Charts Rally On Volume

Published 06/30/2014, 09:41 AM

Sentiment Remains Cautionary


Opinion: While some of the charts saw new highs on Friday, others remain range bound and in their current sideways patterns. Meanwhile, sentiment remains a concern on the data front. As such, our near term outlook continues to be one of neutral expectations with some slight negative bias due to sentiment.

  • On the charts, Friday’s internals were quite positive as volume swelled and breadth was nicely positive. All of the indexes closed at or near their highs of the day adding to the bullish content. However, four of the indexes remain stuck in their sideways patterns, those being the SPX (page 2), DJI (page 2), DJT (page 3) and RUT (Page 4). We would note that the RUT closed directly on its near term resistance level although unable to surpass it at this point.
  • The COMPQX and MID fared better as the COMPQX (page 3) made a new 13 year closing high while the MID (page 4) made a new all-time closing high. The net result is that most of the charts continue in their sideways and neutral trading patterns as the COMPAQ and MID suggest their uptrends have resumed.
  • The data remains the same as it has been over the past few trading days. Most of the McClellan OB/OS Oscillators are neutral (NYSE:+19.67/+63.81 NASDAQ:+23.42//+26.7) with only the 21 day NYSE overbought. The WST Ratio and its Composite are neutral as well at 59.6 and 137.1.
  • Sentiment, however, continues to send a yellow warning signal as the crowd remains overly bullish as seen by the Equity Put/Call Ratio (contrary indicator) heavy in calls at .52 and the detrended Rydex Ratio (contrary indicator) a very extended 1.68 as the leveraged ETF Traders are heavy on the long side. In contrast, insiders remain absent on the buying floor at an 8% Gambill Insider Buy/Sell Ratio while the pros continue to heavily press their bearish bets with a 2.55 OEX Put/Call Ratio (smart money). As such, the data has a slight negative bias in our opinion.
  • In conclusion, we believe the charts and data continue to suggest a neutral to slightly negative bias for the near term.
  • For the longer term, we remain bullish on equities as they remain undervalued with a 6.38 forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $125.11 versus the 10 Year Treasury yield of 2.53%.

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