Charts Weaken

Published 04/13/2017, 11:22 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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RTYH25
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IXIC
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DJT
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MID
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Short-Term Outlook Remains “Negative”

Opinion

All of the indexes closed lower yesterday with negative internals on the NYSE and NASDAQ. Volumes rose on the NYSE and declined on the NASDAQ from the prior session. While no support levels were violated on the charts, a number of technical events occurred resulting in a weakening of their general structures. The data remains mixed with no strong directional implications. Thus we are maintaining our near term “negative” outlook for the major equity indexes.

  • On the charts, all of the indexes closed lower yesterday and at or near their intraday lows with negative internals. Chart weakening appeared in various forms. Both the SPX (page 2) and DJI (page 2) closed below their 50 DMAs as did the MID (page 4) and VALUA (page 5) that had surpassed them in the prior session. As well, the SPX closed below its intermediate term uptrend line that had been intact since the beginning of last December. The MID also closed back below its short term downtrend line. The DJT (page 3) flashed a “bearish stochastic crossover” signal while the RTY (page 4) closed below its 150 DMA. The COMPQX is now the only index of the seven we follow that remains above its 50 DMA. Violations of support have not been registered. Should they occur, they would darken the technical picture further.
  • The data is mixed and fairly non-instructive. All of the McClellan OB/OS Oscillators are neutral with the exception of the NYSE 21 day that remains overbought (All Exchange:+14.28/+34.32 NYSE:+12.08/+64.84 NASDAQ:-25.84?+0.97). The Equity Put/Call Ratio is a neutral 0.69 while the Total and OEX Put/Call Ratios are bullish at 0.95 and 0.8 respectively. The Rydex Ratio (contrary indicator) is near peak levels at 70.9 as leveraged ETF traders are near extreme levels of leveraged long exposure.
  • We remain concerned regarding the complacency on the part of investment advisors as seen by the Investors Intelligence Bear/Bull Ratio (contrary indicator) at 18.3/55.8. As well, on a market cap/price to sales basis, the SPX is at its highest valuation ever at 1.93 while margin interest has vaulted 21% on a y/y comparison. As such, we continue to believe current market risk outweighs reward for the near term.
  • Forward 12-month earnings estimates for the SPX from IBES of $134.19 leave a 5.72 forward earnings yield on a 17.5 forward multiple, near a decade high.
  • SPX: 2,342/2,373
  • DJI: 20,528/20,865
  • Nasdaq: 5,795/5,923
  • DJT: 8,906/9,200
  • MID: 1,687/1,728
  • Russell: 1,338/1,384
  • VALUA: 5,342/5,477

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