MID Makes New Closing High

Published 09/06/2016, 09:53 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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RTYH25
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IXIC
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DJT
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MID
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Data Remains Mostly Neutral

Opinion

All of the indexes closed higher Friday with positive internals as overall volumes remained subdued. A few positive events occurred on the charts while the data remains mostly in neutral territory. While we are becoming slightly more encouraged regarding near term market prospects, there is not quite enough evidence at this stage to alter our short term “neutral/positive” outlook. For the intermediate term, high forward valuation for the SPX keeps our view at “neutral”.

  • On the charts, all of the indexes closed higher Friday with positive internals but trading volumes remained in their summer doldrums. Positive chart events came in the form of the DJI (page 2) closing back above its short term uptrend line that had been violated earlier in the week along with the MID (page 4) making a new closing high and near its intraday high. The RUT closed near its intraday high as well while the large cap indexes closed near their midpoints.
  • As has been discussed in prior comments, we continue to see the small and midcap indexes showing better relative strength than the large cap indexes. If one subscribes to the theory that mid and small cap companies respond more quickly to changing economic conditions, their recent improving strength sends an encouraging message regarding future economic activity.
  • The data remains largely neutral, including all of the McClellan OB/OS Oscillators (All Exchange:+2.47/+39.28 NYSE:-1.73/+46.47 NASDAQ:+7.61/+34.98) as well as a 0.61Equity Put/Call Ratio, 11.1 Gambill Insider Buy/Sell Ratio and WST Ratio/Composite at 61.9/145.8. The OEX Put/Call Ratio (smart money) has flipped back o a bullish 0.79 as the pros are now long calls. However, their fence hopping over the past few weeks has resulted in little change from the predominantly sideways action of the major equity indexes, particularly the large caps.
  • In conclusion, although we are becoming slightly more encouraged regarding near term market prospects, there is not quite enough evidence at hand to alter our near term ”neutral/positive” view. Forward valuation of the SPX keeps pour intermediate term at “neutral”.
  • Forward 12-month earnings estimates for the SPX from IBES of $127.22 leave a 5.84% forward earnings yield on a 17.1 forward multiple.
  • SPX: 2,160/2,194
  • DJI: 18,374/18,637
  • NASDAQ: 5,160/NA
  • DJT: 7,795/7,974
  • MID: 1,534/NA
  • MID: 1,221/1,266
  • VALUA: 4,904/NA

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