.25 UDT10 41.03 UDT20 48.73 SPX Advance/Decline Thrust ADT2 33.30 ADT3 27.98 ADT5 46.24 ADT10 48.00 ADT20 50.91 NYSE Advance/Decline Thrust ADT2 40.59 ADT3 39.18 ADT5 48.17 ADT10 48.01 ADT20 52.23 RSI for SPX Components 2-day >98 1 2-day <2 7 14-day >70 14 14-day <30 32 Volume for SPX Components 2x 50d Avg 18 >50d Avg 142 <50d Avg 358 Spread -216 Price Indicators (SPX Components) Inside Day 95 Outside Day 40 Spread 55 Gap Up 1 Gap Down 4 Spread -3 Top10%Range 3 Bot10%Range 115 Spread -112 >UpperBand 5 <LowerBand 49 Spread -44 WR20 27 NR20 14 Spread 13 1% up 23 1% down 210 Spread -187 2% up 5 2% down 70 Spread -65 5% up 5days 10 5% dn 5days 37 Spread -27 +10% 5days 4 -10% 5days 11 Spread -7 +10% 20days 25 -10% 20days 49 Spread -24 Close>Open 114 Close<Open 384 Spread -270 +1%fromOpen 28 -1%fromOpen 156 Spread -128 +2%fromOpen 10 -2%fromOpen 41 Spread -31 Close>Midp 71 Close<Midp 427 Spread -356 +1% vs Midp 7 -1% vs Midp 96 Spread -89 +2% vs Midp 1 -2% vs Midp 6 Spread -5 >Yest High 12 <Yest Low 234 Spread -222 1%>YestHigh 3 1%<YestLow 87 Spread -84 >Yest Midp 95 <Yest Midp 405 Spread -310 1%>YestMidp 16 1%<YestMidp 230 Spread -214 SPX Components vs Highs/Lows 1%of52wkHi 73 1%of52wkLo 12 S;pread 61 50%<52wkHi 58 50%<52wkLo 9 Spread 49 1%of20dHi 111 1%of20dLo 168 Spread -57 10%<20dHi 96 10%<20dLo 29 Spread 67 SPX Components vs. Moving Averages >10d Avg 169 <10d Avg 331 Spread -162 5% >10d Avg 5 5% <10d Avg 35 Spread -30 >20d Avg 176 <20d Avg 324 Spread -148 5% >20d Avg 15 5% <20d Avg 88 Spread -73 >50d Avg 248 <50d Avg 252 Spread -4 5% >50d Avg 69 5% <50d Avg 88 Spread -19 10%>50dAvg 23 10%<50dAvg 36 Spread -13 >200d Avg 309 <200d Avg 191 Spread 118 10%>200dAvg 112 10%<200dAvg 74 Spread 38 25%>200dAvg 7 25%<200dAvg 14 Spread -7 SPX Components Historical Volatility 10d HV <10 19 10d HV >50 29 20d HV <10 11 20d HV >50 31 SPX Components RSI Values RSI2 >90 10 RSI2 <10 84 Spread -74 RSI2 >98 1 RSI2 <2 7 Spread -6 RSI14 >70 14 RSI14 <30 32 Spread -18 RSI14 >80 1 RSI14 <20 5 Spread -4 VolWatch Close VXO 15.82 Upper Band 16.89 Lower Band 12.50 vs 10d Avg 3.44% VIX 15.04 Upper Band 16.29 Lower Band 12.62 vs 10d Avg 0.74% NYSE Close Tot Issues 3181 Advancers 1018 % of Total 32.0% Decliners 2049 % of Total 64.4% Unchanged 114 New Highs 110 New Lows 43 Adv Volume 698703 % of Total 19.5% Decl Volume 2814974 % of Total 78.5% Total Vol 3586532 ARMS Index 2.31 McClellanOs -144 Cumul TICK -30767 NASDAQ Close Tot Issues 2944 Advancers 1143 % of Total 38.8% Decliners 1628 % of Total 55.3% Unchanged 173 New Highs 34 New Lows 80 Adv Volume 765692 % of Total 45.0% Decl Volume 910557 % of Total 53.5% Total Vol 1700927 ARMS Index 0.49 5 Day ARMS 0.49 McClellanOs -151 Cumul TICK -39433 Volume Close SPY Vol 96474630 Upper Band 121636362 SPX Vol 2166351929 Upper Band 2824701356 NYSE Vol 3586532000 Upper Band 4567632039 Sentiment Close AAII Bull 20 AAII Bear 31 Market Vane 59 II Bull 19.2 II Bear 21.6