Charts Weaken Further

Published 10/02/2019, 10:34 AM
Updated 07/09/2023, 06:31 AM
NDX
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US500
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DJI
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US2000
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IXIC
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DJT
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US10YT=X
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MID
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SPX Forward Earnings Estimates Lift

All of the major equity indexes closed lower yesterday with negative internals on the NYSE and NASDAQ as overall trading volumes rose above those of the prior positive session. The charts suffered further damage with all now in short term downtrends as breadth continued to deteriorate. The data is now sending some positive signals while the forward 12 month earnings estimates for the SPX saw a notable lift. As such, the charts are negative while the data has turned slightly encouraging. Nonetheless, the charts are having greater import in our analysis, thus causing us to maintain our near term “neutral/negative” outlook for the major equity indexes.

On the charts, all of the indexes closed lower yesterday with negative internals on heavier trading volume.

  • The charts suffered further damage as the SPX (page 2), DJI (page 2), DJT (page 4), MID (page 4), RTY (page 5) and VALUA (page 5) all closed below their near term support levels.
  • As well, the SPX closed below its 50 DMA while the COMPQX (page 3) closed below its long term uptrend line. So all of the charts are in short term downtrends.
  • The stochastic levels, however, are now oversold on all but the SPX and NDX (page 3) but have not given “bullish crossover signals” at this point.
  • High “volume at price” (VAP) levels are supportive on all but the DJT where it is resistant.

The data is now mixed.

  • All of the 1 day McClellan OB/OS Oscillators are now in oversold territory (All Exchange:-69.42 NYSE:-58.59 NASDAQ:-82.3). We would note they are capable of readings sometimes well below -100.
  • The detrended Rydex Ratio (contrary indicator) is a neutral +0.37 as is the % of SPX stocks trading above their 50 DMAs dipping to 48.1.
  • Yesterday’s AAII Bear/Bull Ratio (contrary indicators) remained neutral at 30.33/32.30 with the Investor’s Intelligence Bear/Bull Ratio (contrary indicator) bearish at 16.8/55.1.
  • The Open Insider Buy/Sell Ratio remains neutral at 61.2.
  • Valuation seems appealing given the sizable lift in forward 12-month earnings estimates for the SPX from $170.55 to $175.24 this morning, via Bloomberg, leaving the forward p/e at a 16.8 multiple while the “rule of twenty” finds fair value at 18.4.
  • The 10-Year Treasury yield stands at 1.64%.
  • The earnings yield is 5.96%.
  • In conclusion, while valuation appears to have improved and some oversold conditions have been generated, the charts and poor market breadth suggest we maintain our near term “neutral/negative” outlook intact for the major equity indexes.

  • SPX: 2,922/2,975
  • DJI: 26,440/26,852
  • Nasdaq: 7,877/8,091
  • NDX: 7,585/7,818
  • DJT: 10,101/10,353
  • MID: 1,892/1,935
  • Russell: 1,485/1,538
  • VALUA: 6,056/6,190
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