Some 50 DMAs Regained

Published 05/17/2016, 09:06 AM
Updated 07/09/2023, 06:31 AM

Opinion

All of the indexes closed higher yesterday with positive internals as volumes rose slightly from the prior down session. Most closed at or near their intraday highs. Although no resistance levels were violated, a number of index charts saw their 50 DMAs regained, offering a slight positive. The data is now fairly evenly split with all of the McClellan OB/OS Oscillators in neutral territory. The combination of minor chart improvements and data is causing us to return to our prior “neutral” near term outlook for the indexes while the intermediate term remains “neutral” as well, now due to a needed improvement in market breadth.

On the charts, all of the indexes closed higher with most closing at or near their intraday highs, with the exception of the DJT closing at its midpoint. Although volumes were modest, they were slightly higher than Friday’s down session. The SPX (page 2), DJI (page 2), RUT (page 4) and VALUA (page 5) all closed back above their 50 DMAs, offering some minor improvement. However, all of the short term downtrends for the indexes remain intact while resistance levels have yet to be violated. So although we saw some positive action, said downtrends and resistance level violations are needed in order to become more enthusiastic.

The data is fairly even with all of the McClellan OB/OS Oscillators in “neutral” territory. The Total and Equity Put/Call Ratios (contrary indicators) have also turned neutral. The split of the other data comes from the OPEX Out/Call Ratio (smart money) showing the pros flipping back to being very heavy in puts and expecting weakness at 2.79 while the Gambill Insider Buy/Sell Ratio, although still neutral, continues to exhibit increased buying activity on the part of insiders as it continues to rise, now registering a 23.5 reading. As such, the data is not weighted in any particular direction, thus sending a neutral signal.

In conclusion, the minor improvement in the charts combined with the balanced data result in our returning to our prior “neutral” short term outlook for the indexes.

For the intermediate term, we remain “neutral”, although valuation has moderated to some degree, due to a needed improvement in breadth.

Forward 12-month earnings estimates for the SPX from IBES of $124.44 leave a 6.02% forward earnings yield on a 16.6 forward multiple.

  • SPX: 2,039/2,083
  • DJI: 17,480/17,947
  • NASDAQ: 4,716/4,832
  • DJT: 7,433/7,662
  • MID: 1,423/1,469
  • Russell 1,094/1,129
  • VALUA: 4,499/4,631

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