DJT Closes Above Resistance

Published 10/28/2014, 10:28 AM

Internals Weaken

Opinion

Yesterday’s action yielded mixed results for the major equity indexes as some rose while others declined modestly. The DJT did manage to close above resistance. However, poor internal action returned as the NYSE A/D and Up/Down Volumes were negative while the NASDAQ internals saw a negative A/D but slightly positive volumes. The futures are indicating a higher open but we are skeptical of their indicated strength as internal issues are returning while some data remains cautionary.

  • On the charts, the DJT (page 3) did manage to close above resistance yesterday. However, the poor internals for both the NYSE and NASDAQ suggest the day was not as sanguine as the averages project. Internals were mostly negative while NYSE volumes rose implying distribution. The NASDAQ A/D was negative as well. As stated above, the futures indicate an up open. However, internals suggest the current rally may be returning to the weakening breadth seen prior to the correction. As such, we are somewhat skeptical regarding the ability of the markets to continue to power much higher short term.
  • On the data, the McClellan OB/OS Oscillators are overbought on the NYSE (+79.52) and NASDAQ (+64.32). The Rydex Ratio (contrary indicator) has returned to a very cautionary 50.1 as the leveraged ETF traders are now confident every dip should be bought. Meanwhile, the Gambill Insider Buy/Sell Ratio shows insiders as largely sellers of the rally at 9.1. So the data has a somewhat cautionary edge, in our opinion.
  • In conclusion, although we see strong futures this morning, we are inclined to view them with a bit of a jaundiced eye as we believe we may be seeing some issues returning that were present prior to the correction, those being weaker breadth and cautionary sentiment levels.
  • For the longer term, we remain bullish on equities as they remain comparatively undervalued with a 6.55% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $128.41 versus the U.S. 10-Year yield of 2.26%.

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