Internals, Volume Remain Disturbing

Published 08/18/2014, 10:12 AM

Data Primarily Neutral

Opinion

Friday’s market action left most of the equity indexes lower on the day with the exception of the COMPQX. Several internal characteristics that were raising yellow flags a few weeks ago once again appeared, thus leading us to the opinion that market internals are still deteriorating leaving the general health of the markets in somewhat poor condition. So in spite of the futures indicating a strong open this morning, the continued poor breadth and volumes imply all is not well with the markets as a whole, in our opinion.

  • On the charts, the SPX (page 2), COMPQX (page 3) and DJT (page 3) all tested resistance Friday but failed to surpass those levels on the close. The COMPQX did close higher on the day. However, we again see some troubling issues as we had prior to the correction. The COMPQX saw down stocks well outpacing up stocks suggesting once again that fewer horses are carrying the weight forward. Healthy markets are characterized with strong breadth unlike what we have been seeing. The NYSE saw negative breadth and volume while overall volume rose on both exchanges. So we again see the NYSE rising on light volume and dropping on heavier volume, a sign of distribution. On an intraday basis, heavy selling earlier in the session was followed by light volume on the bounce. Also, the All-Exchange and NASDAQ A/D both continue to trade below their 50 DMAs and remain in downtrends. So the net result for us is the widely followed averages continue to mask what appears to be a general internal deterioration of market health.
  • The data is almost entirely neutral including the McClellan OB/OS Oscillators (NYSE:+44.38/+14.3 NASDAQ:+27.9/+1.19). Only the Total Put/Call Ratio (contrary indicator) is bullish as it shows a fearful cowd at 1.01.
  • In conclusion, the continuation of fewer stocks participating in rallies while volumes suggest distribution continues to leave us cautious for the relatively near term.
  • For the longer term, we remain bullish on equities as they remain comparatively undervalued with a 6.53% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $127.60 versus the 10 Year Treasury yield of 2.35%.
  • SPX: 1,901/1,960
  • DJI: 16,374/16,800
  • NASDAQ: 4,324/4,474
  • DJT: 8,103/8,278
  • MID: 1,375/1,410
  • RUT: 1,120/1,140

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