New Closing Highs On Negative Breadth

Published 11/06/2017, 10:05 AM
Updated 07/09/2023, 06:31 AM

Data Neutral

Opinion

The bulk of the indexes closed higher Friday with the exceptions of the DJT and RTY. Some new closing highs were achieved on the charts but they were established with negative internal market breadth. Volumes were below the prior session on the NYSE and NASDAQ. None of the short term trends of the indexes were violated. So in spite of questionable market breadth and extended valuation, we remain of the opinion the near term technical trends should continue to be respected, albeit within a market of increasing selectivity.

  • On the charts, only the RTY (page 5) and DJT (page 4) closed lower Friday. New closing highs were registered on the SPX (page 2), DJI (page 2), COMPQX (page 2) and NDX (page 3). All of the near term trends remain intact with the DJT, RTY and VALUA (page 5) neutral and the rest positive. Yet we would stress the new closing highs were achieved with negative internal breadth on the NYSE and NASDAQ while NYSE up/down volumes were negative as well. In our opinion, the internal action is a continuation of increas8iing market selectivity in terms of the number of issues actually participating in gaining ground along with the indexes. This is typically not considered to be a sign of a healthy market structure.
  • The data is largely neutral including all of the McClellan OB/OS Oscillators (All Exchange:-34.29/-14.79 NYSE:-34.13/+2.3 NASDAQ:-34.1/-26.8). The Equity (0.6) and OEX Put/Call (1.37) Ratios are neutral as is the Open Insider Buy/Sell Ratio at 28.3. The only bullish signal is coming from the Total Put/Call Ratio (contrary indicator) at 0.94.
  • In conclusion, what appears to be extended valuation remains a concern. As well, the lessening of the number of stocks actually participating in the upside being expressed by the indexes implies an increase in market selectivity, not a positive macro market signal. Yet until we see actual violations of trend or support on the index chats themselves, we remain of the opinion said trends should be respected until proven otherwise.
  • Forward 12-month earnings estimates for the SPX from Bloomberg of $136.79 leave a 5.35 forward earnings yield on a 18.9 8orward multiple, a 15-year high.
  • SPX: 2,547/NA
  • DJI: 23,314/NA
  • NASDAQ: 6,557/NA
  • NDX: 5,994/NA
  • DJT: 9,542/9,986
  • MID: 1,810/NA
  • Russell: 1,450/1,512
  • VALUA: 5,646/5,843

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