I was looking east out my bedroom window the eastern sky was just turning gray when I was drawn towards a very bright light high in the eastern sky. First thought it was a star, to big to bright, not a helicopter, to high, not a plane, light to big, so I was just staring at it. As I watched the light went stright down, just as fast as I have ever seen anything move, there was a band of clouds moving from north to south at approx. 5000 feet the light dropped behind that cloud bank and I was sure it would come out the bottom, but it didnt. I looked north and south but no light it was gone. I mean who do you tell this to but you guys.I was probably the only guy in madison that was looking right were this thing was and I debated about reporting it but I know what I saw and it wasnt anything I can explain to myself. I was not thinking UFO until it dropped like a rock and vanished!!!