SPX At New Closing High

Published 10/29/2019, 10:42 AM
Updated 07/09/2023, 06:31 AM
NDX
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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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US10YT=X
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MID
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VIX
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SPX at New Closing High

Near Term Outlook Remains Neutral

The indexes closed mostly higher Monday with positive internals on the NYSE and NASDAQ as NYSE volumes rose from the prior session on both exchanges. The charts saw some new closing highs as well as violations of resistance, leaving them in positive trends. The data remains generally neutral as well with the exception on the NASDAQ OB/OS being overbought. Yet with all of these positive factors present, we are maintaining our near term “neutral” outlook or the major equity indexes due to issues discussed below that suggest better buying opportunities may lie ahead.

On the charts, all of the indexes closed higher Monday with the one exception of the DJT (page 4) posting a minor loss.

· Positive events occurred on the SPX (page 2) and NDX (page 3) with both hitting new all-time closing highs.

· The DJI (page 2), COMPQX (page 3), MID (page 4) and RTY (page 5) closed above their respective resistance levels as well.

· As such, all of the charts are in near term uptrends as are the cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ. We reiterate our concern, however, on the NSDAQ‘s A/D making a notably lower high as discussed previously.

· The stochastic levels remain a concern as all are well into overbought conditions. While they can stay that way for a while, we have seen these conditions four times this year, each of which was followed by a notable correction.

· The VIX is sending the same signal as its Friday close below 13.00 was seen twice this year with the same eventual result.

The data remains mostly neutral including most of the 1-day McClellan OB/OS Oscillators with the exception on the NASDAQ 1 day now being overbought (All Exchange:+43.24 NYSE:+31.24 NASDAQ:+57.36).

· The detrended Rydex Ratio (contrary indicator) remains neutral at +0.4.

· This week’s AAII Bear/Bull Ratio (contrary indicators) remained bullish at 34.33/29.33. However, the Investor’s Intelligence Bear/Bull Ratio (contrary indicator) stayed bearish at 17.2/47.6 suggesting an excess of bullish sentiment on the part of investment advisors continues.

· The % of SPX stocks trading above their 50 DMAs is a neutral 64.6%. Insider buying has cooled as it slipped to a 36.2 neutral Open Insider Buy/Sell Ratio.

· Valuation continues to compress with forward 12 month earnings estimates for the SPX slipping down to $172.65 via Bloomberg, leaving the forward p/e at a 17.6 multiple while the “rule of twenty” finds fair value at 18.2.

· Said SPX estimates have been shrinking daily over the past several sessions.

· The 10-Year Treasury yield stands at 1.85%.

· The earnings yield is 5.68%.

In conclusion, while the charts are sending a positive message, the VIX, stochastic levels, insiders cooling on their buying activity and the consistent slide in forward SPX estimates suggest we maintain our “neutral” outlook.

  • SPX: 2,994/NA
  • DJI: 26,742/27,212
  • Nasdaq: 8,173/8,330
  • NDX: 7,911/NA
  • DJT: 10,657/10,858
  • MID: 1,939/1,983
  • Russell: 1,529/1,588
  • VALUA: 6,190/6,318
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