Outlook Remains Neutral-To-Slightly Negative

Published 06/27/2014, 10:09 AM

Data Remains Mixed

Opinion

Our short term outlook remains unchanged at neutral to slightly negative as yesterday’s action resulted in no notable impact on the charts or data.

  • On the charts, internals were mixed with lower overall volumes for both the NYSE and NASDAQ leaving them slightly lower on the day. The takeaways form the action, in our opinion, are the fact that the early day selloff was rebuffed by the close leaving the indexes near their highs of the day. The ability of the bulls to lift price consistently throughout the day post the initial drop, erasing almost all of the decline, is a positive as well as the DJI (page 2) successfully testing its near term support in the 16,720 range. The result being the sideways patterns of the past few days continue for the indexes as a whole.
  • The data remains mixed with a slightly negative tone coming primarily from the sentiment. We still find most of the McClellan OB/OS Oscillators neutral (NYSE:+2.39/+64.0 NASDAQ:+6.07/+24.19) with only the 21 day NYSE overbought. The Equity Put/Call Ratio (contrary indicator) has dropped to a neutral .58 from its prior cautionary level.
  • However, the pros measured by the OEX Put/Call Ratio (smart money) are still betting heavily on expectations of near term weakness at 1.5 and 2.04 on the its 1 and 15 DAMs while the detrended Rydex Ratio (contrary indicator) now shows the leveraged ETF traders extremely bullish at 1.73. Meanwhile, insiders are absent on the buy side at a low 6% Gambill Insider Buy Sell Ratio. So while some of the data remains neutral, the sentiment readings continue to suggest the potential for some market vulnerability over the near term.
  • For the longer term, we remain bullish on equities as they remain undervalued with a 6.39 forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $125.11 versus the 10 Year Treasury yield of 2.53%.
  • S&P 500: 1,929/?
  • Dow 30: 16,717/?
  • NASDAQ Composite: 4,340/?
  • DJT: 7,9285/?
  • MID: 1,395/?
  • RUT: 1,133/1,189

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