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Two Indexes Turn Neutral As Rally Pauses

Published 10/28/2022, 09:40 AM
Updated 07/09/2023, 06:31 AM
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The major equity indexes closed mixed on Thursday, ending the day at or near their intraday lows. Internals were positive on the NYSE but negative on the Nasdaq, as trading volumes declined on both. In our view, the market “pause” suggested by the data noted yesterday continued.

On the charts, two of the indexes shifted down to neutral from bullish, while market cumulative breadth remains mostly positive. Unfortunately, the McClellan 1-day OB/OS Oscillators remain on warning signals as all are overbought, with stochastic readings in the same condition as one bearish crossover signal was generated yesterday. So, while we believe current extremely bearish investor sentiment represents a potential positive for the markets, the data and charts, in our opinion, still suggest some further consolidation/pause of the recent rally’s gains.

On the charts, the major equity indexes closed mixed yesterday with the SPX, NASDAQ Composite and NASDAQ 100 posting losses as the rest managed minor gains.

  • All closed at or near their intraday lows.
  • Market breadth and up/down volumes were positive on the NYSE, but negative on the NASDAQ.
  • As the market again retreated from its early intraday highs, the COMPQX and NDX closed below their near-term uptrend lines, turning neutral from bullish, while the NDX also closed below support.
  • The rest of the charts remain in near-term uptrends.
  • Market cumulative breadth remains positive on the All Exchange and NYSE with the NASDAQ's neutral.
  • Stochastic readings are still quite overbought on the charts, with the NDX flashing a “bearish crossover signal” at the close.

The data finds the McClellan OB/OS Oscillators remaining cautionary and overbought with the NYSE’s very overbought (All Exchange: +90.58 NYSE: +105.72 Nasdaq: +87.3).

  • The percentage of SPX issues trading above their 50 DMAs (contrarian indicator) rose to 50%, staying neutral.
  • The Open Insider Buy/Sell Ratio lifted to 43.5, also staying neutral.
  • The detrended Rydex Ratio dipped to -1.75 and continues its bullish signal, dropping from its prior very bullish implications prior to the rally.
  • This week’s AAII Bear/Bull Ratio dipped to 2.49 but remains near a level of bearish sentiment only surpassed twice in the past two decades, those times being during the banking crisis in 2009 and the COVID pandemic in 2020.
  • Also, this week’s Investors Intelligence Bear/Bull Ratio was 40.3/31.3 and remains bullish.
  • The forward 12-month consensus earnings estimate from Bloomberg for the SPX took another step down to $228.23. As such, its forward p/e is 16.7 and at a premium to the “rule of 20” ballpark fair value of 16.1.
  • The SPX forward earnings yield is 6.0%.
  • The 10-year Treasury yield closed lower at 3.94%. We continue to view support as 3.85% with resistance at 4.43%.

In conclusion, yesterday’s fade from its intraday highs with the McClellan OB/OS Oscillators and stochastics on cautionary signals, in our opinion, continue to imply some further consolidation of the rennet rally gains. We would be buyers on weakness near support.

SPX: 3,745/3,904
DJI: 30,757/32,022
COMPQX: 10,734/11,348
NDX: 11,157/11,402
DJT: 12,834/13,521
MID: 2,319/2,408
RTY: 1,720/1,810
VALUA: 8,121/8,350

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