Cash Prices Close S&P500 2035.94 S&P100 904.06 VIX 14.74 Nasdaq100 4405.53 VXN 17.31 NYSE TICK 345 PreCloseTICK 413 Lead TICK 4294 CumAdj TICK 130 NYSE TRIN 0.84 Dow Indus 17515.73 S&P500 Component Internals Advancers 225 Decliners 274 Unchanged 2 A/D Ratio 0.82 A/D Thrust 45.09 Up Volume 1061239 Up Vol % 50.7% Dn Volume 1023405 Dn Vol % 48.9% Tot Volume 2091885 UpDn Thrust 50.91 > Upr Bband 4 < Lwr Bband 6 New 20d Hi 123 New 20d Lo 2 New 52wk Hi 10 New 52wk Lo 2 SPX Up/Down Volume Thrust UDT2 34.65 UDT3 35.60 UDT5 49.53 UDT10 56.38 UDT20 58.22 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 35.67 ADT3 37.30 ADT5 44.61 ADT10 54.67 ADT20 55.84 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 2 2-day <2 3 14-day >70 27 14-day <30 2 Volume for SPX Components 2x 50d Avg 5 >50d Avg 57 <50d Avg 443 Spread -386 Price Indicators (SPX Components) Inside Day 32 Outside Day 34 Spread -2 Gap Up 5 Gap Down 75 Spread -70 Top10%Range 172 Bot10%Range 4 Spread 168 >UpperBand 4 <LowerBand 6 Spread -2 WR20 9 NR20 46 Spread -37 1% up 50 1% down 75 Spread -25 2% up 17 2% down 20 Spread -3 5% up 5days 13 5% dn 5days 22 Spread -9 +10% 5days 2 -10% 5days 5 Spread -3 +10% 20days 95 -10% 20days 4 Spread 91 Close>Open 354 Close<Open 143 Spread 211 +1%fromOpen 121 -1%fromOpen 27 Spread 94 +2%fromOpen 50 -2%fromOpen 9 Spread 41 Close>Midp 395 Close<Midp 98 Spread 297 +1% vs Midp 89 -1% vs Midp 6 Spread 83 +2% vs Midp 20 -2% vs Midp 0 Spread 20 >Yest High 42 <Yest Low 163 Spread -121 1%>YestHigh 7 1%<YestLow 39 Spread -32 >Yest Midp 151 <Yest Midp 349 Spread -198 1%>YestMidp 31 1%<YestMidp 145 Spread -114 SPX Components vs Highs/Lows 1%of52wkHi 55 1%of52wkLo 3 S;pread 52 50%<52wkHi 63 50%<52wkLo 4 Spread 59 1%of20dHi 112 1%of20dLo 41 Spread 71 10%<20dHi 29 10%<20dLo 69 Spread -40 SPX Components vs. Moving Averages >10d Avg 237 <10d Avg 263 Spread -26 5% >10d Avg 4 5% <10d Avg 10 Spread -6 >20d Avg 361 <20d Avg 139 Spread 222 5% >20d Avg 36 5% <20d Avg 10 Spread 26 >50d Avg 449 <50d Avg 51 Spread 398 5% >50d Avg 280 5% <50d Avg 11 Spread 269 10%>50dAvg 84 10%<50dAvg 4 Spread 80 >200d Avg 271 <200d Avg 229 Spread 42 10%>200dAvg 92 10%<200dAvg 84 Spread 8 25%>200dAvg 5 25%<200dAvg 18 Spread -13 SPX Components Historical Volatility 10d HV <10 32 10d HV >50 31 20d HV <10 9 20d HV >50 35 SPX Components RSI Values RSI2 >90 17 RSI2 <10 69 Spread -52 RSI2 >98 2 RSI2 <2 3 Spread -1 RSI14 >70 27 RSI14 <30 2 Spread 25 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 14.91 Upper Band 22.32 Lower Band 12.55 vs 10d Avg -3.38% VIX 14.74 Upper Band 20.50 Lower Band 12.74 vs 10d Avg -2.61% NYSE Close Tot Issues 3174 Advancers 1570 % of Total 49.5% Decliners 1504 % of Total 47.4% Unchanged 100 New Highs 58 New Lows 20 Adv Volume 1897552 % of Total 56.2% Decl Volume 1437728 % of Total 42.6% Total Vol 3374515 ARMS Index 0.84 McClellanOs -14 Cumul TICK 50882 NASDAQ Close Tot Issues 2879 Advancers 1497 % of Total 52.0% Decliners 1275 % of Total 44.3% Unchanged 107 New Highs 29 New Lows 54 Adv Volume 796749 % of Total 50.6% Decl Volume 765347 % of Total 48.6% Total Vol 1574702 ARMS Index 1.13 5 Day ARMS 1.13 McClellanOs -9 Cumul TICK 21594 Volume Close SPY Vol 79723800 Upper Band 162983313 SPX Vol 2091885093 Upper Band 3569295144 NYSE Vol 3374515000 Upper Band 6091325407 Sentiment Close AAII Bull 33 AAII Bear 23 Market Vane 56 II Bull 27.8 II Bear 47.4