NYSE: McClellan 1 Day OB/OS Remain Oversold

Published 03/13/2017, 09:21 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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DJT
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Near Term Outlook Remains “Neutral/Negative”

Opinion: All of the indexes closed higher Friday with positive internals on the NYSE and NASDAQ. Volumes declined on the NYSE and rose on the NASDAQ. One index chart saw some improvement while the balance remain in either near term neutral or negative trends. The data is still mixed but with the 1 day OB/OS Oscillators remaining in their oversold conditions. Nonetheless, we have yet to see enough convincing evidence to alter our near term “neutral/negative” outlook for the major equity indexes.

· On the charts, all of the indexes closed higher Friday with positive internals, although trading volumes on the NYSE were tepid. Some positive technical events occurred on the DJT (page 3) that closed back above near term resistance as well as its 50 DMA. Near term trends are neutral across the board with the exception of the RTY (page 4) that remains in its short term downtrend. All of the advance/decline lines for the exchanges remain negative as well.

· On the data, the 1 day McClellan OB/OS Oscillators are still oversold with the 21 day levels neutral (All exchange:-96.0/-7.16 NYSE:-91.77/-1.97 NASDAQ:-57.15/-0.24). The Total and OEX Put/Call Ratios are mildly bullish at 0.88 and 0.87 respectively while the new AAII Bear/Bull Ratio (contrary indicator) has turned bullish as the crowd has become nervous at 46.5/30.0. The Gambill Insider Buy/Sell Ratio remains neutral at 11.2. So the data is slightly positive.

· In conclusion, while there may be a bit more bounce potential left as surmised last Friday due to the OB/OS oversold conditions, we are maintaining our near term “neutral/negative” outlook for the major equity indexes due largely to valuation and what appears to be an ongoing deterioration of general market breadth.

· Forward 12 month earnings estimates for the SPX from IBES of $133.18 leave a 5.61 forward earnings yield on a 17.8 forward multiple, over a decade high.

SPX: 2,360/2,384
DJI: 20,761/20,957
COMPQX; 5,804/5,871
DJT: 9,152/9,416
MID: 1,697/1,744
RTY: 1,358/1,383
VALUA: 5,354/5,452

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