COMPQX And NDX Make New Closing Highs

Published 07/11/2019, 10:19 AM
Updated 07/09/2023, 06:31 AM
NDX
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US500
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DJI
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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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Data Remains Largely Neutral

The bulk of the indexes closed higher yesterday with the exceptions of the DJT and MID. Two indexes made new all-time closing highs while one closed below its short term uptrend line. Internals were positive on the NYSE and NASDAQ as overall trading volumes increased from those of the prior session. There is little if any change on the generally neutral data dashboard. As such, we are maintaining our near term “neutral/positive” outlook for the major equity indexes. However, valuation has become a bit less compelling.

On the charts, the DJT (page 4) and MID (page 4) closed lower yesterday as the rest posted advances. Internals were positive as trading volumes rose on the NYSE and NASDAQ.

  • Technical events of import were generated on the COMPQX (page 3) and NDX (page 3) as both closed above their respective resistance levels to new all-time closing highs.
  • On the other hand, the DJT closed below its short term uptrend line, turning its trend to neutral from positive. It’s support was not violated.
  • So all of the short term trends remain positive and above their 50 DMAs except for the DJT.
  • The cumulative advance/decline lines for the All Exchange and NYSE remain positive and above their 50 DMAs while the NASDAQ’s is neutral.
  • High “volume at price” (VAP) levels remain supportive on all but the DJT and VALUA (page 5) where they are viewed as resistant.

The data remains largely neutral.

  • The 1-day McClellan OB/OS Oscillators are all neutral (All Exchange:+19.91 NYSE:+20.76 NASDAQ:+19.98).
  • The detrended Rydex Ratio (contrary indicator) at +0.46 is neutral as is the Open Insider Buy/sell Ratio (80.3).
  • The % of SPX stocks above their 50 DMAs (76.6) is also neutral.
  • Tuesday’s AAII Bear/Bull Ratio (contrary indicator) at 32.0/30.33 is neutral as well. We continue to view this lack of enthusiasm on the part of the crowd as a positive.
  • The 12-month forward consensus earnings estimate from Bloomberg for the SPX stands at $174.06, leaving the forward p/e at a 17.2 multiple while the “rule of twenty” finds fair value at 17.9 and is near fair value as opposed to being slightly undervalued for the past several weeks.
  • The 10-Year Treasury yield is 2.06%.
  • The earnings yield stands at 5.82%.

In conclusion, we are maintaining our near-term “neutral/positive” outlook for the major equity indexes given the current state of the charts and data. However, as we approach fair value, further gains may be harder won before Q2 earnings are announced.

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