Breadth And Volume Expand On Rally

Published 06/06/2014, 10:18 AM

Charts See Multiple Improvements

Opinion

Over the past few reports, we have expressed our near term concerns for the major equity indexes based on the recent action in the DJT index. Our concern was for naught as, instead of zigging as we expected, the markets zagged as all of the indexes rose on expanded volume and breadth while the charts saw multiple improvements. The data remains somewhat of a mixed bag in terms of directional implications. The net result is a breakfast of humble pie for us while our near term outlook is now forced to shift to a more positive tone.

  • On the charts, the DJT (page 3) was the only index that did not see technical improvement yesterday as it tested its prior closing high but failed to supersede it. The SPX and DJI (page 2) both made new closing highs along with the MID (page 4) that also overcame important volume resistance. The RUT (Page 4) which has suffered the most of late also closed above resistance that is now adjusted to 1,156. All of this action took place on higher trading volume and good internal breadth.
  • We have not forgotten our prior DJT concerns. However, the action of the bulk of the indexes now notably overshadows the DJT technical picture. We would be foolish to ignore the apparent shift in the technical wind. Thus our lessening of concern. Tests of support and or trend lines are possible but the uptrends remain intact at this point.
  • The data is mixed. Bearish signals are coming from the WST Ratio and its Composite at 80.1 and 172.0 along with a 1.41 OEX Put/Call Ratio showing the pros remain long puts. The Equity Put/Call Ratio (contrary indicator), in contrast, shows the crowd long calls at .50.
  • Meanwhile, only the 21 day NYSE OB/OS Oscillator is overbought at +72.09. Its 1 day is a neutral +28.23 with both of the NASDAQ levels neutral as well at +17.2 and -10.08 respectively. As such, there are no blatant overbought conditions present. The new AAII Bear/Bull Ratio (contrary indicator) also remains neutral at 22.22/39.51 as of 6/5.
  • In conclusion, as we wipe some egg from our face, the technical improvements of the charts carry the day, in our opinion, shifting our near term outlook to one of a more positive nature.
  • For the longer term, we remain bullish on equities as they remain undervalued with a 6.39% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $123.94 versus the 10 Year Treasury yield of 2.58%.
  • SPX: 1,888/?
  • DJI: 16,547/?
  • NASDAQ Composite: 4,225/4,331
  • DJT: 7,750/?
  • MID: 1,370/?
  • RUT: 1,127/1,156

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