Cash Prices Close S&P500 1921.27 S&P100 857.10 VIX 20.98 Nasdaq100 4162.54 VXN 25.30 NYSE TICK 127 PreCloseTICK 107 Lead TICK -4290 CumAdj TICK -329 NYSE TRIN 1.86 Dow Indus 16431.78 S&P500 Component Internals Advancers 96 Decliners 402 Unchanged 3 A/D Ratio 0.24 A/D Thrust 19.28 Up Volume 373718 Up Vol % 15.1% Dn Volume 2090259 Dn Vol % 84.6% Tot Volume 2471933 UpDn Thrust 15.17 > Upr Bband 11 < Lwr Bband 4 New 20d Hi 62 New 20d Lo 5 New 52wk Hi 11 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 54.83 UDT3 49.48 UDT5 55.23 UDT10 54.30 UDT20 51.86 NYSE Up/Down Volume Thrust UDT2 55.92 UDT3 48.45 UDT5 56.36 UDT10 54.07 UDT20 52.88 SPX Advance/Decline Thrust ADT2 56.28 ADT3 54.39 ADT5 58.38 ADT10 59.53 ADT20 55.19 NYSE Advance/Decline Thrust ADT2 55.01 ADT3 53.21 ADT5 58.87 ADT10 55.69 ADT20 53.74 RSI for SPX Components 2-day >98 16 2-day <2 0 14-day >70 10 14-day <30 2 Volume for SPX Components 2x 50d Avg 8 >50d Avg 90 <50d Avg 410 Spread -320 Price Indicators (SPX Components) Inside Day 54 Outside Day 48 Spread 6 Gap Up 1 Gap Down 15 Spread -14 Top10%Range 9 Bot10%Range 117 Spread -108 >UpperBand 11 <LowerBand 4 Spread 7 WR20 8 NR20 61 Spread -53 1% up 27 1% down 255 Spread -228 2% up 8 2% down 130 Spread -122 5% up 5days 69 5% dn 5days 9 Spread 60 +10% 5days 16 -10% 5days 4 Spread 12 +10% 20days 102 -10% 20days 32 Spread 70 Close>Open 138 Close<Open 360 Spread -222 +1%fromOpen 35 -1%fromOpen 191 Spread -156 +2%fromOpen 7 -2%fromOpen 87 Spread -80 Close>Midp 125 Close<Midp 369 Spread -244 +1% vs Midp 6 -1% vs Midp 128 Spread -122 +2% vs Midp 1 -2% vs Midp 31 Spread -30 >Yest High 52 <Yest Low 230 Spread -178 1%>YestHigh 13 1%<YestLow 118 Spread -105 >Yest Midp 131 <Yest Midp 367 Spread -236 1%>YestMidp 56 1%<YestMidp 235 Spread -179 SPX Components vs Highs/Lows 1%of52wkHi 36 1%of52wkLo 4 S;pread 32 50%<52wkHi 97 50%<52wkLo 3 Spread 94 1%of20dHi 163 1%of20dLo 9 Spread 154 10%<20dHi 60 10%<20dLo 186 Spread -126 SPX Components vs. Moving Averages >10d Avg 427 <10d Avg 73 Spread 354 5% >10d Avg 50 5% <10d Avg 8 Spread 42 >20d Avg 368 <20d Avg 132 Spread 236 5% >20d Avg 76 5% <20d Avg 26 Spread 50 >50d Avg 233 <50d Avg 267 Spread -34 5% >50d Avg 88 5% <50d Avg 133 Spread -45 10%>50dAvg 20 10%<50dAvg 61 Spread -41 >200d Avg 155 <200d Avg 345 Spread -190 10%>200dAvg 46 10%<200dAvg 193 Spread -147 25%>200dAvg 6 25%<200dAvg 50 Spread -44 SPX Components Historical Volatility 10d HV <10 6 10d HV >50 84 20d HV <10 5 20d HV >50 114 SPX Components RSI Values RSI2 >90 51 RSI2 <10 9 Spread 42 RSI2 >98 16 RSI2 <2 0 Spread 16 RSI14 >70 10 RSI14 <30 2 Spread 8 RSI14 >80 0 RSI14 <20 0 Spread 0 VolWatch Close VXO 22.30 Upper Band 30.29 Lower Band 18.53 vs 10d Avg -11.51% VIX 20.98 Upper Band 27.80 Lower Band 18.04 vs 10d Avg -10.84% NYSE Close Tot Issues 3211 Advancers 1028 % of Total 32.0% Decliners 2107 % of Total 65.6% Unchanged 76 New Highs 41 New Lows 26 Adv Volume 800498 % of Total 20.5% Decl Volume 3040875 % of Total 78.0% Total Vol 3898266 ARMS Index 1.86 McClellanOs 150 Cumul TICK -28832 NASDAQ Close Tot Issues 2915 Advancers 891 % of Total 30.6% Decliners 1948 % of Total 66.8% Unchanged 76 New Highs 24 New Lows 60 Adv Volume 439624 % of Total 24.7% Decl Volume 1332189 % of Total 74.9% Total Vol 1779433 ARMS Index 0.14 5 Day ARMS 0.14 McClellanOs 117 Cumul TICK 3026 Volume Close SPY Vol 111425101 Upper Band 228821567 SPX Vol 2471932844 Upper Band 4008544771 NYSE Vol 3898266000 Upper Band 5762617050 Sentiment Close AAII Bull 28 AAII Bear 38 Market Vane 48 II Bull 26.5 II Bear 39.8