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S&P 500: Mixed Expectations Following Yesterday’s Retreat

Published 06/21/2024, 09:06 AM
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Thursday’s trading session brought more volatility for the stock market, with the S&P 500 index reaching a new record high of 5,505.53 but closing 0.25% lower. Today, the index is likely to open 0.2% lower, as indicated by futures contracts. Investors will be waiting for the important U.S. PMI releases at 9:45 a.m.; however, the main event of the day will be the so-called ‘quadruple witching’ later in the day - derivatives contracts expirations that happen once a quarter and are often accompanied by increased volatility.

In my forecast for June, I wrote:

“For the last three months, the S&P 500 index has been fluctuating along new record highs, above the 5,000 level which was broken in February. It looks like a consolidation within a long-term uptrend, but it may also be a topping pattern before some meaningful medium-term correction. What is it likely to do? As the saying goes, 'the trend is your friend', so the most likely scenario is more advances in the future.

However, a negative signal would be a breakdown below the 5,000 level. That would raise the question of a deeper correction and downward reversal. I think that the likelihood of a bullish scenario is 60/40 - a downward reversal cannot be completely ruled out. The market will be waiting for more signals from the Fed about potential interest rate easing, plus, at the end of the month, the coming earnings season may dictate the market moves.”

Investor sentiment remained rather unchanged, as indicated by the AAII Investor Sentiment Survey on Wednesday, which showed that 44.4% of individual investors are bullish, while 22.5% of them are bearish (down from last week's reading of 25.7%). The AAII sentiment is a contrary indicator in the sense that highly bullish readings may suggest excessive complacency and a lack of fear in the market. Conversely, bearish readings are favorable for market upturns.

The S&P 500 index continues to trade above its upward trend line, as we can see on the daily chart.SPX Daily Chart

Nasdaq 100 Rebounded from 20,000

The technology-focused Nasdaq 100 index reached yet another new record high of 19,979.93 yesterday, before retracing most of its Monday’s advance and closing 0.79% lower. Is this a top? For now, it looks like a correction; however, a breakdown below 19,500 would likely increase selling pressure. This morning, the Nasdaq 100 is likely to open 0.3% lower.NDX-100 Daily Chart

VIX – Above 13 Again

The VIX index, also known as the fear gauge, is derived from option prices. In late May, it set a new medium-term low of 11.52 before rebounding up to around 15 on correction worries. Recently, the VIX came back towards 12, and yesterday, it closed above 13 for the first time since early June, showing increasing fear in the market.

Historically, a dropping VIX indicates less fear in the market, and rising VIX accompanies stock market downturns. However, the lower the VIX, the higher the probability of the market’s downward reversal.VIX Daily Chart

Futures Contract – Below 5,550

Let’s take a look at the hourly chart of the S&P 500 futures contract. It retraced some of its recent advances after rebounding from Thursday’s overnight record high of around 5,588. Yesterday, the market reached a local low of 5,525, and this morning, it’s still trading along that support level. The support level is also at around 5,500, marked by the recent local highs.S&P 500 Futures Hourly Chart

Conclusion

The S&P 500 index is expected to open slightly lower this morning, and it may see an attempt at extending yesterday’s decline. However, a lot depends on the PMI data after the open and the derivatives expirations later in the day. Overall, the most likely intraday scenario is a volatile consolidation. Has the uptrend reversed yesterday? For now, it looks like a short-term downward correction, but the market may get lower before rebounding.

For now, my short-term outlook remains neutral.

Here’s the breakdown:

  • The S&P 500 reversed lower from a new record high yesterday; for now, it’s a downward correction.
  • Recently, stock prices were reaching new record highs despite mixed data and growing uncertainty.

In my opinion, the short-term outlook is neutral.

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