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Consolidation Continues As Indexes Trade Mixed

Published 11/02/2022, 09:28 AM
Updated 07/09/2023, 06:31 AM
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The major equity indexes closed mixed Tuesday with positive NYSE internals, while the Nasdaq saw positive breadth but slightly negative up/down volume. 

However, there were no violations of support or trend, thus leaving all the index charts in near-term uptrends, as we believe the indexes are consolidating recent gains. The data is little changed with the McClellan 1-day OB/OS Oscillators staying on a mix of overbought and very overbought signals.

Also, market valuation is a little stretched via the “rule of 20”.On the other hand, it is our opinion that the extremely bearish crowd outlook (contrarian indicator) remains a potentially positive upside catalyst. As such, while we remain generally positive in our expectations, the OB/OS and valuation suggest waiting for weakness and tests of support for buying opportunities.

On the charts, the major equity indexes mixed yesterday with positive NYSE internals, while the Nasdaq registered positive breadth but somewhat negative up/down volume.

  • The close found all near their intraday lows. However, all the charts managed to stay in near-term uptrends with no violations of support. We continue to respect the current trends.
  • Market breadth remains positive as well for the cumulative advance/declines on the All Exchange, NYSE, and Nasdaq.
  • The stochastic readings remain mostly overbought, as they have been for the past several sessions. Yet no new bearish crossover signals were generated from yesterday’s action.

 The data still finds the McClellan OB/OS Oscillators overbought with the NYSE very overbought (All Exchange: +98.87 NYSE: +118.16 Nasdaq: +86.27). They remain cautionary. We reiterate there are occasions when the levels can decline by the markets moving sideways.

  • The % of S&P 500 issues trading above their 50 DMAs (contrarian indicator) rose to 62%, staying neutral.
  • The Open Insider Buy/Sell Ratio slipped to 42.1, also staying neutral. The detrended Rydex Ratio (contrarian indicator page 8) deepened to -1.46 as leveraged short sellers remain leveraged short, continuing its bullish signal.
  • This week’s AAII Bear/Bull Ratio (contrarian indicator page 8) dipped to 2.27 but also remained on a very bullish signal, as does this week’s Investors Intelligence Bear/Bull Ratio (contrary indicator page 8) at 38.5/36.9 as bears dropped and bulls rose but remain on its bullish.
  • The forward 12-month consensus earnings estimate from Bloomberg for the SPX finally saw an uptick to $227.98. As such, its forward p/e is 16.9 and at a premium to the “rule of 20” ballpark fair value of 16.0.
  • The SPX forward earnings yield is 5.91%.
  • The 10-year Treasury yield closed lower at 4.05%. We continue to view support as 3.85%, with resistance at 4.43%. 

In conclusion, as stated yesterday, we continue to be of the opinion that the overall outlook for the equity markets is positive. However, we are not chasing price given the levels of the OB/OS Oscillators and valuation. We prefer buying on weakness near support.

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