NYSE: Psychology Remains Problematic

Published 12/14/2016, 10:18 AM
Updated 07/09/2023, 06:31 AM
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Uptrends remain intact

Opinion: The bulk of the indexes closed higher yesterday with the one exception of the RTY closing lower. Internals were positive on the NYSE and NASDAQ as volumes declined on the NYSE and rose on the NASDAQ. Some of the large cap indexes made new closing highs with their uptrends remaining intact. However, the data continues to suggest some degree of caution is warranted along with our concerns regarding the degree of the indexes extended above their 50 DMAs. As such, with the charts and data sending opposing signals, we continue to have a “neutral” near term outlook for the major indexes while historically high forward valuation of the SPX keeps the intermediate term view “neutral” as well.

On the charts, all of the indexes closed higher yesterday with the exception of the RTY (page 4) closing lower. The large cap indexes posted new closing highs on the SPX (page 2), DJI (page 2) and COMPQX (page 3). All of the index charts uptrends remain intact and lack sell signals on a price basis, which is our primary reason for remaining “neutral” given our other concerns. One primary concern continues to be the degree that current index prices are extended above their respective 50 DMAs. As stated previously, such extensions are typically resolved by either a period of sideways movement or correction in price until the 50 DMAs become more aligned with price, setting up a neutral to negative projection. Yet until sell signals are generated, the current uptrends should be respected. As a side note, the DJT (page 3) gave a “bearish stochastic crossover” signal yesterday but has yet to be confirmed by price.

Looking at the data, all of the 1 day McClellan OB/OS Oscillators are neutral but the 21 day levels remain overbought (All Exchange:+38.87/+65.06 NYSE:+47.42/+76.54 NASDAQ:+35.77/62.33). And while the OEX Put/Call Ratio (smart money) shows the pros bullish and very long calls at 0.48, the Total and Equity Put/Call Ratios (contrary indicators) find the crowd overly bullish and long calls as well at 0.60 and 0.54 respectively. In contrast, the Gambill Insider Buy/Sell Ratio still finds insiders as active sellers of the rally at a bearish 7.4. The WST Ratio/Composite is bearish as well at 76.0/169.5. The Investors Intelligence Bear/Bull Ratio (contrary indicator) mentioned yesterday finds advisors dangerously optimistic at 19.6/58.8. The prior “wall of worry” at the November lows has evaporated.

In conclusion, in spite of the positive chart trends, the scales are counterbalanced by our concerns expressed above, leaving us near term “neutral” in our outlook.

Forward 12 month earnings estimates for the SPX from IBES of $130.94 leave a 5.79 forward earnings yield on a 17.3 forward multiple.

SPX: 2,199/NA
DJI: 19,115/NA
COMPQX; 5,306/5,400
DJT: 9,041/NA
MID: 1,618/NA
RTY: 1,334/NA
VALUA: 5,170/NA

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