Data Suggests Rally Pause

Published 12/04/2018, 10:01 AM
Updated 07/09/2023, 06:31 AM
NDX
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US500
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DJI
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RTYH25
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IXIC
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DJT
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MID
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More Resistance Levels Violated

All of the indexes closed higher Monday with positive internals on the NYSE and NASDAQ as NYSE volumes dipped from the prior session while NASDAQ volumes rose. The charts saw several violations of resistance and reclamation of some 50 DMAs. However, the data, in our opinion, is now suggesting the probability of some pause/retracement of the recent rally is likely over the near term. As such, we are maintaining our near term “neutral/positive” outlook for the major equity indexes.

  • On the charts, all of the indexes closed higher yesterday with positive internals. Several technical achievements were registered on the charts. The SPX (page 2), COMPQX (page 3), MID (page 4), RTY (page 5) and VALUA (page 5) all closed above their near term resistance levels while the SPX, DJI (page 2) and MID joined the DJT by closing above their 50 DMAs. As such, all of the indexes are in short term uptrends as are the cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ. We would note, however, all of the stochastic levels are well into overbought territory although no bearish crossover signals have been generated at this point.
  • The bulk of the data is neutral. However, all of the 1 day McClellan OB/OS Oscillators are now overbought suggesting the recent rally may be running low on fuel (All Exchange:+72.05/+0.44 NYSE:+73.65/+10.33 NASDAQ:+71.33/-6.56). They have completely resolved the prior deeply oversold conditions. Given that the DJI has rallied over 1,500 points in the past six sessions, some consolidation would not be uncommon. We would reiterate seasonality remains encouraging has the November to April period coming out of a mid-term election year has seen positive returns since 1946 with a median return of 15% since 1930. Only two out of 21 periods were negative. Valuation, assuming current estimates hold, is below fair value with the forward 12-month earnings estimates for the SPX via Bloomberg of $171.01, leaving the forward 12-month p/e for the SPX at 16.3 versus the “rule of 20” implied fair value of a 17.0 multiple. The “earnings yield” stands at 6.13%.
  • In conclusion, we are maintaining our near term “neutral/positive” outlook for the major equity indexes although the McClellan 1 day OB/OS Oscillators and stochastic levels are now suggesting some near term consolidation of recent gains is likely.
  • SPX: 2,738/2,800
  • DJI: 25,260/25,840
  • Nasdaq: 7,260/7,7572
  • NDX: 6,705/7,081
  • DJT: 10,365/10,985
  • MID: 1,868/1,910
  • Russell: 1,495/1,557
  • VALUA: 6,030/6,132

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