Some Indexes Test Support

Published 10/24/2016, 09:40 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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US2000
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IXIC
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DJT
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MID
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COMPQX Closes Above 50 DMA

Opinion

Most of the indexes closed fractionally lower Friday with mixed internals on the NYSE and negative internals on the NASDAQ. Volumes rose on the NYSE and fell on the NASDAQ versus the prior session. All closed near their intraday highs as some of the charts saw successful tests of their respective support levels. As such, the charts remained little changed. The data is continuing its mostly neutral message with one of the indicators turning positive. We remain near term “neutral/positive” in our outlook for the major indexes and “neutral” for the intermediate term given the forward valuation of the SPX remaining near historically high levels.

  • On the charts, the only index closing higher Friday was the COMPQX (page 3) that also managed to close back above its 50 DMA. It remains within its current trading range with a recent series of higher lows that, in our opinion, implies a possible test of resistance over the near term. The rest of the indexes closed fractionally lower but well off of their intraday lows as the DJI (page 2), DJT (page 3) and RUT (page 4) saw successful tests of their respective support levels. There have been other successful tests of support of late that lead us to the speculation that the supply/demand equation is gradually shifting to demand taking the upper hand. This may translate into tests of resistance and/or short term downtrend lines over the near term, in our opinion.
  • The data remains largely neutral with one encouraging data point. All of the McClellan OB/OS Oscillators are neutral (All Exchange: -17.67/-40.28 NYSE:-7.62/-34.42 NASDAQ:-29.7/-45.29) as wells as the Equity Put/Call Ratio (0.56) and Gambill Insider Buy/Sell Ratio (15.8). The encouragement is coming from the OEX Put/Call Ratio (smart money) that has turned bullish at 0.72 as the pros are now long calls and expecting some degree of strength after having been largely weighted in puts for most of last week.
  • In conclusion, we remain near term “neutral/positive” due to the recent chart action suggesting selling pressure may be starting to abate while the data, although mostly neutral, is starting to offer some slight encouragement. Forward valuation of the SPX staying near historically high levels leaves our intermediate term view at “neutral”.
  • Forward 12-month earnings estimates for the SPX from IBES of $128.87 leave a 6.02 forward earnings yield on a 16.6 forward multiple.
  • SPX: 2,120/2,171
  • DJI: 18,078/18,335
  • NASDAQ: 5,172/5,274
  • DJT: 7,954/8,144
  • MID: 1,511/1,550
  • Russell: 1,211/1,238
  • VALUA: 4,812/4,968

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