Cash Prices Close S&P500 2051.6 S&P100 909.72 VIX 13.79 Nasdaq100 4426.98 VXN 17.17 NYSE TICK 368 PreCloseTICK -57 Lead TICK 2717 CumAdj TICK -64 NYSE TRIN 0.88 Dow Indus 17623.87 S&P500 Component Internals Advancers 230 Decliners 261 Unchanged 10 A/D Ratio 0.88 A/D Thrust 46.84 Up Volume 1067997 Up Vol % 52.9% Dn Volume 924597 Dn Vol % 45.8% Tot Volume 2017652 UpDn Thrust 53.60 > Upr Bband 31 < Lwr Bband 1 New 20d Hi 123 New 20d Lo 2 New 52wk Hi 18 New 52wk Lo 0 SPX Up/Down Volume Thrust UDT2 64.07 UDT3 67.55 UDT5 62.28 UDT10 58.00 UDT20 60.38 NYSE Up/Down Volume Thrust UDT2 0.00 UDT3 0.00 UDT5 0.00 UDT10 0.00 UDT20 0.00 SPX Advance/Decline Thrust ADT2 55.66 ADT3 62.66 ADT5 60.43 ADT10 57.06 ADT20 58.85 NYSE Advance/Decline Thrust ADT2 0.00 ADT3 0.00 ADT5 0.00 ADT10 0.00 ADT20 0.00 RSI for SPX Components 2-day >98 35 2-day <2 0 14-day >70 75 14-day <30 1 Volume for SPX Components 2x 50d Avg 7 >50d Avg 43 <50d Avg 457 Spread -414 Price Indicators (SPX Components) Inside Day 105 Outside Day 33 Spread 72 Gap Up 4 Gap Down 1 Spread 3 Top10%Range 49 Bot10%Range 19 Spread 30 >UpperBand 31 <LowerBand 1 Spread 30 WR20 4 NR20 74 Spread -70 1% up 62 1% down 61 Spread 1 2% up 16 2% down 15 Spread 1 5% up 5days 58 5% dn 5days 7 Spread 51 +10% 5days 4 -10% 5days 3 Spread 1 +10% 20days 146 -10% 20days 4 Spread 142 Close>Open 295 Close<Open 203 Spread 92 +1%fromOpen 70 -1%fromOpen 40 Spread 30 +2%fromOpen 19 -2%fromOpen 10 Spread 9 Close>Midp 300 Close<Midp 197 Spread 103 +1% vs Midp 25 -1% vs Midp 14 Spread 11 +2% vs Midp 2 -2% vs Midp 3 Spread -1 >Yest High 77 <Yest Low 72 Spread 5 1%>YestHigh 20 1%<YestLow 18 Spread 2 >Yest Midp 261 <Yest Midp 235 Spread 26 1%>YestMidp 86 1%<YestMidp 78 Spread 8 SPX Components vs Highs/Lows 1%of52wkHi 65 1%of52wkLo 1 S;pread 64 50%<52wkHi 57 50%<52wkLo 4 Spread 53 1%of20dHi 309 1%of20dLo 10 Spread 299 10%<20dHi 15 10%<20dLo 198 Spread -183 SPX Components vs. Moving Averages >10d Avg 434 <10d Avg 66 Spread 368 5% >10d Avg 35 5% <10d Avg 3 Spread 32 >20d Avg 448 <20d Avg 52 Spread 396 5% >20d Avg 142 5% <20d Avg 6 Spread 136 >50d Avg 462 <50d Avg 38 Spread 424 5% >50d Avg 350 5% <50d Avg 12 Spread 338 10%>50dAvg 140 10%<50dAvg 6 Spread 134 >200d Avg 286 <200d Avg 214 Spread 72 10%>200dAvg 104 10%<200dAvg 72 Spread 32 25%>200dAvg 8 25%<200dAvg 17 Spread -9 SPX Components Historical Volatility 10d HV <10 31 10d HV >50 42 20d HV <10 6 20d HV >50 43 SPX Components RSI Values RSI2 >90 111 RSI2 <10 10 Spread 101 RSI2 >98 35 RSI2 <2 0 Spread 35 RSI14 >70 75 RSI14 <30 1 Spread 74 RSI14 >80 4 RSI14 <20 0 Spread 4 VolWatch Close VXO 13.52 Upper Band 23.65 Lower Band 13.35 vs 10d Avg -20.22% VIX 13.79 Upper Band 21.74 Lower Band 13.20 vs 10d Avg -15.17% NYSE Close Tot Issues 3203 Advancers 1561 % of Total 48.7% Decliners 1537 % of Total 48.0% Unchanged 105 New Highs 56 New Lows 6 Adv Volume 1780545 % of Total 52.5% Decl Volume 1568631 % of Total 46.3% Total Vol 3389161 ARMS Index 0.88 McClellanOs 148 Cumul TICK 33214 NASDAQ Close Tot Issues 2947 Advancers 1460 % of Total 49.5% Decliners 1385 % of Total 47.0% Unchanged 102 New Highs 44 New Lows 19 Adv Volume 806384 % of Total 50.0% Decl Volume 785480 % of Total 48.7% Total Vol 1611643 ARMS Index 1.18 5 Day ARMS 1.18 McClellanOs 103 Cumul TICK 15791 Volume Close SPY Vol 72926659 Upper Band 165881156 SPX Vol 2017652183 Upper Band 3554723515 NYSE Vol 3389161000 Upper Band 6033465080 Sentiment Close AAII Bull 30 AAII Bear 26 Market Vane 54 II Bull 30.3 II Bear 44.4