SPX Violates Short-Term Uptrend Line

Published 12/23/2016, 10:01 AM
Updated 07/09/2023, 06:31 AM
US500
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DJI
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RTYH25
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IXIC
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DJT
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MID
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VIX
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Near-Term Outlook Remains “Neutral”

Opinion

All of the indexes closed lower yesterday with negative internals as volumes rose from the prior session. While no support levels were violated, the SPX (page 2) did close below its short term uptrend line. The data remains largely neutral in nature with the exception of some of the psychology levels. As such, there is not yet enough evidence coming from the charts or data to cause a shift in our near term “neutral” outlook for the major indexes. However, valuation, investor psychology and price extensions above 50 DMAs with low VIX levels are still of some concern, in our opinion.

  • On the charts, all of the indexes closed lower yesterday with negative internals on higher trading volumes from the prior session. The only technical even of note was the SPX closing below its short term uptrend line, following in the footsteps of the DJT (page 3), MID (page 4), RTY (page 4) and VALUA (page 5) last week. As stated previously, breaks of uptrends may only result in a period of sideways trade before resuming the prior uptrend. However, they may also presage a new downtrend. Violations of support would be required to confirm the latter.
  • Although the bulk of the trends are only neutral at the moment, there are other issues that continue to concern us. The first remains the degree to which the indexes are extended above their respective 50 DMAs suggesting the possibility of a test of said DMAs. The second is the low level of the VIX (page 9). We noted in yesterday’s piece the “hammer” formation on the VIX suggesting the increased potential of some volatility reentering the markets that is usually accompanied by price weakness. Both issues need to be monitored closely.
  • The data is largely neutral including all of the McClellan OB/OS Oscillators (All Exchange:-0.41/+29.98 NYSE:+3.8/+32.4 NASDAQ:-26.88/+14.27). The WST Ratio/Composite (41.9/132.5), Equity Put/Call Ratio (0.67) and Gambill Insider Buy/Sell Ratio (10.4) are neutral as well. However, the Rydex Ratio (contrary indicator) is at peak levels of leveraged ETF trader’s bullish sentiment at 72.8 while the Investors Intelligence Bear/Bull Ratio (contrary indicator) sees advisors excessively bullish as well at 19.6/59.8. So while the data is fairly even, too many investors on one side of the boat is potentially dangerous.
  • In conclusion, while there are issues of some concern as noted above, there has not been enough of a shift in the charts or data to alter our near term “neutral” outlook for the major equity indexes. Extended forward valuation of the SPX keeps the intermediate term view “neutral” as well.
  • Forward 12-month earnings estimates for the SPX from IBES of $131.02 leave a 5.79 forward earnings yield on a 17.3 forward multiple, a 12-year high.
  • SPX: 2,199/2,273
  • DJI: 19,115/19,975
  • NASDAQ: 5,306/5,490
  • DJT: 9,041/9,381
  • MID: 1,618/1,690
  • Russell: 1,350/NA
  • VALUA: 5,170/5,374

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