One Heck Of A “Bounce”

Published 10/09/2014, 09:43 AM

Short-Term Resistance Levels Remain Intact

Opinion

The oversold conditions and other data points suggesting a bounce mentioned in yesterday’s comments were prescient as the markets experienced quite a notable rally on strong breadth and good volumes. Yet while some technical improvements on the charts occurred, all of the indexes remain below their respective near term resistance levels. With the data leaning more neutral following yesterday’s work, we suspect resistance may hold at this point.

  • On the charts, up/down volume and breadth improved notably, a welcome respite. All of the indexes closed at or near their highs of the day as well. Several short term downtrend lines were also penetrated including the SPX (page 2), DJI (page 2), COMPQX (page 3), MID (page 4) and RUT (page 4). Only the DJT (page 3) failed in that regard. However, none of the indexes were able to overcome their short term resistance levels which we regard as a more necessary technical event in order to become more positive on the near term prospects for the markets.
  • The data has turned more neutral as a result of yesterday’s action and now has a lesser influence by our work. The McClellan 1 day OB/OS Oscillators are neutral for the NSE (-9.5) and NASDAQ (-29.72) while their 21 day levels are still somewhat oversold at -57.23 and -68.41 respectively. The Equity and OEX Put/Call Ratios are both neutral at .66 and 1.15. However, the WST Ratio and its Composite have turned negative again at 74.9 and 181.2 while the new Investors Intelligence Bear/Bull Ratio still shows advisors as too bullish at 14.1/45.52.
  • Finally, the Gambill Insider Buy/Sell Ratio which had been showing insiders increasing their selling as the markets were dropping, a concern, increased their selling activity as the levels slipped from 12.7 to 9.8. They have not been buyers on weakness as is usually seen during bull markets.
  • In conclusion, unless the near term resistance levels are violated with some further improvement in volume and breadth, yesterday’s sizable rally may be one of a “rally to resistance” and not conclusive of a positive market turn.
  • For the longer term, we remain bullish on equities as they remain comparatively undervalued with a 6.57% forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $128.19 versus the 10-Year Treasury yield of 2.33%.
  • SPX: 1,929/1,970
  • DJI: 16,673/17,016
  • NASDAQ: 4,354,4,490
  • DJT: 8,153/8,393
  • RUT: 1,331/1,370
  • RUT: 1,056/1,108

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