Cash Prices Close S&P500 1978.35 S&P100 881.01 VIX 17.70 Nasdaq100 4333.61 VXN 20.77 NYSE TICK 592 PreCloseTICK 146 Lead TICK 9165 CumAdj TICK 1016 NYSE TRIN 1.29 Dow Indus 16865.08 S&P500 Component Internals Advancers 452 Decliners 48 Unchanged 1 A/D Ratio 9.42 A/D Thrust 90.40 Up Volume 2422177 Up Vol % 80.2% Dn Volume 594405 Dn Vol % 19.7% Tot Volume 3018537 UpDn Thrust 80.30 > Upr Bband 55 < Lwr Bband 4 New 20d Hi 182 New 20d Lo 7 New 52wk Hi 9 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 55.30 UDT3 57.31 UDT5 63.28 UDT10 59.24 UDT20 50.62 NYSE Up/Down Volume Thrust UDT2 61.24 UDT3 62.17 UDT5 63.08 UDT10 59.77 UDT20 51.86 SPX Advance/Decline Thrust ADT2 58.38 ADT3 57.64 ADT5 65.14 ADT10 61.76 ADT20 55.14 NYSE Advance/Decline Thrust ADT2 67.33 ADT3 65.52 ADT5 67.00 ADT10 62.94 ADT20 54.16 RSI for SPX Components 2-day >98 33 2-day <2 1 14-day >70 25 14-day <30 2 Volume for SPX Components 2x 50d Avg 9 >50d Avg 172 <50d Avg 328 Spread -156 Price Indicators (SPX Components) Inside Day 36 Outside Day 56 Spread -20 Gap Up 6 Gap Down 7 Spread -1 Top10%Range 231 Bot10%Range 1 Spread 230 >UpperBand 55 <LowerBand 4 Spread 51 WR20 13 NR20 22 Spread -9 1% up 400 1% down 21 Spread 379 2% up 287 2% down 12 Spread 275 5% up 5days 158 5% dn 5days 4 Spread 154 +10% 5days 27 -10% 5days 3 Spread 24 +10% 20days 67 -10% 20days 20 Spread 47 Close>Open 414 Close<Open 82 Spread 332 +1%fromOpen 304 -1%fromOpen 28 Spread 276 +2%fromOpen 175 -2%fromOpen 10 Spread 165 Close>Midp 440 Close<Midp 60 Spread 380 +1% vs Midp 246 -1% vs Midp 8 Spread 238 +2% vs Midp 58 -2% vs Midp 1 Spread 57 >Yest High 320 <Yest Low 29 Spread 291 1%>YestHigh 181 1%<YestLow 12 Spread 169 >Yest Midp 437 <Yest Midp 62 Spread 375 1%>YestMidp 330 1%<YestMidp 29 Spread 301 SPX Components vs Highs/Lows 1%of52wkHi 25 1%of52wkLo 2 S;pread 23 50%<52wkHi 82 50%<52wkLo 3 Spread 79 1%of20dHi 264 1%of20dLo 14 Spread 250 10%<20dHi 29 10%<20dLo 230 Spread -201 SPX Components vs. Moving Averages >10d Avg 438 <10d Avg 62 Spread 376 5% >10d Avg 73 5% <10d Avg 6 Spread 67 >20d Avg 459 <20d Avg 41 Spread 418 5% >20d Avg 214 5% <20d Avg 7 Spread 207 >50d Avg 349 <50d Avg 151 Spread 198 5% >50d Avg 167 5% <50d Avg 50 Spread 117 10%>50dAvg 43 10%<50dAvg 17 Spread 26 >200d Avg 197 <200d Avg 303 Spread -106 10%>200dAvg 54 10%<200dAvg 145 Spread -91 25%>200dAvg 9 25%<200dAvg 28 Spread -19 SPX Components Historical Volatility 10d HV <10 7 10d HV >50 53 20d HV <10 4 20d HV >50 95 SPX Components RSI Values RSI2 >90 123 RSI2 <10 10 Spread 113 RSI2 >98 33 RSI2 <2 1 Spread 32 RSI14 >70 25 RSI14 <30 2 Spread 23 RSI14 >80 1 RSI14 <20 1 Spread 0 VolWatch Close VXO 18.59 Upper Band 30.50 Lower Band 17.52 vs 10d Avg -14.13% VIX 17.70 Upper Band 28.08 Lower Band 16.72 vs 10d Avg -12.69% NYSE Close Tot Issues 3214 Advancers 2596 % of Total 80.8% Decliners 568 % of Total 17.7% Unchanged 50 New Highs 74 New Lows 24 Adv Volume 3581519 % of Total 74.3% Decl Volume 1222452 % of Total 25.3% Total Vol 4823513 ARMS Index 1.29 McClellanOs 286 Cumul TICK 110187 NASDAQ Close Tot Issues 2932 Advancers 2143 % of Total 73.1% Decliners 715 % of Total 24.4% Unchanged 74 New Highs 37 New Lows 50 Adv Volume 1693700 % of Total 81.4% Decl Volume 375259 % of Total 18.0% Total Vol 2080964 ARMS Index 2.22 5 Day ARMS 2.22 McClellanOs 214 Cumul TICK 82635 Volume Close SPY Vol 141637800 Upper Band 217191109 SPX Vol 3018537079 Upper Band 3922052843 NYSE Vol 4823513000 Upper Band 5665304837 Sentiment Close AAII Bull 31 AAII Bear 31 Market Vane 49 II Bull 34.7 II Bear 35.7