Indexes Fail Testing Resistance

Published 10/07/2014, 10:27 AM

Short-Term Downtrends Remain Intact

Opinion

Yesterday’s action was disconcerting as oversold conditions suggesting a continuation of the prior bounce ultimately failed as all of them closed lower. Short term resistance levels were tested intraday and failed as NASDAQ volume rose with negative internals. NYSE internals were mixed. As such, given the current state of the charts and data, the near term outlook for the major equity indexes is still neutral/negative, in our opinion.

  • On the charts, all of the indexes rose quickly on the open in response to some oversold conditions. However, those gains turned to losses after attempts at penetrating resistance levels failed by closing at or near their lows of the day. All of the short term downtrend lines remain intact for the indexes as well. Our net interpretation of the action is one of a bounce of the indexes that failed within ongoing downtrends. Failure to respond to oversold conditions adds to the technical problems by our work. The A/Ds for the All-exchange, NYSE and NASDAQ remain below their 50 DMAs and in downtrends noting continued poor breadth.
  • On the data, the McClellan OB/OS Oscillators remain neutral on their 1 day levels for the NYSE and NASDAQ (-33.52/-40.23) and bullish on the 21 days (-82.18/-74.84). And while the Total Put/Call Ratio (contrary indicator) shows the crowd long puts at 0.99, the pros measured by the OEX Put/Call Ratio (smart money) are long puts as well at 1.77 suggesting their expectations of further weakness. The WST Ratio is a bearish 62.3. As such, the data is fairly evenly split yielding no strong directional implications.
  • In conclusion, the inability of the markets to make good on some oversold conditions by quickly evaporating their early trading gains on NASDAQ higher volume and negative breadth continues the ongoing distributive nature of the markets over the past few weeks. As such, with short term downtrends intact and breadth/volume levels unimproved, we view the near term outlook for the indexes as neutral/negative.
  • For the longer term, we remain bullish on equities as they remain comparatively undervalued with a 6.52% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $128.19 versus the 10 Year Treasury yield of 2.43%.
  • SPX: 1,942/1,984
  • DJI: 16,746/17,016
  • NASDAQ: 4,400,4,546
  • DJT: 8,365/8,507
  • MID: 1,344/1,370

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