Data And Stochastics Suggest Bounce

Published 03/26/2018, 10:14 AM
Updated 07/09/2023, 06:31 AM
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Short-Term Downtrends Intact

Opinion

All of the indexes closed notably lower Friday with broadly negative internals as volumes rose from the prior session. All closed at or near their intraday lows. The charts saw all of the indexes break support, remaining in near term downtrends. However, the data and stochastics are now strongly suggesting a bounce is at hand. The question to be answered is whether or not resistance levels can be violated to the upside that would shift the chart trends from negative to neutral. Given the data discussed below, we think there is a reasonable probability of that occurring. We remain near term neutral in our outlook.

  • On the charts, all of the indexes closed lower Friday with negative internals on higher volume. Virtually all closed notably lower and near their intraday lows while violating near term support levels once again. All of the short term downtrends remain intact as do those for the cumulative advance decline lines. However, we have strong reason to believe some near term relief is at hand in what would otherwise be a dark picture.
  • The chart of the QQQ on page 9 notes the deeply oversold stochastic condition. Prior to Friday’s stochastic level, the QQQs had been that deep six times in the past year. Each time, the markets responded with rallies of varying degrees. The same can be said for the SPY (NYSE:SPY) although there were only three prior occasions over the past year.
  • The data is positive as well. All of the 1 day McClellan OB/OS Oscillators are nicely oversold (All Exchange:-91.21/-7.41 NYSE:-99.48/-10.13 NASDAQ:-89.95/-3.41). The 21 day levels are neutral. The Equity (0.76), Total (1.51) and OEX (0.8) Put/Call Ratios are all bullish as well. And while the OpenInsider Buy/Sell Ratio remains neutral, it shows a nice pickup in buying from 34.1 to 49.7 on recent market weakness.
  • In conclusion, there has been plenty of technical damage recently to raise concerns. However, the issues discussed above suggest to us the worst may well be over. We would also note valuation has become more reasonable with a 16.4 forward multiple of forward 12 month SPX consensus earnings estimates. It is too early to say the coast is clear, however. Thus we maintain our near term “neutral” outlook until violations of resistance may suggest otherwise.
  • Forward 12-month earnings estimates for the SPX from Bloomberg are $157.71 leaving a 6.09% forward earnings yield on a 16.4 forward multiple.
  • SPX: 2,582/2,692
  • DJI: 23,487/24,633
  • NASDAQ: 6,967/7,324
  • NDX: 6,481/6,850
  • DJT: 10,125/10,571
  • MID: 1,829/1,902
  • Russell: 1,508/1,579
  • VALUA: 5,845/6,038

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