Indexes Likely To Test Support

Published 04/04/2018, 10:25 AM
Updated 07/09/2023, 06:31 AM
NDX
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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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Data Turns Mostly Neutral

Opinion

All of the indexes closed higher yesterday with positive internals on the NYSE and NASDAQ as volumes declined from the prior session on both exchanges. All closed near their intraday trading highs. However, no technical events of major import were registered on the charts while the data is now largely neutral. The futures are suggesting a notably lower open as a result of trade war concerns rising. We have no illusions regarding any insight as to how the current tariff battles will turn out. However, the futures suggest another test of near term support levels on the charts is probable. As long as support levels hold, we will maintain our near term “neutral” outlook for the major equity indexes, in spite of the current short term downtrends, due largely to improvements in valuation and investor sentiment.

  • On the charts, all of the indexes closed higher yesterday with positive internals on lighter trading volumes. All closed near their intraday highs. However, no major technical events occurred, leaving all but the DJT (page 4) in near term downtrends and below their 50 DMAs. The DJT broke above its downtrend line Friday, turning its trend neutral. Some minor encouragement came from “bullish stochastic crossover” signals appearing on the SPX (page 2), MID (page 4) and VALUA (page 5). Yet even there, we need to see violations of resistance and short term downtrend lines to become more optimistic.
  • The data finds all of the McClellan OB/OS Oscillators neutral (All Exchange:-25.18/-4.29 NYSE:-6.73/+7.47 NASDAQ:-44.14/-12.58) as are the Equity Put/Call Ratio (0.65) and OpenInsider Buy/Sell Ratio (59.0). The Total (1.04) and OEX (0.52) Put/Call Ratios are bullish but may have little influence today.
  • What we find encouraging is the significant hike in consensus forward 12 month earnings estimates for the SPX from Bloomberg. For the past few weeks, estimates had hovered around the $157.70 level. As of yesterday, it jumped to $161.14. That leaves a forward multiple of 16.2 versus the “rule of 20” implying fair value at a 17.2 multiple. It suggests the markets are now actually undervalued while investor sentiment measured by the detrended Rydex Ratio (contrary indicator) has slipped to a neutral 0.28, for the first time in several months, from its prior overly bullish sentiment levels.
  • In conclusion, while the charts are offering little hope, the other issues discussed above are, in our opinion, enough to keep our near term outlook “neutral”.
  • Forward 12-month earnings estimates for the SPX from Bloomberg are $161.14 leaving a 6.16% forward earnings yield on a 16.2 forward multiple.
  • SPX: 2,581/2,660
  • DJI: 23,487/24,634
  • NASDAQ: 6,764/7,119
  • NDX: 6,304/6,659
  • DJT: 10,125/10,571
  • MID: 1,814/1,884
  • Russell: 1,484/1,550
  • VALUA: 5,810/6,033

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