Investor Sentiment At Significantly High Fear Levels; More Choppy Range Trading

Published 03/01/2022, 09:15 AM
Updated 07/09/2023, 06:31 AM

Late Day Rally Leaves Neutral Charts Unchanged

The major equity indexes closed mixed yesterday with negative NYSE internals while the NASDAQ saw negative breadth but positive up/down volume. All closed near their highs of the session as a rally in the last hour of trade lifted prices nicely above their intraday lows as one index managed to close above resistance. However, the day ended with no change in the near-term neutral trends on the charts that remain intact.

The data remains generally neutral except for the new investor sentiment readings (contrarian indicators) that show the crowd at historically high levels of fear. We view their extreme negativity as a potential positive for the markets as any unexpected positive news may likely have a greater than usual impact. For the near-term, we remain of the opinion that the indexes may likely continue to chop between their new and higher support and resistance levels.

On the charts, the major equity indexes closed mixed yesterday as a late session rally lifted them near their highs of the day. NYSE internals were negative with the NASDAQ’s mixed. The COMPQX, NDX, DJT, RTY, and VALUA posted gains as the rest saw minor losses. The COMPQX saw enough strength to close above its near-term resistance. Several of the other indexes tested resistance but failed to violate. As such, all the charts remain near-term neutral.

Cumulative market breadth was unchanged and negative for the All Exchange, NYSE and NASDAQ. No stochastic signals were generated.

The data is generally neutral except for investor sentiment.

  • The McClellan 1-Day OB/OS oscillators remain neutral (All Exchange: +14.11 NYSE: +8.81 NASDAQ: +15.94).
  • The % of SPX issues trading above their 50 DMAs dipped to a neutral 33%.
  • The Open Insider Buy/Sell Ratio is neutral but saw an increase in insider buying to 52.1.
  • The detrended Rydex Ratio (contrarian indicator) rose to -0.29 and is neutral as well.
  • This week’s contrarian AAII Bear/Bull Ratio (contrarian indicator) remains a potentially significant factor for the near term, in our opinion. The AAII reading was 1.98 versus its prior 1.79 and finds the crowd near peak levels of fear. As a contrarian indicator, it is potentially a strong positive should any good news hit the tape.
  • The Investors Intelligence Bear/Bull Ratio (31.0/32.2) (contrary indicator) remains bullish as well.
  • Valuation finds the forward 12-month consensus earnings estimate from Bloomberg for the SPX dipping slightly to $225.11. As such, the SPX forward multiple is now 19.4 with the "rule of 20" finding ballpark fair value at 18.2.
  • The SPX forward earnings yield stands at 5.15%.
  • The 10-year Treasury yield closed at 1.84%. We view resistance at 2.05% and support at 1.8%.

In conclusion, we believe the markets are likely to continue to chop back and forth between support and resistance for the near-term. However, excessive investor fear levels could prove to be a nice positive catalyst should some unexpected, good news appear.

SPX: 4,286/4,394 DJI: 33,214/34,000 COMPQX: 13,378/13,876 NDX: 13,778/14,234

DJT: 14,636/15,303 MID: 2,619/2,667 RTY: 1,990/2,090 VALUA: 9,267/9,483

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