More Minor Chart Improvements Achieved

Published 06/06/2019, 11:07 AM
Updated 07/09/2023, 06:31 AM
NDX
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US500
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IXIC
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More Contrarian Psychology Turns Bullish

The indexes closed mostly higher Wednesday although market internals for the NYSE were mixed and negative on the NASDAQ, both on lighter than prior trading volumes. The charts did see some minor improvements although some high volume at price (VAP) levels persist. The data remains largely neutral although we now see another contrarian psychology indicator actually turning bullish. Yet the improvements were not sufficient to alter our current near term “neutral” outlook for the major equity indexes.

On the charts, the bulk of the indexes closed higher yesterday with the two exceptions of the RTY (page 5) and VALUA (page 5) posting losses.

  • The internals, unfortunately, were not stellar as the NYSE saw positive breadth but negative up/down volumes. The NASDAQ had negative breadth and up/down volumes.
  • Some improvements came in the form of the SPX (page 2) closing above its short term downtrend line while giving a “bullish stochastic crossover” signal.
  • The DJI (page 2) also closed above its downtrend line as well as near term resistance.
  • The COMPQX (page 3), NDX (page 3) and DJT (page 4) all gave bullish stochastic signals as well with the DJT closing above resistance.
  • The VALUA closed above its short term downtrend line.
  • As such, the short term trends remain negative for the COMPQX, NDX and DJT with the rest now neutral.
  • High VAP resistance levels remain on the NDX, DJT and VALUA that may be difficult to overcome.
  • The NYSE cumulative A/D turned positive and above its 50 DMA with the All Exchange neutral and the NASDAQ negative, both remaining below their 50 DMAs.

The data is mostly neutral. The 1 day McClellan OB/OS Oscillators are neutral (All Exchange:-14.14 NYSE:-2.61 NASDAQ:-26.18) as are the Open Insider Buy/Sell Ratio (76.7) and the % of SPX stocks above their 50 DMAs (45.7.)

  • Psychology improved with Tuesday’s AAII Bear/;’Bull Ratio (contrary indicator) turning bullish at 38.33/25.67 as the crowd finally tossed in the towel.
  • And notably, the detrended Rydex Ratio (contrary indicator at -1.18) has now turned bullish as well with the leveraged ETF traders heavily short.
  • However, the Investors Intelligence Bear/Bull Ratio (contrary indicator) remains negative at 17.3/49.0 suggesting advisors are overly bullish.
  • The 12-month forward consensus earnings estimate from Bloomberg for the SPX is $171.23, leaving the forward p/e at a 16.5 multiple while the “rule of twenty” finds fair value at 17.9 suggesting the SPX is undervalued. This is based on the assumption that said estimates will hold. The shift in valuation has largely been due to the notable drop in the 10 Year Treasury yield to 2.12%. The earnings yield stands at 6.12%.

In conclusion, while we are seeing some improvements on the charts and data, they are not sufficient to alter our near term “neutral” outlook at this time.

  • SPX: 2,729/2,827
  • DJI: 24,681/25,647
  • Nasdaq:; 7,283/7,561
  • NDX: 6,939/7,261
  • DJT: 9,820/10,286
  • MID: 1,823/1,883
  • Russel: 1,445/1,506
  • VALUA: 5,797/6,013

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