Cash Prices Close S&P500 2088.55 S&P100 924.71 VIX 15.58 Nasdaq100 4410.75 VXN 17.92 NYSE TICK 510 PreCloseTICK -34 Lead TICK -2887 CumAdj TICK -585 NYSE TRIN 1.33 Dow Indus 17840.62 S&P500 Component Internals Advancers 131 Decliners 368 Unchanged 2 A/D Ratio 0.36 A/D Thrust 26.25 Up Volume 478285 Up Vol % 21.7% Dn Volume 1712320 Dn Vol % 77.8% Tot Volume 2201907 UpDn Thrust 21.83 > Upr Bband 64 < Lwr Bband 2 New 20d Hi 123 New 20d Lo 2 New 52wk Hi 66 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 38.94 UDT3 58.80 UDT5 73.32 UDT10 51.41 UDT20 49.05 NYSE Up/Down Volume Thrust UDT2 43.78 UDT3 56.82 UDT5 71.13 UDT10 50.69 UDT20 49.54 SPX Advance/Decline Thrust ADT2 42.13 ADT3 58.18 ADT5 72.64 ADT10 58.40 ADT20 52.82 NYSE Advance/Decline Thrust ADT2 45.14 ADT3 56.50 ADT5 68.09 ADT10 55.59 ADT20 52.54 RSI for SPX Components 2-day >98 28 2-day <2 0 14-day >70 58 14-day <30 2 Volume for SPX Components 2x 50d Avg 8 >50d Avg 189 <50d Avg 311 Spread -122 Price Indicators (SPX Components) Inside Day 41 Outside Day 29 Spread 12 Gap Up 1 Gap Down 89 Spread -88 Top10%Range 42 Bot10%Range 18 Spread 24 >UpperBand 64 <LowerBand 2 Spread 62 WR20 19 NR20 16 Spread 3 1% up 44 1% down 263 Spread -219 2% up 5 2% down 159 Spread -154 5% up 5days 207 5% dn 5days 3 Spread 204 +10% 5days 12 -10% 5days 1 Spread 11 +10% 20days 23 -10% 20days 62 Spread -39 Close>Open 186 Close<Open 313 Spread -127 +1%fromOpen 56 -1%fromOpen 191 Spread -135 +2%fromOpen 9 -2%fromOpen 78 Spread -69 Close>Midp 225 Close<Midp 273 Spread -48 +1% vs Midp 17 -1% vs Midp 44 Spread -27 +2% vs Midp 1 -2% vs Midp 6 Spread -5 >Yest High 70 <Yest Low 264 Spread -194 1%>YestHigh 5 1%<YestLow 156 Spread -151 >Yest Midp 146 <Yest Midp 353 Spread -207 1%>YestMidp 50 1%<YestMidp 250 Spread -200 SPX Components vs Highs/Lows 1%of52wkHi 102 1%of52wkLo 3 S;pread 99 50%<52wkHi 57 50%<52wkLo 12 Spread 45 1%of20dHi 151 1%of20dLo 25 Spread 126 10%<20dHi 77 10%<20dLo 17 Spread 60 SPX Components vs. Moving Averages >10d Avg 280 <10d Avg 220 Spread 60 5% >10d Avg 11 5% <10d Avg 21 Spread -10 >20d Avg 236 <20d Avg 264 Spread -28 5% >20d Avg 42 5% <20d Avg 69 Spread -27 >50d Avg 247 <50d Avg 253 Spread -6 5% >50d Avg 93 5% <50d Avg 103 Spread -10 10%>50dAvg 17 10%<50dAvg 30 Spread -13 >200d Avg 318 <200d Avg 182 Spread 136 10%>200dAvg 143 10%<200dAvg 83 Spread 60 25%>200dAvg 12 25%<200dAvg 8 Spread 4 SPX Components Historical Volatility 10d HV <10 3 10d HV >50 126 20d HV <10 4 20d HV >50 54 SPX Components RSI Values RSI2 >90 75 RSI2 <10 5 Spread 70 RSI2 >98 28 RSI2 <2 0 Spread 28 RSI14 >70 58 RSI14 <30 2 Spread 56 RSI14 >80 18 RSI14 <20 0 Spread 18 VolWatch Close VXO 14.70 Upper Band 23.05 Lower Band 11.27 vs 10d Avg -16.46% VIX 15.58 Upper Band 24.72 Lower Band 11.92 vs 10d Avg -17.07% NYSE Close Tot Issues 3145 Advancers 827 % of Total 26.3% Decliners 2266 % of Total 72.1% Unchanged 52 New Highs 231 New Lows 27 Adv Volume 777150 % of Total 21.2% Decl Volume 2853838 % of Total 77.9% Total Vol 3664422 ARMS Index 1.33 McClellanOs 38 Cumul TICK -44682 NASDAQ Close Tot Issues 2949 Advancers 782 % of Total 26.5% Decliners 2086 % of Total 70.7% Unchanged 81 New Highs 103 New Lows 36 Adv Volume 468039 % of Total 27.6% Decl Volume 1215961 % of Total 71.8% Total Vol 1692832 ARMS Index 0.14 5 Day ARMS 0.14 McClellanOs 26 Cumul TICK -23331 Volume Close SPY Vol 109672669 Upper Band 256616304 SPX Vol 2201906636 Upper Band 3676605221 NYSE Vol 3664422000 Upper Band 6101268864 Sentiment Close AAII Bull 29 AAII Bear 33 Market Vane 55 II Bull 41.6 II Bear 23.8