Some 50 DMAs Recovered

Published 04/12/2017, 10:17 AM
Updated 07/09/2023, 06:31 AM
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NYSE McClellan OB/OS Overbought

Opinion

The indexes closed mixed Wednesday but recovered well off of their intraday lows. Some minor improvements were seen on the charts but, for the most part the current combinations of neutral and negative short term trends remain intact. The data remains mixed but now finds the NYSE overbought. So in spite of yesterday’s intraday turnaround, there was not a sufficient shift in the weight of the evidence to alter our near term “negative” outlook for the major equity indexes. As well, extended valuation of the SPX, investment advisor complacency, heavy use of margin debt and market breadth that remains debatable continue to be bothersome.

  • On the charts, the SPX (page 2), DJI (page 2), COMPQX (page 3) and DJT (page 3) closed lower on the day while the MID (page 4), RTY (page 4) and VALUA (page 5) closed higher. Both the MID and VALUA managed to close back above their 50 DMAs as the MID also violated its short term downtrend line that is now neutral. The SPX and DJI tested support but held. However, in spite of the rally off of the intraday lows, The SPX, DJI, RTY and VALUA remain in near term downtrends as the others are neutral. Cumulative market breadth improved marginally for the mid and small caps.
  • The data remains mixed. The All Exchange and NASDAQ McClellan OB/OS Oscillators are neutral (All Exchange:+23.88/+33.7 NASDAQ:+2.81/+1.78). However, both of the NYSE OB/OS levels are now in overbought territory at +50.4 and 66.06. The OEX Put/Call Ratio finds the pros neutral at 1.01 while both the Total and Equity Put/Call Ratios (contrary indicators) find the crowd nervous and long puts at 0.91 and 0.79 respectively.
  • Of continuing concern is the complacency on the part of investment advisors as seen by the Investors Intelligence Bear/Bull Ratio (contrary indicator) at 18.3/55.8. As well, on a market cap/price to sales basis, the SPX is at its highest valuation ever at 1.93 while margin interest has vaulted 21% on a y/y comparison. As such, we continue to believe current market risk outweighs reward for the near term.
  • Forward 12-month earnings estimates for the SPX from IBES of $132.99 leave a 5.65 forward earnings yield on a 17.7 forward multiple, near a decade high.
  • SPX: 2,342/2,373
  • DJI: 20,528/20,865
  • NASDAQ: 5,795/5,923
  • DJT: 8,906/9,200
  • MID: 1,687/1,728
  • Russell: 1,338/1,384
  • VALUA: 5,342/5,477

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