Cash Prices Close S&P500 2102.95 S&P100 929.68 VIX 14.77 Nasdaq100 4437.44 VXN 16.83 NYSE TICK 51 PreCloseTICK -497 Lead TICK -641 CumAdj TICK -37 NYSE TRIN 0.89 Dow Indus 17949.37 S&P500 Component Internals Advancers 289 Decliners 209 Unchanged 3 A/D Ratio 1.38 A/D Thrust 58.03 Up Volume 1191319 Up Vol % 56.7% Dn Volume 906234 Dn Vol % 43.1% Tot Volume 2100321 UpDn Thrust 56.80 > Upr Bband 84 < Lwr Bband 2 New 20d Hi 122 New 20d Lo 2 New 52wk Hi 88 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 75.23 UDT3 80.64 UDT5 66.12 UDT10 56.22 UDT20 51.29 NYSE Up/Down Volume Thrust UDT2 73.06 UDT3 79.07 UDT5 64.96 UDT10 55.60 UDT20 52.02 SPX Advance/Decline Thrust ADT2 74.15 ADT3 81.04 ADT5 70.46 ADT10 63.88 ADT20 54.82 NYSE Advance/Decline Thrust ADT2 71.46 ADT3 76.16 ADT5 66.44 ADT10 60.60 ADT20 54.70 RSI for SPX Components 2-day >98 21 2-day <2 0 14-day >70 53 14-day <30 0 Volume for SPX Components 2x 50d Avg 12 >50d Avg 134 <50d Avg 366 Spread -232 Price Indicators (SPX Components) Inside Day 51 Outside Day 10 Spread 41 Gap Up 27 Gap Down 1 Spread 26 Top10%Range 29 Bot10%Range 17 Spread 12 >UpperBand 84 <LowerBand 2 Spread 82 WR20 6 NR20 20 Spread -14 1% up 99 1% down 41 Spread 58 2% up 35 2% down 10 Spread 25 5% up 5days 99 5% dn 5days 3 Spread 96 +10% 5days 6 -10% 5days 0 Spread 6 +10% 20days 21 -10% 20days 30 Spread -9 Close>Open 293 Close<Open 205 Spread 88 +1%fromOpen 96 -1%fromOpen 30 Spread 66 +2%fromOpen 35 -2%fromOpen 3 Spread 32 Close>Midp 254 Close<Midp 245 Spread 9 +1% vs Midp 29 -1% vs Midp 9 Spread 20 +2% vs Midp 6 -2% vs Midp 0 Spread 6 >Yest High 236 <Yest Low 9 Spread 227 1%>YestHigh 74 1%<YestLow 4 Spread 70 >Yest Midp 447 <Yest Midp 53 Spread 394 1%>YestMidp 268 1%<YestMidp 12 Spread 256 SPX Components vs Highs/Lows 1%of52wkHi 114 1%of52wkLo 0 S;pread 114 50%<52wkHi 50 50%<52wkLo 12 Spread 38 1%of20dHi 192 1%of20dLo 8 Spread 184 10%<20dHi 54 10%<20dLo 31 Spread 23 SPX Components vs. Moving Averages >10d Avg 379 <10d Avg 119 Spread 260 5% >10d Avg 13 5% <10d Avg 4 Spread 9 >20d Avg 300 <20d Avg 200 Spread 100 5% >20d Avg 41 5% <20d Avg 33 Spread 8 >50d Avg 290 <50d Avg 210 Spread 80 5% >50d Avg 103 5% <50d Avg 60 Spread 43 10%>50dAvg 17 10%<50dAvg 16 Spread 1 >200d Avg 332 <200d Avg 168 Spread 164 10%>200dAvg 153 10%<200dAvg 65 Spread 88 25%>200dAvg 14 25%<200dAvg 8 Spread 6 SPX Components Historical Volatility 10d HV <10 4 10d HV >50 118 20d HV <10 4 20d HV >50 51 SPX Components RSI Values RSI2 >90 112 RSI2 <10 0 Spread 112 RSI2 >98 21 RSI2 <2 0 Spread 21 RSI14 >70 53 RSI14 <30 0 Spread 53 RSI14 >80 11 RSI14 <20 0 Spread 11 VolWatch Close VXO 13.90 Upper Band 23.20 Lower Band 10.92 vs 10d Avg -22.06% VIX 14.77 Upper Band 24.85 Lower Band 11.60 vs 10d Avg -22.54% NYSE Close Tot Issues 3165 Advancers 1947 % of Total 61.5% Decliners 1106 % of Total 34.9% Unchanged 112 New Highs 401 New Lows 6 Adv Volume 2288134 % of Total 66.1% Decl Volume 1081863 % of Total 31.3% Total Vol 3459900 ARMS Index 0.89 McClellanOs 144 Cumul TICK 14210 NASDAQ Close Tot Issues 3001 Advancers 1764 % of Total 58.8% Decliners 1060 % of Total 35.3% Unchanged 177 New Highs 133 New Lows 16 Adv Volume 1052914 % of Total 60.3% Decl Volume 670058 % of Total 38.4% Total Vol 1746707 ARMS Index 2.99 5 Day ARMS 2.99 McClellanOs 108 Cumul TICK 17736 Volume Close SPY Vol 106055333 Upper Band 257182570 SPX Vol 2100320597 Upper Band 3676071979 NYSE Vol 3459900000 Upper Band 6099845276 Sentiment Close AAII Bull 29 AAII Bear 33 Market Vane 55 II Bull 41.6 II Bear 23.8