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Markets Advance On Negative Breadth

Published 10/18/2021, 09:12 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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RTYZ24
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IXIC
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DJT
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US10YT=X
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NYA
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Charts Give Split Signals

The major equity indexes closed mostly higher Friday except for the RTY posting a loss. While the markets advanced, they did so with generally negative internals as market breadth was negative. The end result, in our opinion, was the charts ended up giving mixed signals. While several violated their near-term resistance levels, others registered “gravestone doji” candlestick patterns typically associated with tops. While not infallible, they are worthy of consideration. As such, the chart trends remain mixed as does cumulative market breadth. The data dashboard is largely neutral. As such, we are maintaining our near-term “neutral” macro-outlook for equities.

On the charts, all the major equity indexes close higher except the RTY (page 5) posting a loss. Internal breadth, however, was negative on both the NYSE and NASDAQ.

  • On the plus side, the SPX (page 2), DJI (page 2) and DJT (page 4) closed above resistance, turning the SPX and DJI trends positive. As well, the SPX, DJI and COMPQX (page 3) closed above their 50 DMAs.
  • But on the negative side, the MID (page 4) and VALUA (page 5) developed “gravestone doji” candlestick patterns that are theoretically associated with tops. They develop at the end of a rally when an issue opens and closes at the same level after giving back all its notable intraday gains. It implies sellers are back in charge.
  • Regarding trends, the COMPQX, NDX and VALUA are neutral with the rest positive.
  • Cumulative market breadth still finds the All Exchange and NYSE A/Ds positive and above their 50 DMAs with the NASDAQ neutral and below its 50 DMA.
  • All stochastic levels are now overbought but no bearish crossover signals have been generated thus far.

The data finds the McClellan 1-Day OB/OS Oscillators for the NYSE still in oversold territory and suggesting some caution may be warranted for the very near term with the rest neutral (All Exchange: +40.94 NYSE: +59.31 NASDAQ: +27.43).

  • The detrended Rydex Ratio (contrarian indicator page 8) measuring the action of the leveraged ETF traders remains neutral at 0.25 as their bullish expectations have waned from their excesses at the market’s highs.
  • The Open Insider Buy/Sell Ratio (page 9) turned neutral from negative at 28.6% as insiders did some buying.
  • Last week’s contrarian AAII Bear/Bull Ratio (38.9/27.83) remained mildly bullish as the “crowd” became more cautious. The Investors Intelligence Bear/Bull Ratio (22.5/40.4) (contrary indicator page 9) saw a drop in bulls but remains neutral.
  • Valuation finds the forward 12-month consensus earnings estimate from Bloomberg lifting to $213.51 for the SPX. As such, the SPX forward multiple is 20.9 with the “rule of 20” finding fair value at approximately 18.4.
  • The SPX forward earnings yield is 4.78%.
  • The 10-year Treasury yield rose to 1.58%. We see resistance at 1.62% with support at 1.47%.

In conclusion, we are keeping our near-term “neutral” macro-outlook for equities in place as, despite Friday’s gains, the negative breadth, doji patterns and stochastic levels suggest some near-term caution is still warranted.

SPX: 4,384/4,488

DJI: 34,452/35,418

COMPQX: 14,479/15,000

NDX: 14,652/15,150

DJT: 14,600/15,304

MID: 2,670/2,756

RTY: 2,240/2,290

VALUA: 9,464/9,827

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