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Charts Little Changed

Published 09/07/2017, 10:33 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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RTYZ24
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IXIC
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DJT
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MID
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Data Neutral

Opinion

All of the indexes closed higher yesterday with positive internals on the NYSE and NASDAQ as NYSE volumes dipped and NASDAQ volumes rose from the prior session. No technical events of import were generated on the charts while the data remains essentially neutral. As such, we continue to respect the neutral to positive short term trends on the charts while valuation, margin debt levels and advisor complacency remain concerns.

  • On the charts, all of the indexes closed higher yesterday with positive internals. No major technical events occurred, leaving the COMPQX (page 3) and RTY (page 4) in their near term uptrends while the balance of the indexes are in neutral, sideways trends. Bearish stochastic crossover signals were generated on the SPX (page 2) and MID (page 4). However, said crossovers would not become actionable unless support levels were violated, in our opinion.
  • The data remains essentially neutral including all of the McClellan OB/OS Oscillators (All Exchange:+42.69/+2.42 NYSE:+39.94/+9.34 NASDAQ:+45.15/-3.87) as are the Equity Put/Call Ratio (0.56) and Open Insider Buy/Sell Ratio (38.3). The Total Put/Call Ratio (contrary indicator) is a bullish 0.95 while the pros have flipped from their prior put exposure to now being long calls at a bullish 0.78 OEX Put/Call reading.
  • In conclusion, our core concerns of high margin debt (up 19.5% y/y), historically high valuation and advisor complacency persist. However, for the near term, we believe the mix of neutral to positive near term trends should be honored until proven otherwise.
  • Forward 12-month earnings estimates for the SPX from Bloomberg of $137.23 leave a 5.56 forward earnings yield on a 18.0 forward multiple, near a decade high.
  • SPX: 2,431/2,482
  • DJI: 21,640/22,019
  • NASDAQ: 6,300/NA
  • DJT: 9,118/9,422
  • MID: 1,713/1,745
  • RTY: 1,3450/1,424
  • VALUA: 5,425/5,599

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