DJT Extended

Published 06/02/2014, 10:37 AM

Some Pause/Retracement Potential Exists

Opinion

The current state of the charts and data is beginning to suggest some pause or retracement of the recent rally gains has some reasonable probability over the near term for the major equity indexes. Although the charts remain intact, the DJT is extended while stochastic levels remain overbought along with some cautionary data.

  • On the charts, the indexes closed mixed Friday with positive breadth and up/down volume for the NYSE while the NASDAQ was negative on both counts. The SPX (page 2) did manage a new closing high. However, the RUT (Page 4) closed back below its 50 DMA.
  • We continue to monitor the DJT (page 3) as it is becoming of some concern for us of late. As we have viewed it as the leading market index over the past several months, its current state takes on greater import. Our concern stems from the fact that the DJT is now quite extended above support as well as its uptrend line while its stochastic is very overbought at 97. Such conditions are usually resolved by some retracement of the prior trend. The fact that the index formed a “doji” formation Friday (open & close very near same levels) while failing to advance on a high volume day implies some potential exhaustion of said rally. Should the DJT close lower today, such concerns would be increased. The fact that all of the other indexes have overbought stochastic levels as well adds to the concern. So although the charts are intact, there is some potential for near term weakness, in our opinion.
  • The data is still sending some bearish signals from the WST Ratio and its Composite (77.9/162.3) along with the OEX Put/Call Ratio (smart money) at 1.85 showing the pros very long puts and looking for weakness. The NYSE 21 day McClellan OB/OS Oscillator is still overbought at +59.65 with the NASDAQ 1 day a mildly overbought +49.89. The other OB/OS levels are neutral along the rest of the indicators.
  • So, in conclusion, there is enough evidence beginning to present itself suggesting some near term caution may be warranted.
  • For the longer term, we remain bullish on equities as they remain undervalued with a 6.44% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $123.94 versus the 10-Year Treasury yield of 2.46%.
  • SPX: 1,883/?
  • DJI: 16,356/?
  • NASDAQ: 4,175/4,274
  • DJT: 7,750/?
  • MID: 1,351/1,385
  • RUT: 1,116/1,147

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