Contains all supplementary information with subsections listed below.

Text A, Interpreting increasing variability but lack of critical slowing down prior to crashes. Text B, Volatility. Fig A, No early warning signals for stochastic transitions driven by large but constant strength of stochasticity. Fig B, No early warning signals for stochastic transitions in agent based models driven by large but constant strength of stochasticity. Fig C, Sensitivity analysis for early warning signals of crashes in DJI. Fig D, Sensitivity of p-values for all three indicators for all crashes in DJI. Fig E, Early warning signals of major financial crashes of S&P 500 for three major crashes of 1987, 2000 and 2008. Fig F, Sensitivity analysis for all three indicators for all crashes in S&P 500. Fig G, Recent trends of EWS for S&P 500. Fig H, Early warning signals of major financial crashes of NASDAQ for three major crashes of 1987, 2000 and 2008. Fig I, Sensitivity analysis for the results of NASDAQ. Fig J, Recent trends of EWS for NASDAQ. Fig K, Onset of strong trends of indicators roughly coincide across three stock markets. Fig L, Early warning signals of financial crashes of German and UK stock indices in 2000 and 2008. Fig M, Recent trends of German (DAX) and UK (FTSE) stock market indices. Fig N, Results of volatility. Fig O, Early warning signals of financial crashes for individual firms of DJI in 2008 and Cross-correlations.
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