Data And Charts Remain Neutral

Published 09/21/2016, 10:18 AM
Updated 07/09/2023, 06:31 AM
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Short-Term Outlook Remains “Neutral”

Opinion

The indexes closed mixed yesterday with negative internals as volumes declined from Monday’s levels. Most closed at or near their intraday lows. No support or resistance levels were violated on the charts while the data continues its neutral message as well. As such, with no evidence appearing to alter our outlook, we remain near term “neutral” for the major equity indexes while forward valuation of the SPX remains near historically high levels, leaving our intermediate term view at “neutral” as well.

  • The charts closed mixed yesterday with negative internals on lower volume. The SPX (page 2), DJI (page 2), COMPQX (page 3) and DJT (page 3) closed higher while the MID (page 4), RUT (page 4) and VALUA (page 5) posted minor losses. Most closed at or near their intraday lows but no support levels were violated on the charts. As such, the current sideways patterns of the indexes remain intact and confined within their current neutral ranges. No technical events of import were registered during the session, in our opinion.
  • The data remains almost entirely neutral as well, including all of the McClellan OB/OS Oscillators (All Exchange:-25.86/+6.94 NYSE:-37.32/+4.36 NASDAQ:-13.52/+12.96). The WST Ratio/Composite (45.6/124.9), Equity Put/Call Ratio (0.66), and Gambill Insider Buy/Sell Ratio (18.6) are also neutral. The OEX Put/Call Ratio (smart money) remains bearish at 2.14 as the pros continue their heavily weighted put exposure. However, the Total Put/Call Ratio (contrary indicator) is counterbalancing as the “crowd” is long puts as well at 0.98. The net result is the data has yet to see a tilt in the scales regarding a high probability directional signal for the markets.
  • In conclusion, it is what it is. Both the charts and data continue to send a “neutral” signal for the near term prospects of the major indexes. The Fed meeting today may alter that. However, there is not enough evidence this morning to make a high probability call in that regard. We remain “neutral” for the intermediate term as well given the 16.7 forward 12 month multiple for the SPX.
  • Forward 12-month earnings estimates for the SPX from IBES of $127.97 leave a 5.98% forward earnings yield on a 16.7 forward multiple.
  • SPX: 2,119/2,160
  • DJI: 18,010/18,374
  • NASDAQ: 5,179/5,272
  • DJT: 7,744/7,957
  • MID: 1,502/1,553
  • Russell: 1,209/1,233
  • VALUA: 4,810/4,904

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