Cash Prices Close S&P500 1948.05 S&P100 866.94 VIX 19.81 Nasdaq100 4235.62 VXN 23.08 NYSE TICK 320 PreCloseTICK 203 Lead TICK -2537 CumAdj TICK -31 NYSE TRIN 0.97 Dow Indus 16639.97 S&P500 Component Internals Advancers 278 Decliners 217 Unchanged 6 A/D Ratio 1.28 A/D Thrust 56.16 Up Volume 1637474 Up Vol % 60.7% Dn Volume 1016258 Dn Vol % 37.7% Tot Volume 2696403 UpDn Thrust 61.70 > Upr Bband 15 < Lwr Bband 1 New 20d Hi 169 New 20d Lo 2 New 52wk Hi 22 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 72.76 UDT3 69.29 UDT5 63.64 UDT10 66.66 UDT20 52.78 NYSE Up/Down Volume Thrust UDT2 68.32 UDT3 64.45 UDT5 61.18 UDT10 64.61 UDT20 52.95 SPX Advance/Decline Thrust ADT2 71.46 ADT3 69.66 ADT5 64.31 ADT10 68.40 ADT20 56.77 NYSE Advance/Decline Thrust ADT2 67.94 ADT3 66.78 ADT5 62.06 ADT10 65.50 ADT20 54.35 RSI for SPX Components 2-day >98 17 2-day <2 0 14-day >70 14 14-day <30 0 Volume for SPX Components 2x 50d Avg 11 >50d Avg 109 <50d Avg 391 Spread -282 Price Indicators (SPX Components) Inside Day 31 Outside Day 47 Spread -16 Gap Up 74 Gap Down 1 Spread 73 Top10%Range 11 Bot10%Range 76 Spread -65 >UpperBand 15 <LowerBand 1 Spread 14 WR20 17 NR20 90 Spread -73 1% up 132 1% down 99 Spread 33 2% up 70 2% down 41 Spread 29 5% up 5days 98 5% dn 5days 1 Spread 97 +10% 5days 16 -10% 5days 1 Spread 15 +10% 20days 93 -10% 20days 19 Spread 74 Close>Open 182 Close<Open 315 Spread -133 +1%fromOpen 72 -1%fromOpen 131 Spread -59 +2%fromOpen 25 -2%fromOpen 49 Spread -24 Close>Midp 166 Close<Midp 332 Spread -166 +1% vs Midp 22 -1% vs Midp 60 Spread -38 +2% vs Midp 5 -2% vs Midp 4 Spread 1 >Yest High 219 <Yest Low 52 Spread 167 1%>YestHigh 94 1%<YestLow 32 Spread 62 >Yest Midp 370 <Yest Midp 127 Spread 243 1%>YestMidp 251 1%<YestMidp 50 Spread 201 SPX Components vs Highs/Lows 1%of52wkHi 50 1%of52wkLo 0 S;pread 50 50%<52wkHi 89 50%<52wkLo 3 Spread 86 1%of20dHi 270 1%of20dLo 6 Spread 264 10%<20dHi 37 10%<20dLo 234 Spread -197 SPX Components vs. Moving Averages >10d Avg 420 <10d Avg 79 Spread 341 5% >10d Avg 60 5% <10d Avg 1 Spread 59 >20d Avg 431 <20d Avg 69 Spread 362 5% >20d Avg 125 5% <20d Avg 5 Spread 120 >50d Avg 300 <50d Avg 200 Spread 100 5% >50d Avg 119 5% <50d Avg 82 Spread 37 10%>50dAvg 26 10%<50dAvg 31 Spread -5 >200d Avg 174 <200d Avg 326 Spread -152 10%>200dAvg 44 10%<200dAvg 167 Spread -123 25%>200dAvg 8 25%<200dAvg 35 Spread -27 SPX Components Historical Volatility 10d HV <10 6 10d HV >50 54 20d HV <10 5 20d HV >50 97 SPX Components RSI Values RSI2 >90 103 RSI2 <10 3 Spread 100 RSI2 >98 17 RSI2 <2 0 Spread 17 RSI14 >70 14 RSI14 <30 0 Spread 14 RSI14 >80 0 RSI14 <20 0 Spread 0 VolWatch Close VXO 21.42 Upper Band 30.33 Lower Band 17.78 vs 10d Avg -5.94% VIX 19.81 Upper Band 27.89 Lower Band 17.11 vs 10d Avg -7.43% NYSE Close Tot Issues 3213 Advancers 1941 % of Total 60.4% Decliners 1196 % of Total 37.2% Unchanged 76 New Highs 52 New Lows 27 Adv Volume 2756892 % of Total 63.3% Decl Volume 1537824 % of Total 35.3% Total Vol 4354984 ARMS Index 0.97 McClellanOs 240 Cumul TICK 9892 NASDAQ Close Tot Issues 2934 Advancers 1815 % of Total 61.9% Decliners 1006 % of Total 34.3% Unchanged 113 New Highs 42 New Lows 48 Adv Volume 1058860 % of Total 58.3% Decl Volume 690649 % of Total 38.0% Total Vol 1815506 ARMS Index 1.64 5 Day ARMS 1.64 McClellanOs 191 Cumul TICK 24217 Volume Close SPY Vol 129833663 Upper Band 226136144 SPX Vol 2696403333 Upper Band 4026474203 NYSE Vol 4354984000 Upper Band 5765774074 Sentiment Close AAII Bull 31 AAII Bear 31 Market Vane 49 II Bull 34.7 II Bear 35.7