Cash Prices Close S&P500 2001.76 S&P100 887.58 VIX 17.35 Nasdaq100 4303.33 VXN 21.61 NYSE TICK 821 PreCloseTICK 559 Lead TICK 4760 CumAdj TICK 146 NYSE TRIN 0.81 Dow Indus 17073.95 S&P500 Component Internals Advancers 287 Decliners 210 Unchanged 4 A/D Ratio 1.37 A/D Thrust 57.75 Up Volume 1683826 Up Vol % 62.7% Dn Volume 959141 Dn Vol % 35.7% Tot Volume 2683842 UpDn Thrust 63.71 > Upr Bband 57 < Lwr Bband 3 New 20d Hi 156 New 20d Lo 1 New 52wk Hi 10 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 67.41 UDT3 69.57 UDT5 73.33 UDT10 62.31 UDT20 57.43 NYSE Up/Down Volume Thrust UDT2 74.72 UDT3 76.94 UDT5 77.84 UDT10 66.47 UDT20 59.43 SPX Advance/Decline Thrust ADT2 59.90 ADT3 64.75 ADT5 70.35 ADT10 60.61 ADT20 60.09 NYSE Advance/Decline Thrust ADT2 65.70 ADT3 69.07 ADT5 71.20 ADT10 64.15 ADT20 59.27 RSI for SPX Components 2-day >98 81 2-day <2 0 14-day >70 56 14-day <30 1 Volume for SPX Components 2x 50d Avg 8 >50d Avg 141 <50d Avg 359 Spread -218 Price Indicators (SPX Components) Inside Day 70 Outside Day 57 Spread 13 Gap Up 1 Gap Down 5 Spread -4 Top10%Range 106 Bot10%Range 7 Spread 99 >UpperBand 57 <LowerBand 3 Spread 54 WR20 17 NR20 44 Spread -27 1% up 145 1% down 66 Spread 79 2% up 70 2% down 17 Spread 53 5% up 5days 188 5% dn 5days 4 Spread 184 +10% 5days 54 -10% 5days 2 Spread 52 +10% 20days 189 -10% 20days 7 Spread 182 Close>Open 381 Close<Open 116 Spread 265 +1%fromOpen 217 -1%fromOpen 29 Spread 188 +2%fromOpen 95 -2%fromOpen 8 Spread 87 Close>Midp 362 Close<Midp 137 Spread 225 +1% vs Midp 98 -1% vs Midp 17 Spread 81 +2% vs Midp 21 -2% vs Midp 3 Spread 18 >Yest High 143 <Yest Low 69 Spread 74 1%>YestHigh 46 1%<YestLow 22 Spread 24 >Yest Midp 307 <Yest Midp 192 Spread 115 1%>YestMidp 166 1%<YestMidp 68 Spread 98 SPX Components vs Highs/Lows 1%of52wkHi 36 1%of52wkLo 0 S;pread 36 50%<52wkHi 62 50%<52wkLo 4 Spread 58 1%of20dHi 304 1%of20dLo 2 Spread 302 10%<20dHi 7 10%<20dLo 300 Spread -293 SPX Components vs. Moving Averages >10d Avg 422 <10d Avg 78 Spread 344 5% >10d Avg 115 5% <10d Avg 2 Spread 113 >20d Avg 472 <20d Avg 28 Spread 444 5% >20d Avg 247 5% <20d Avg 4 Spread 243 >50d Avg 403 <50d Avg 97 Spread 306 5% >50d Avg 236 5% <50d Avg 25 Spread 211 10%>50dAvg 101 10%<50dAvg 6 Spread 95 >200d Avg 230 <200d Avg 270 Spread -40 10%>200dAvg 63 10%<200dAvg 107 Spread -44 25%>200dAvg 7 25%<200dAvg 15 Spread -8 SPX Components Historical Volatility 10d HV <10 8 10d HV >50 39 20d HV <10 3 20d HV >50 69 SPX Components RSI Values RSI2 >90 178 RSI2 <10 15 Spread 163 RSI2 >98 81 RSI2 <2 0 Spread 81 RSI14 >70 56 RSI14 <30 1 Spread 55 RSI14 >80 2 RSI14 <20 0 Spread 2 VolWatch Close VXO 18.37 Upper Band 30.85 Lower Band 14.91 vs 10d Avg -8.38% VIX 17.35 Upper Band 28.56 Lower Band 14.16 vs 10d Avg -7.15% NYSE Close Tot Issues 3199 Advancers 2072 % of Total 64.8% Decliners 1043 % of Total 32.6% Unchanged 84 New Highs 53 New Lows 4 Adv Volume 3593386 % of Total 72.3% Decl Volume 1295967 % of Total 26.1% Total Vol 4971776 ARMS Index 0.81 McClellanOs 326 Cumul TICK 38924 NASDAQ Close Tot Issues 2959 Advancers 1976 % of Total 66.8% Decliners 900 % of Total 30.4% Unchanged 83 New Highs 34 New Lows 27 Adv Volume 1316940 % of Total 63.1% Decl Volume 745967 % of Total 35.7% Total Vol 2086813 ARMS Index 0.93 5 Day ARMS 0.93 McClellanOs 259 Cumul TICK 38476 Volume Close SPY Vol 100218998 Upper Band 198567620 SPX Vol 2683842065 Upper Band 3728986758 NYSE Vol 4971776000 Upper Band 5860808662 Sentiment Close AAII Bull 32 AAII Bear 29 Market Vane 51 II Bull 36.4 II Bear 34.3