NDX At New Closing High As Charts Improve

Published 10/28/2019, 10:44 AM
Updated 07/09/2023, 06:31 AM
NDX
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US500
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DJI
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US2000
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IXIC
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DJT
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US10YT=X
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MID
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VIX
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Near-Term Outlook Remains Neutral

The indexes closed higher Friday with positive internals on the NYSE and NASDAQ as NYSE volumes declined from the prior session while the NASDAQ’s rose. The NDX made a new closing high as several of the other indexes closed above resistance, turning their trends positive. The data remains generally neutral. Yet with all of these achievements, we are maintaining our near term “neutral” outlook due to issues discussed below.

On the charts, all of the indexes closed higher Friday with positive internals with the NDX (page 3) closing above resistance, making a new all-time closing high.

  • The COMPQX (page 3), DJT (page 4), MID (page 4) and VALUA (page 5) closed above resistance as well, turning those trends to positive from neutral. The SPX (page 2) closed at resistance while the DJT tested it resistance level but failed to violate.
  • So all of the near term trends are now positive with the exceptions of the DJI and RTY (page 5) remaining neutral.
  • The cumulative advance/decline lines are positive for the All Exchange, NYSE and NASDAQ although the NASDAQ’s is making a notably lower high that suggests weakening breadth on that exchange.
  • However, our chart enthusiasm is somewhat tempered by the fact that all of the indexes are well into overbought conditions on their stochastic readings. They may remain that way for extended periods. As well, when combined with the VIX near its lowest levels of the year that were followed by spikes in volatility, they suggest better buying opportunity may arise in the relatively near future.

The data remains mostly neutral including all of the 1-day McClellan OB/OS Oscillators (All Exchange:+37.41 NYSE:+35.05 NASDAQ:+41.51).

  • The detrended Rydex Ratio (contrary indicator) returned to neutral at -0.16. Last week’s AAII Bear/Bull Ratio (contrary indicators) remained bullish at 38.0/24.67.
  • However, the Investor’s Intelligence Bear/Bull Ratio (contrary indicator) stayed bearish at 17.0/49.1 suggesting an excess of bullish sentiment on the part of investment advisors continues.
  • The % of SPX stocks trading above their 50 DMAs is a neutral 65.7%.
  • Insiders have pulled back further from the buying table as it slipped to a 35.8 neutral Open Insider Buy/Sell Ratio.
  • Valuation continues to compress with forward 12-month earnings estimates for the SPX slipping down to $172.68 via Bloomberg, leaving the forward p/e at a 17.5 multiple while the “rule of twenty” finds fair value at 18.2. Said SPX estimates have been shrinking daily over the past several sessions.
  • The 10-Year Treasury yield stands at 1.8%.
  • The earnings yield is 5.71%.

In conclusion, while the charts are sending a positive message, the VIX, stochastic levels, insiders cooling on their buying activity and the consistent slide in forward SPX estimates suggest we maintain our “neutral” outlook.

  • S&P 500: 2,963/3,022
  • DJI: 26,440/27,035
  • Nasdaq: 8,091/8,260
  • NDX: 7,747/NA
  • DJT: 10,564/10,858
  • MID: 1,923/1,967
  • RTY: 1,525/1,564
  • VALUA: 6,190/6,318

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