Charts Say “Down” Data Says “Up”

Published 11/04/2016, 09:00 AM
Updated 07/09/2023, 06:31 AM
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Short-Term Outlook Remains “Neutral”

Opinion

The only index to close higher on the day yesterday was the DJT. The balance closed lower with negative internals on lighter to flat volume. The charts saw three more near term support levels broken as all of the recent downtrends remain intact. However, the data is almost entirely bullish in its message and at levels seen last January, just prior to an important rally. So, for the near term, we remain “neutral” in our outlook for the major equity indexes given the fact that the charts and data are sending strongly opposing signals. For the intermediate term, forward valuation of the SPX has moderated over the past two weeks but remains in its upper historical range, thus keeping our intermediate term view “neutral”.

  • On the charts, it was another negative day yesterday with all but the DJT (page 3) closing lower. More deterioration came in the form of the SPX (page 2), DJI (page 2) and COMPQX (page 3) closing below their near term support levels adjusted below. All of the short term downtrends remain intact as well as the negative advance decline lines. But as negative as the charts look, we now find the stochastic levels deeply into oversold territory on every index but the DJT. Bullish stochastic crossovers that have yet to appear would add some encouragement. More importantly, from a technical perspective, downtrends need to be violated.
  • The data is sending a completely opposite message from the charts. In fact, it is at levels not seen since January, at which point an important rally ensued. The McClellan OB/OS Oscillators are very oversold (All Exchange:-108.37/-90.28 NYSE:-110.12/-78.94 NASDAQ:-111.09/-103.01) while the WST Ratio/Composite is bullish at 19.54/88.0. The Total and Equity Put/Call Ratios (contrary indicators) show the crowd full of fear at 1.19 and 0.74 while the OEX Put/Call Ratio (smart money) finds the pros neutral at 1.22. The Gambill Insider Buy/Sell Ratio has now entered bullish territory as insiders have accelerated their buying of recent weakness to 24.9. In contrast, the new AAII Bear Bull Ratio (contrary indicator) shows bears outweighing bulls 34.32/23.64. So the data is sending one of its strongest messages of 2016 for possible market relief.
  • In conclusion, the charts and data are so diametrically opposed in their projections that we are forced to keep out near term outlook at “neutral”. Should the charts begin to show some evidence of recovery, we would be inclined to become more positive in our opinion. However, we are not going to jump the proverbial gun in that regard.
  • Forward 12-month earnings estimates for the SPX from IBES of $128.94 leave a 6.17 forward earnings yield on a 16.2 forward multiple.
  • SPX: 2,075/2,126
  • DJI: 17,829/18,100
  • NASDAQ: 4,973/5,196
  • DJT: 7,954/8,144
  • MID: 1,475/1,516
  • Russell: 1,190/1,235
  • VALUA: 4,687/4,830

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