Cash Prices Close S&P500 1932.23 S&P100 859.44 VIX 20.55 Nasdaq100 4201.12 VXN 23.55 NYSE TICK 406 PreCloseTICK -110 Lead TICK -4420 CumAdj TICK 125 NYSE TRIN 1.37 Dow Indus 16516.50 S&P500 Component Internals Advancers 130 Decliners 367 Unchanged 4 A/D Ratio 0.35 A/D Thrust 26.16 Up Volume 795071 Up Vol % 28.1% Dn Volume 2006163 Dn Vol % 71.0% Tot Volume 2826143 UpDn Thrust 28.38 > Upr Bband 4 < Lwr Bband 5 New 20d Hi 71 New 20d Lo 4 New 52wk Hi 6 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 44.59 UDT3 56.92 UDT5 50.19 UDT10 60.43 UDT20 49.01 NYSE Up/Down Volume Thrust UDT2 55.44 UDT3 60.87 UDT5 52.74 UDT10 60.73 UDT20 50.36 SPX Advance/Decline Thrust ADT2 41.13 ADT3 56.37 ADT5 50.88 ADT10 62.03 ADT20 53.27 NYSE Advance/Decline Thrust ADT2 57.17 ADT3 62.78 ADT5 57.10 ADT10 62.82 ADT20 52.51 RSI for SPX Components 2-day >98 9 2-day <2 0 14-day >70 12 14-day <30 1 Volume for SPX Components 2x 50d Avg 11 >50d Avg 191 <50d Avg 309 Spread -118 Price Indicators (SPX Components) Inside Day 71 Outside Day 46 Spread 25 Gap Up 4 Gap Down 3 Spread 1 Top10%Range 0 Bot10%Range 248 Spread -248 >UpperBand 4 <LowerBand 5 Spread -1 WR20 2 NR20 44 Spread -42 1% up 41 1% down 192 Spread -151 2% up 18 2% down 66 Spread -48 5% up 5days 35 5% dn 5days 11 Spread 24 +10% 5days 8 -10% 5days 3 Spread 5 +10% 20days 53 -10% 20days 34 Spread 19 Close>Open 128 Close<Open 370 Spread -242 +1%fromOpen 39 -1%fromOpen 168 Spread -129 +2%fromOpen 8 -2%fromOpen 56 Spread -48 Close>Midp 64 Close<Midp 435 Spread -371 +1% vs Midp 6 -1% vs Midp 127 Spread -121 +2% vs Midp 3 -2% vs Midp 10 Spread -7 >Yest High 27 <Yest Low 244 Spread -217 1%>YestHigh 12 1%<YestLow 76 Spread -64 >Yest Midp 98 <Yest Midp 400 Spread -302 1%>YestMidp 41 1%<YestMidp 262 Spread -221 SPX Components vs Highs/Lows 1%of52wkHi 22 1%of52wkLo 3 S;pread 19 50%<52wkHi 92 50%<52wkLo 3 Spread 89 1%of20dHi 200 1%of20dLo 7 Spread 193 10%<20dHi 37 10%<20dLo 219 Spread -182 SPX Components vs. Moving Averages >10d Avg 313 <10d Avg 187 Spread 126 5% >10d Avg 28 5% <10d Avg 3 Spread 25 >20d Avg 394 <20d Avg 106 Spread 288 5% >20d Avg 98 5% <20d Avg 10 Spread 88 >50d Avg 286 <50d Avg 214 Spread 72 5% >50d Avg 103 5% <50d Avg 96 Spread 7 10%>50dAvg 27 10%<50dAvg 35 Spread -8 >200d Avg 167 <200d Avg 333 Spread -166 10%>200dAvg 41 10%<200dAvg 174 Spread -133 25%>200dAvg 8 25%<200dAvg 38 Spread -30 SPX Components Historical Volatility 10d HV <10 10 10d HV >50 51 20d HV <10 4 20d HV >50 91 SPX Components RSI Values RSI2 >90 45 RSI2 <10 13 Spread 32 RSI2 >98 9 RSI2 <2 0 Spread 9 RSI14 >70 12 RSI14 <30 1 Spread 11 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 22.16 Upper Band 30.30 Lower Band 17.92 vs 10d Avg -0.62% VIX 20.55 Upper Band 27.88 Lower Band 17.15 vs 10d Avg -1.74% NYSE Close Tot Issues 3207 Advancers 1640 % of Total 51.1% Decliners 1487 % of Total 46.4% Unchanged 80 New Highs 41 New Lows 26 Adv Volume 2145043 % of Total 46.6% Decl Volume 2402129 % of Total 52.2% Total Vol 4600540 ARMS Index 1.37 McClellanOs 215 Cumul TICK 22903 NASDAQ Close Tot Issues 2970 Advancers 1310 % of Total 44.1% Decliners 1565 % of Total 52.7% Unchanged 95 New Highs 34 New Lows 46 Adv Volume 796150 % of Total 38.3% Decl Volume 1245493 % of Total 60.0% Total Vol 2076470 ARMS Index 2.03 5 Day ARMS 2.03 McClellanOs 159 Cumul TICK 28480 Volume Close SPY Vol 125637202 Upper Band 217035287 SPX Vol 2826143490 Upper Band 3918310556 NYSE Vol 4600540000 Upper Band 5650511288 Sentiment Close AAII Bull 31 AAII Bear 31 Market Vane 49 II Bull 34.7 II Bear 35.7