Indexes Bounce On Lighter Volume

Published 08/04/2016, 10:21 AM
Updated 07/09/2023, 06:31 AM
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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Near-Term Outlook Remains “Neutral/Negative”

Opinion

All of the indexes closed higher yesterday with positive internals on both exchanges. However, volumes declined versus the prior down session, taking some of the shine off of the day. No resistance levels were violated while one negative technical event occurred on the charts. The data scales have tilted a bit further to the cautionary side as well. As such, we remain near term “neutral/negative” for the indexes while decade high valuation keeps us intermediate term “neutral”.

  • On the charts all of the indexes closed higher yesterday with positive internals. However, volumes declined from the notably higher prior down session. While not a critical issue, it does smack of possible institutional distribution. No resistance levels were violated. A negative signal came in the form of the COMPQX (page 3) flashing a “bearish stochastic crossover signal”, finally joining the rest of the indexes. We would also note the All Exchange, NYSE and NASDAQ Advance/Decline lines have flattened from their prior uptrends while both the DJI (page 2) and DJT (page 3) are in short term downtrends. At this stage, the charts are not dire in their projections. However, we find it difficult to make a strong bullish case given their current state.
  • The data scales have tilted more to the negative suggesting some near term caution remains warranted. While all of the McClellan 1-Day OB/OS Oscillators are neutral (All Exchange:-29.77 NYSE:-44.8 NASDAQ:-16.77), the 21-day levels are all back in bearish territory (All Exchange:+66.36 NYSE:+75.26 NASDAQ:+61.35). The Gambill Insider Buy/Sell Ratio still finds insiders to be active sellers at a bearish 6.5 while the Rydex Ratio (contrary indicator) has pushed to a new 2016 high of 61.4 for leveraged long ETF traders. The new Investors Intelligence Bear /Bull ratio (contrary indicator) finds advisors more than twice as bullish as bears at 21.2/52.9 while the OEX Put/Call Ratio (smart money) finds the pros once again very heavy in puts at 2.07 and expecting near term weakness.
  • In conclusion, both the data and charts continue to suggest a near term “neutral/negative” outlook as the higher probability, in our opinion. The forward 12-month P/E for the SPX near its decade high at 17.1 also implies the markets to be near peak valuation, thus our intermediate term “neutral” outlook.
  • Forward 12-month earnings estimates for the SPX from IBES of $126.32 leave a 5.84% forward earnings yield on a 17.1 forward multiple.
  • SPX: 2,119/2,175
  • DJI: 18,026/18,582
  • NASDAQ: 4,971/5,207
  • DJT: 7,540/7,861
  • MID: 1,518/1,555
  • Russell: 1,177/1,219
  • VALUA: 4,753/4,903

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