End of Day DataSheet for February 22nd, 2016


Cash Prices         Close
S&P500              1945.5
S&P100              868.77
VIX                 19.38
Nasdaq100           4231.27
VXN                 23.81
NYSE TICK           468
PreCloseTICK        184
Lead TICK           1979
CumAdj TICK         276
NYSE TRIN           0.37
Dow Indus           16620.66

S&P500 Component Internals
Advancers           464
Decliners           33
Unchanged           4
A/D Ratio           14.06
A/D Thrust          93.36
Up Volume           2343375
Up Vol %            93.3%
Dn Volume           147863
Dn Vol %            5.9%
Tot Volume          2510453
UpDn  Thrust        94.06
> Upr Bband         37
< Lwr Bband         1
New 20d Hi          139
New 20d Lo          0
New 52wk Hi         19
New 52wk Lo         0

SPX Up/Down Volume Thrust
UDT2                65.73
UDT3                54.38
UDT5                69.82
UDT10               53.16
UDT20               51.25

NYSE Up/Down Volume Thrust
UDT2                61.51
UDT3                54.04
UDT5                68.34
UDT10               52.56
UDT20               52.26

SPX Advance/Decline Thrust
ADT2                72.00
ADT3                61.63
ADT5                73.18
ADT10               59.56
ADT20               54.71

NYSE Advance/Decline Thrust
ADT2                63.45
ADT3                59.44
ADT5                68.51
ADT10               54.41
ADT20               52.87

RSI for SPX Components
2-day >98           54
2-day <2            0

14-day >70          17
14-day <30          2

Volume for SPX Components
2x 50d Avg          5

>50d Avg            120
<50d Avg            380
Spread              -260

Price Indicators (SPX Components)
Inside Day          24
Outside Day         11
Spread              13

Gap Up              178
Gap Down            0
Spread              178

Top10%Range         97
Bot10%Range         7
Spread              90

>UpperBand          37
<LowerBand          1
Spread              36

WR20                5
NR20                106
Spread              -101

1% up               329
1% down             10
Spread              319

2% up               180
2% down             3
Spread              177

5% up 5days         230
5% dn 5days         3
Spread              227

+10% 5days          57
-10% 5days          1
Spread              56

+10% 20days         88
-10% 20days         35
Spread              53

Close>Open          362
Close<Open          136
Spread              226

+1%fromOpen         172
-1%fromOpen         28
Spread              144

+2%fromOpen         81
-2%fromOpen         9
Spread              72

Close>Midp          327
Close<Midp          168
Spread              159

+1% vs Midp         74
-1% vs Midp         15
Spread              59

+2% vs Midp         16
-2% vs Midp         2
Spread              14

>Yest High          379
<Yest Low           7
Spread              372

1%>YestHigh         214
1%<YestLow          2
Spread              212

>Yest Midp          476
<Yest Midp          24
Spread              452

1%>YestMidp         381
1%<YestMidp         10
Spread              371

SPX Components vs Highs/Lows
1%of52wkHi          35
1%of52wkLo          0
S;pread             35

50%<52wkHi          97
50%<52wkLo          3
Spread              94

1%of20dHi           203
1%of20dLo           0
Spread              203

10%<20dHi           67
10%<20dLo           220
Spread              -153

SPX Components vs. Moving Averages
>10d Avg            477
<10d Avg            23
Spread              454

5% >10d Avg         136
5% <10d Avg         4
Spread              132

>20d Avg            421
<20d Avg            79
Spread              342

5% >20d Avg         125
5% <20d Avg         17
Spread              108

>50d Avg            267
<50d Avg            233
Spread              34

5% >50d Avg         103
5% <50d Avg         105
Spread              -2

10%>50dAvg          26
10%<50dAvg          47
Spread              -21

>200d Avg           162
<200d Avg           338
Spread              -176

10%>200dAvg         47
10%<200dAvg         169
Spread              -122

25%>200dAvg         6
25%<200dAvg         46
Spread              -40

SPX Components Historical Volatility
10d HV <10          5
10d HV >50          109

20d HV <10          5
20d HV >50          115

SPX Components RSI Values
RSI2 >90            166
RSI2 <10            1
Spread              165

RSI2 >98            54
RSI2 <2             0
Spread              54

RSI14 >70           17
RSI14 <30           2
Spread              15

RSI14 >80           0
RSI14 <20           0
Spread              0

VolWatch            Close
VXO                 19.99
Upper Band          30.31
Lower Band          18.73
vs 10d Avg          -22.25%
VIX                 19.38
Upper Band          27.90
Lower Band          18.26
vs 10d Avg          -19.36%

NYSE                Close
Tot Issues          3202
Advancers           2420
% of Total          75.6%
Decliners           713
% of Total          22.3%
Unchanged           69
New Highs           55
New Lows            14
Adv Volume          3596347
% of Total          88.5%
Decl Volume         424426
% of Total          10.4%
Total Vol           4063071
ARMS Index          0.37
McClellanOs         231
Cumul TICK          31971

NASDAQ              Close
Tot Issues          2939
Advancers           2000
% of Total          68.1%
Decliners           847
% of Total          28.8%
Unchanged           92
New Highs           36
New Lows            35
Adv Volume          1452892
% of Total          80.8%
Decl Volume         335026
% of Total          18.6%
Total Vol           1797135
ARMS Index          0.67
5 Day ARMS          0.67
McClellanOs         185
Cumul TICK          27931

Volume              Close
SPY Vol             103640292
Upper Band          227944806
SPX Vol             2510453343
Upper Band          3973793425
NYSE Vol            4063071000
Upper Band          5721254448

Sentiment           Close
AAII Bull           28
AAII Bear           38
Market Vane         48
II Bull             26.5
II Bear             39.8