Data Turns Short-Term Positive

Published 05/06/2016, 10:20 AM
Updated 07/09/2023, 06:31 AM

More Chart Supports Violated

Opinion

The bulk of the indexes closed lower yesterday with negative internals as volumes declined slightly from the prior session. Two more charts saw their near term support levels violated. However, the data has now seen enough of a shift to suggest we may be nearing the end of the recent pullback. We remain near term “neutral”, in spite of the data, as an improvement in the charts would be required, in our opinion, to become more constructive. Valuation keeps us “neutral” for the more intermediate term.

  • On the charts, all of the indexes closed lower yesterday with the exception of the DJI (page 2) closing fractionally higher. Internals remained negative on both exchanges but trading volume declined from the prior session. Two more charts saw their near term supports violated, those being the DJT (page 3) and VALUA (page 5). However, we would also note that all of the stochastic levels for the indexes are now well into oversold territory. While they have yet to flash bullish reversals, their current levels imply a good deal of near term risk may already have been relieved as a result of recent weakness. We would still need to see said bullish crossovers in order to be more confident regarding bounce potential.
  • That data has become more encouraging in multiple areas. All of the McClellan 1 day OB/OS Oscillators remain oversold (All Exchange:-77.0 NYSE:-68.21 COMPQX:-90.02). Only the 21 day NYSE remains overbought at +60.89. The Gambill Insider Buy/Sell Ratio, although remaining neutral, has seen an increase in insider buying activity to 17.1 from its prior negative reading at the recent market peak. The new AAII Bear/Bull Ratio (contrary indicator) at 30.34/22.33 finds bears outnumbering bulls within the crowd that is being echoed by the Total and Equity Put/Call Ratios (contrary indicators) finding them heavy in puts at 1.2 and .80 respectively. In contrast, the pros measured by the OEX Put/Call Ratio (smart money) finds them quite heavy in calls at 0.58 and expecting a bounce.
  • In conclusion, we remain near term “neutral” until the charts show some confirmation of the positive data messages.
  • For the intermediate term, we remain “neutral” as the IBES forward 12 month earnings estimates for the SPX of $122.95 leave market valuation in the upper end of its historical range. The recent decline in the SPX has done little to moderate said valuation.
  • Forward 12 month earnings estimates for the SPX from IBES of $122.95 leave a 6.0% forward earnings yield on a 16.7 forward multiple.
  • SPX: 2,044/2,091
  • DJI: 17,553/17,972
  • NASDAQ: 4,716/4,888
  • DJT: 7,607/7,955
  • MID: 1,435/1,466
  • Russell: 1,107/1,162
  • VALUA: 4,499/4,631

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