End of Day DataSheet for March 16th, 2016


Cash Prices         Close
S&P500              2027.22
S&P100              899.09
VIX                 14.99
Nasdaq100           4404.20
VXN                 17.80
NYSE TICK           164
PreCloseTICK        342
Lead TICK           2105
CumAdj TICK         166
NYSE TRIN           1.49
Dow Indus           17325.76

S&P500 Component Internals
Advancers           386
Decliners           112
Unchanged           3
A/D Ratio           3.45
A/D Thrust          77.51
Up Volume           1653087
Up Vol %            66.4%
Dn Volume           791014
Dn Vol %            31.8%
Tot Volume          2490484
UpDn  Thrust        67.64
> Upr Bband         32
< Lwr Bband         7
New 20d Hi          177
New 20d Lo          17
New 52wk Hi         35
New 52wk Lo         5

SPX Up/Down Volume Thrust
UDT2                51.99
UDT3                48.92
UDT5                58.54
UDT10               58.62
UDT20               58.09

NYSE Up/Down Volume Thrust
UDT2                50.62
UDT3                46.68
UDT5                55.25
UDT10               59.99
UDT20               59.49

SPX Advance/Decline Thrust
ADT2                57.09
ADT3                51.61
ADT5                59.26
ADT10               57.70
ADT20               58.69

NYSE Advance/Decline Thrust
ADT2                53.66
ADT3                50.50
ADT5                55.57
ADT10               57.99
ADT20               59.63

RSI for SPX Components
2-day >98           30
2-day <2            1

14-day >70          46
14-day <30          3

Volume for SPX Components
2x 50d Avg          6

>50d Avg            52
<50d Avg            448
Spread              -396

Price Indicators (SPX Components)
Inside Day          23
Outside Day         113
Spread              -90

Gap Up              10
Gap Down            2
Spread              8

Top10%Range         110
Bot10%Range         2
Spread              108

>UpperBand          32
<LowerBand          7
Spread              25

WR20                22
NR20                12
Spread              10

1% up               201
1% down             29
Spread              172

2% up               80
2% down             8
Spread              72

5% up 5days         67
5% dn 5days         8
Spread              59

+10% 5days          15
-10% 5days          2
Spread              13

+10% 20days         133
-10% 20days         7
Spread              126

Close>Open          424
Close<Open          72
Spread              352

+1%fromOpen         254
-1%fromOpen         21
Spread              233

+2%fromOpen         111
-2%fromOpen         5
Spread              106

Close>Midp          427
Close<Midp          68
Spread              359

+1% vs Midp         125
-1% vs Midp         10
Spread              115

+2% vs Midp         21
-2% vs Midp         2
Spread              19

>Yest High          291
<Yest Low           33
Spread              258

1%>YestHigh         115
1%<YestLow          9
Spread              106

>Yest Midp          399
<Yest Midp          101
Spread              298

1%>YestMidp         259
1%<YestMidp         37
Spread              222

SPX Components vs Highs/Lows
1%of52wkHi          64
1%of52wkLo          7
S;pread             57

50%<52wkHi          63
50%<52wkLo          4
Spread              59

1%of20dHi           295
1%of20dLo           28
Spread              267

10%<20dHi           18
10%<20dLo           148
Spread              -130

SPX Components vs. Moving Averages
>10d Avg            385
<10d Avg            115
Spread              270

5% >10d Avg         23
5% <10d Avg         6
Spread              17

>20d Avg            446
<20d Avg            54
Spread              392

5% >20d Avg         129
5% <20d Avg         9
Spread              120

>50d Avg            449
<50d Avg            51
Spread              398

5% >50d Avg         302
5% <50d Avg         16
Spread              286

10%>50dAvg          117
10%<50dAvg          9
Spread              108

>200d Avg           270
<200d Avg           230
Spread              40

10%>200dAvg         91
10%<200dAvg         105
Spread              -14

25%>200dAvg         7
25%<200dAvg         18
Spread              -11

SPX Components Historical Volatility
10d HV <10          48
10d HV >50          45

20d HV <10          6
20d HV >50          45

SPX Components RSI Values
RSI2 >90            128
RSI2 <10            15
Spread              113

RSI2 >98            30
RSI2 <2             1
Spread              29

RSI14 >70           46
RSI14 <30           3
Spread              43

RSI14 >80           1
RSI14 <20           0
Spread              1

VolWatch            Close
VXO                 15.77
Upper Band          23.92
Lower Band          15.28
vs 10d Avg          -12.88%
VIX                 14.99
Upper Band          22.10
Lower Band          14.77
vs 10d Avg          -12.45%

NYSE                Close
Tot Issues          3198
Advancers           2537
% of Total          79.3%
Decliners           598
% of Total          18.7%
Unchanged           63
New Highs           98
New Lows            16
Adv Volume          2973300
% of Total          73.2%
Decl Volume         1024544
% of Total          25.2%
Total Vol           4059709
ARMS Index          1.49
McClellanOs         134
Cumul TICK          52229

NASDAQ              Close
Tot Issues          2934
Advancers           1704
% of Total          58.1%
Decliners           1119
% of Total          38.1%
Unchanged           111
New Highs           41
New Lows            59
Adv Volume          1207851
% of Total          67.7%
Decl Volume         559063
% of Total          31.3%
Total Vol           1783941
ARMS Index          1.03
5 Day ARMS          1.03
McClellanOs         52
Cumul TICK          17086

Volume              Close
SPY Vol             129303179
Upper Band          159334795
SPX Vol             2490484233
Upper Band          3163533521
NYSE Vol            4059709000
Upper Band          5539779639

Sentiment           Close
AAII Bull           37
AAII Bear           24
Market Vane         52
II Bull             39.4
II Bear             35.4