Support Levels Hold

Published 10/14/2016, 10:19 AM
Updated 07/09/2023, 06:31 AM
US500
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Large-Cap Charts Imply Short Term Bottom

Opinion

The bulk of the indexes closed lower yesterday, with the exception of the DJT, with negative internals as volumes rose from the prior session. However, no support levels were violated while some of the large cap indexes put in technical formations suggesting a short term bottom may have been achieved. Most closed near their intraday highs and well above their intraday lows. The data, in aggregate, is sending a slightly positive message as well. As such, we are reversing our short term outlook back to “neutral/positive” from “neutral while high forward valuation of the SPX keeps our intermediate term view at “neutral”.

  • On the charts, only the DJT (page 3) managed to close higher yesterday as market internals were broadly negative on higher volume. However, we are of the opinion that the skies are not as dark as they may seem. The bulk of the indexes closed well off of their intraday lows with the SPX (page 2) and DJI (page 2) putting in “hammer” formations suggesting a possible washout of sellers for the near term. The pattern implies heavy selling pressure early in the session was finally exhausted as buyers moved in to lift the indexes well off of their lows. The DJT (page 3) and MID (page 4) tested supports while the COMPQX (page 3) and VALUA (page 5) violated support during the session but managed to close above by the close. The one technical fly in the ointment, in our opinion, is the continued weakening of market breadth.
  • The data, when viewed as a whole, is sending a slightly positive message as all of the 1-day McClellan OB/OS Oscillators remain oversold (All Exchange:-71.32 NYSE:-76.71 NASDAQ:-82.83). The WST Ratio is a bullish 33.5 while the new AAII Bear/Bull Ratio (contrary indicator) finds the crowd largely negative in their outlook as bears outnumber bulls 33.73/25.47. However, the OEX Put/Call Ratio (smart money) finds the pros remaining long puts and expecting more weakness at 1.58.
  • In conclusion, the ability of the indexes to recover the lion’s share of yesterday’s weakness by the close, resulting said “hammer” formations, combined with the current data message is sufficient to shift our short term outlook back to “neutral/positive” from “neutral”. The intermediate view remains “neutral” due to SPX valuation levels.
  • Forward 12-month earnings estimates for the SPX from IBES of $129.10 leave a 6.05 forward earnings yield on a 16.5 forward multiple.
  • SPX: 2,120/2,171
  • DJI: 18,078/18,335
  • NASDAQ: 5,205/5,274
  • DJT: 7,954/8,144
  • MID: 1,511/1,550
  • Russell: 1,211/1,238
  • VALUA: 4,848/4,968

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