SPX Chart Turns Neutral

Published 05/15/2017, 09:25 AM
Updated 07/09/2023, 06:31 AM

Near Term Outlook Remains “Neutral”

Opinion: The bulk of the indexes closed lower Friday with the one exception of the COMPQX closing higher. Internals were negative on both the NYSE and NASDAQ as volumes declined on both exchanges from their prior session. There was one change in near term trend on the charts while the data remains largely in neutral territory. So while we continue to have some concerns for the markets, both the data and charts, in our opinion, continue to suggest the near term probabilities for progress as “neutral”.

  • On the charts, the only index managing to close higher Friday was the COMPQX (page 3). However, we would continue to note that a bearish divergence is occurring on the NASDAQ Advance/Decline Line (page 9). Participating breadth continues to erode on the NASDAQ. The rest of the indexes closed lower with the DJT (page 3) testing support while the MID (page 4) closed on support. Should either of the indexes violate, greater caution would be warranted. The SPX (page 2) closed below its short term uptrend line, joining the rest of the indexes in their current neutral sideways patterns.

  • The data remains largely neutral including all of the McClellan OB/OS Oscillators (All Exchange:-30.42/+18.62 NYSE:-34.17/+25.23 NASDAQ:-29.2/+16.32) as well as the Equity Put/Call Ratio (0.57) and Open Insider Buy/Sell Ratio (34.7). The Total Put/Call Ratio (contrary indicator) is mildly bearish at 0.85 with the crowd leaning to calls while the OEX Put/Call Ratio is now a bearish 2.02 as the pros have jumped the fence to being very long puts and expecting near term weakness.

  • In conclusion, while deteriorating breadth on the NASDAQ and extended forward valuation of the SPX based on forward 12 month earnings estimates near historically high levels continue to cause us some concern, at the current time the charts and data continue to imply a “neutral” near term outlook for the indexes is most appropriate.

  • Forward 12 month earnings estimates for the SPX from IBES of $134.56 leave a 5.63 forward earnings yield on a 17.8 forward multiple, near a decade high.

SPX: 2,381/NA

DJI: 20,659/21,008

COMPQX; 6,053/NA

DJT: 8,984/9,231

MID: 1,719/1,749

RTY: 1,377/1,400

VALUA: 5,447/5,554

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