Indexes Fail At Resistance

Published 05/05/2014, 09:09 AM

Short-Term Outlook Remains Neutral

Opinion

Friday’s action resulted in no material change in the charts or the data. The results were mixed as the trends of the respective indexes remain unchanged while the data continues to send neutral to slightly cautionary signals. As such, our short term neutral outlook for the major equity indexes remains unchanged.

  • On the charts, The SPX and DJI (page 2) both attempted to violate their resistance levels but failed to do so on a closing basis. As such their resistance levels remain intact. While the MID (page 4) managed to stay above its recent downtrend line, it also failed in its attempt to break above resistance. Meanwhile the COMPQX (page 3) and RUT (page 4) remain in their current near term downtrends. We would also note another day of slightly positive breadth on the NASDAQ countered by negative up/down volume implying some internal weakness in demand. As such, the current trends of the respective indexes remain unchanged while the SPX and DJI remain overbought on their stochastic levels.
  • The data is not much help as well. The WST Ratio and its Composite remain bearish at 76.0 and 155.2 while the detrended Rydex Ratio (contrary indicator) still shows the leveraged ETF traders rather overly optimistic at 1.29, although not as excessive as a week ago. Three of the four McClellan OB/OS Oscillators remain neutral (NYSE:+24.48/+43.27 NASDAQ:-11.69/-59.26) with only the 21 day NASDAQ oversold. The OEX Put/Call Ratio (smart money) shows the pros backing off from their heavy put buying to a neutral 1.13 leaving a neutral forecast. As such the data remains rather split with a slight downward bias from the WST Ratio.
  • In conclusion, at present there is nothing coming from the charts or data to move us from our recent neutral short term outlook for the major equity indexes. We would likely require violations of resistance and downtrend lines on volume to be more constructive.
  • For the longer term, we remain bullish on equities as they remain undervalued with a 6.51% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $122.53 versus the 10 Year Treasury yield of 2.59%.
  • SPX: 1,849/1,890
  • DJI: 16,200/16,592
  • NASDAQ: 4,050/4,175
  • DJT: 7,550/???
  • MID: 1,336/1,365
  • RUT: 1,110/1,158

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