Large Cap Indexes Make New Closing Highs

Published 08/12/2016, 08:44 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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IXIC
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DJT
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MID
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RUTNU
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Data Remains Largely Neutral

Opinion: All of the indexes closed higher yesterday with positive internals on the NYSE and NASDAQ. While volumes remained subdued, the NYSE saw volumes rise from the prior session while NASDAQ volume declined. Most closed near their intraday highs. The large caps saw some new closing highs on their charts while no technical sell signals are apparent. The data is almost entirely neutral. As such, given the state of the charts and data, we remain near term “neutral/positive” for the major indexes while extended valuation keeps us “neutral” in our intermediate term view.

All of the index charts closed higher yesterday. Internals were positive on both exchanges as trading volumes remained subdued. All closed at or near their intraday highs. The SPX (page 2), DJI (page 2) and COMPQX (page 3) made new closing highs with the DJI closing above its near term resistance. No other technical events of import were registered by our work. So the charts remain generally positive with the one exception of the DJT (page 3) which remains below its long term downtrend line.

The data is almost entirely neutral, including all of the McClellan OB/OS Oscillators (All Exchange:-3.67/+37.6 NYSE:-7.51/+48.01 NASDAQ:-0.64/+27.13). The Equity Put/Call Ratio is a neutral 0.61 along with the recent AAII Bear/Bull Ratio (contrary indicator) at 27.76/31.29 that shows no excess of bullish sentiment on the part of individual investors. The Gambill Insider Buy/Sell Ratio improved slightly to 14.6 as insiders appear to be easing off of their prior selling activity. Yet this level for the Gambill Ratio remains neutral and short of a buy signal. The OEX Put/Call Ratio now finds the pros slightly bullish at 0.95. So the data scales remain fairly evenly balanced.

In conclusion, with the charts generally constructive but the data shy of strong bullish signals, we remain “neutral/positive” for the major indexes over the near term. The one fly in the proverbial ointment continues to be extended valuation causing us to keep our intermediate term outlook at “neutral”.

Forward 12 month earnings estimates for the SPX from IBES of $127.38 leave a 5.83% forward earnings yield on a 17.2 forward multiple.

SPX: 2,160/NA
DJI: 18,374/NA
COMPQX; 5,108/NA
DJT: 7,540/7,861
MID: 1,534/NA
RUT: 1,199/1,244
VALUA: 4,811/4,939

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