Large Cap Internals Weaken

Published 07/31/2014, 10:13 AM

NYSE 1 Day OB/OS Oversold



Opinion: We apologize for the lateness of this morning’s note due to a delay in data retrieval. Yesterday’s action in the stock market did nothing to dispel our concerns regarding internal deterioration of market breadth. So, given the current status of the charts and data, we continue to have a near to intermediate term cautious outlook until the weight of the evidence begins to suggest otherwise.

  • On the charts, The indexes closed mixed but the NYS internals were negative as decliners outpaced advances and up/down volumes were negative as overall volume increased suggesting distribution. The NASDAQ internals were positive but volume decreased. No support levels were violated but the SPX and DJI (page 2) remain below what we view to be important uptrend lines along with the DJT (page 3). The MID (page 4) tested support but came very close to breaking it that we suspect may also be the neckline of a “head and shoulders” pattern. As stated previously, a break below that level could imply the decline in the MID has only reached its half-way point.
  • Other important issues are the All-Exchange A/D is below its 50 DMA with the NASDAQ A/D below both its 50 and 200 DMAs. We would also note that while the SPX is just shy of all-time highs, only 50.9% of its components are trading above their 50 DMAs. Such a notable lack of breadth remains a concern for us.
  • On the data, the NYSE 1 day McClellan OB/OS is oversold at -78.47 while the balance are neutral. The pros remain bearish noted by a 1.45 OEX Put/Call Ratio (smart money) while the leveraged ETF traders measured by the detrended Rydex Ratio (contrary indicator) shows them to be too bullish at 1.17. Finally, the new Investors Intelligence Bear/Bull Ratio (contrary indicator) still shows advisors as way too optimistic at 16.2/55.6.
  • In conclusion, we continue to see the combination of poor breadth, chart status and sentiment data to be problematic for the near term prospects of the major equity indexes.
  • For the longer term, we remain bullish on equities as they remain comparatively undervalued with a 6.42 forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $126.39 versus the 10 Year Treasury yield of 2.55%.

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