Cash Prices Close S&P500 1999.99 S&P100 887.86 VIX 16.86 Nasdaq100 4329.00 VXN 20.81 NYSE TICK 425 PreCloseTICK 484 Lead TICK 2556 CumAdj TICK 304 NYSE TRIN 0.68 Dow Indus 17006.77 S&P500 Component Internals Advancers 309 Decliners 188 Unchanged 4 A/D Ratio 1.64 A/D Thrust 62.17 Up Volume 2229704 Up Vol % 70.7% Dn Volume 882291 Dn Vol % 28.0% Tot Volume 3154673 UpDn Thrust 71.65 > Upr Bband 73 < Lwr Bband 2 New 20d Hi 273 New 20d Lo 3 New 52wk Hi 17 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 72.82 UDT3 74.22 UDT5 66.54 UDT10 65.20 UDT20 55.03 NYSE Up/Down Volume Thrust UDT2 78.46 UDT3 80.20 UDT5 73.11 UDT10 67.74 UDT20 56.84 SPX Advance/Decline Thrust ADT2 68.27 ADT3 67.80 ADT5 64.03 ADT10 64.19 ADT20 58.27 NYSE Advance/Decline Thrust ADT2 70.35 ADT3 69.09 ADT5 68.38 ADT10 65.23 ADT20 57.14 RSI for SPX Components 2-day >98 64 2-day <2 0 14-day >70 40 14-day <30 1 Volume for SPX Components 2x 50d Avg 18 >50d Avg 173 <50d Avg 327 Spread -154 Price Indicators (SPX Components) Inside Day 42 Outside Day 44 Spread -2 Gap Up 17 Gap Down 3 Spread 14 Top10%Range 35 Bot10%Range 12 Spread 23 >UpperBand 73 <LowerBand 2 Spread 71 WR20 18 NR20 28 Spread -10 1% up 125 1% down 49 Spread 76 2% up 54 2% down 19 Spread 35 5% up 5days 133 5% dn 5days 10 Spread 123 +10% 5days 35 -10% 5days 5 Spread 30 +10% 20days 110 -10% 20days 12 Spread 98 Close>Open 296 Close<Open 201 Spread 95 +1%fromOpen 117 -1%fromOpen 71 Spread 46 +2%fromOpen 46 -2%fromOpen 22 Spread 24 Close>Midp 291 Close<Midp 206 Spread 85 +1% vs Midp 44 -1% vs Midp 28 Spread 16 +2% vs Midp 11 -2% vs Midp 10 Spread 1 >Yest High 240 <Yest Low 31 Spread 209 1%>YestHigh 91 1%<YestLow 6 Spread 85 >Yest Midp 390 <Yest Midp 109 Spread 281 1%>YestMidp 235 1%<YestMidp 38 Spread 197 SPX Components vs Highs/Lows 1%of52wkHi 35 1%of52wkLo 3 S;pread 32 50%<52wkHi 63 50%<52wkLo 5 Spread 58 1%of20dHi 369 1%of20dLo 5 Spread 364 10%<20dHi 14 10%<20dLo 303 Spread -289 SPX Components vs. Moving Averages >10d Avg 441 <10d Avg 59 Spread 382 5% >10d Avg 103 5% <10d Avg 5 Spread 98 >20d Avg 472 <20d Avg 28 Spread 444 5% >20d Avg 245 5% <20d Avg 4 Spread 241 >50d Avg 410 <50d Avg 90 Spread 320 5% >50d Avg 230 5% <50d Avg 30 Spread 200 10%>50dAvg 80 10%<50dAvg 7 Spread 73 >200d Avg 220 <200d Avg 280 Spread -60 10%>200dAvg 62 10%<200dAvg 118 Spread -56 25%>200dAvg 9 25%<200dAvg 17 Spread -8 SPX Components Historical Volatility 10d HV <10 10 10d HV >50 39 20d HV <10 4 20d HV >50 75 SPX Components RSI Values RSI2 >90 204 RSI2 <10 5 Spread 199 RSI2 >98 64 RSI2 <2 0 Spread 64 RSI14 >70 40 RSI14 <30 1 Spread 39 RSI14 >80 1 RSI14 <20 1 Spread 0 VolWatch Close VXO 18.42 Upper Band 31.05 Lower Band 15.47 vs 10d Avg -8.87% VIX 16.86 Upper Band 28.66 Lower Band 14.66 vs 10d Avg -10.75% NYSE Close Tot Issues 3206 Advancers 2029 % of Total 63.3% Decliners 1098 % of Total 34.2% Unchanged 79 New Highs 84 New Lows 11 Adv Volume 4525526 % of Total 74.8% Decl Volume 1450443 % of Total 24.0% Total Vol 6052864 ARMS Index 0.68 McClellanOs 327 Cumul TICK 51923 NASDAQ Close Tot Issues 2942 Advancers 1701 % of Total 57.8% Decliners 1157 % of Total 39.3% Unchanged 84 New Highs 40 New Lows 31 Adv Volume 1295230 % of Total 59.6% Decl Volume 861064 % of Total 39.6% Total Vol 2172205 ARMS Index 0.99 5 Day ARMS 0.99 McClellanOs 237 Cumul TICK 66028 Volume Close SPY Vol 129293601 Upper Band 204171827 SPX Vol 3154672785 Upper Band 3785479977 NYSE Vol 6052864000 Upper Band 5857454015 Sentiment Close AAII Bull 32 AAII Bear 29 Market Vane 51 II Bull 36.4 II Bear 34.3