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NYSE: Remaining Short Term Neutral

Published 03/01/2016, 08:55 AM
Updated 07/09/2023, 06:31 AM
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McClellan 1 Day OB/OS Oscillators Still Overbought

Opinion: Most of the indexes closed lower yesterday with mixed internals on the NYSE and negative internals on the NASDAQ. Volumes rose on both exchanges as all indexes closed at or near their intraday lows. No significant events were registered on the charts although a few 50 DMAs were violated to the downside. The action appeared to us to be one of digestion of the recent rally gains. The bulk of the data remains neutral although the McClellan OB/OS Oscillators remain overbought as well as the stochastic readings. As such, we remain near term neutral as some further sideways action may be required while the intermediate term outlook continues to be neutral as well.

  • On the charts, most of the indexes closed lower yesterday with the exception of the VALUA (page 5) that posted modest gains. Internals were mixed as volumes rose suggesting some digestion of the recent rally. The SPX (page 2) and DJI (page 2) both closed back below their 50 DMAs. However, breadth continues to improve as both the All Exchange (page 6) and NYSE Advance/Decline lines are in short term uptrends and above their 50 DMAs. The NASDAQ A/D is neutral and below its 50 DMA. Both the MID (page 4) and VALUA tested resistance but failed. With all of the stochastic readings remaining quite overbought, some further sideways action may be required to work off those levels.

  • The data is mostly neutral including the WST Ratio and its Composite (55.5/128.2), the Equity Put/Call Ratio (.60) and OEX Put/Call Ratio (1.36). The Gambill Insider Buy/Sell Ratio remains bullish at 27.5. However, all of the 1 day McClellan OB/OS Oscillators remain quite overbought (All Exchange:+91.71 NYSE:+102.49 NASDAQ:+83.54). Our net take away form an overall view of the data is that it is relatively balanced in spite of the OB/OS levels. Our best guess is that the overbought conditions may be relieved by some sideways consolidation over the relatively near term.

  • Our intermediate term outlook remains neutral in large part due to the improvement in general market breadth from its prior period of notable deterioration. The Advance/Decline lines for both the All Exchange and NYSE are now near term positive and above their 50 DMAs while the NADSAQ A/D has improved from negative to neural although remaining below its 50 DMA.

  • Forward 12 month earnings estimates for the SPX from IBES is $123.12 leaving a 6.37% forward earnings yield with a 15.7 forward multiple.

SPX: 1,903/1,990

DJI: 16,204/17,122

COMPQX; 4,431/4,638

DJT: 7,057/7,513

MID: 1,289/1,346

RUT: 995/1,052

VALUA: 4,062/4,203

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