Most McClellan OB/OS Suggest Caution

Published 06/10/2014, 08:30 AM

Charts Intact But “Stretched”

Opinion: As the index charts managed to post gains across the board yesterday, their recent level of lift combined with some red flashing lights from the data dashboard are at levels suggesting the potential for some near term corrective action. Such action could take place without creating notable damage to the charts.

  • On the charts, we saw more of the same yesterday as all indexes advanced on positive breadth and volume. The SPX (page 2), DJI (page 2), DJT (page 3) and MID (Page 4) all made new closing highs. The COMPQX (page 3) and RUT (Page 4) both managed to close above their near term resistance levels that are now adjusted to 4,352 and 1,189 respectively. While there are no sell signals present, we would note most of the indexes are fairly well extended above their support levels and short term uptrend lines leaving some room for corrective action.
  • It is the data that, in our opinion, has now reached some levels implying a very reasonable probability of some form of corrective action over the near term. The McClellan OB/OS Oscillators are overbought across the board with the NASDAQ 1 day extremely overbought at 101.74 and an overbought +62.05 on its 21 day. The NYSE is mildly overbought at +55.64 on its 1 day with the 21 day more ominous at +88.83. They all suggest a heightened level of near term risk.
  • The pros are in agreement as the OEX Put/Call Ratio (smart money) shows they are loaded up on puts at a very negative 4.09. In contrast, the “crowd” is heavy calls with a .48 Equity Put/Call Ratio (contrary indicator). The rest of the data is essentially neutral. As such, some of the data that we consider prescient for near term direction is warning of near term weakness.
  • In conclusion, although the charts are intact, they are extended enough to give room for some consolidation while some important data are at extended warning levels suggesting near term caution is warranted.
  • For the longer term, we remain bullish on equities as they remain undervalued with a 6.41% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $125.01 versus the 10 Year Treasury yield of 2.61%.

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