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Writer's picturePeter Lee

Market Volatility Peaking?

U.S. stock indexes closed sharply lower today after the release of the U.S. consumer-price index (CPI) for April. CPI rose 4.2% from a year ago, far exceeding the street consensus forecasts of an increase by 3.6%. The month-over-month rise of 0.8% also was well above the street's forecast of 0.2%. CPI has now increased at the fastest rate since September 2008.


The CPI report re-ignited fears of rising inflation and concerns the Federal Reserve may taper its easy monetary policies much earlier than expected.


On Wednesday, heavy selling resumed in many of the technology stocks and high-growth names. The selling spread to other markets as well. The Dow Jones Industrial Average (INDU) fell 681.50 points or -1.99%, suffering one of its largest one-day percentage declines since earlier in the year. The S&P 500 Index (SPX) also declined 89.06 points or -2.14%. After bouncing back from a severe decline yesterday, the Nasdaq Composite Index (COMPQ) resumed its selling as it lost 357.75 points or -2.67%.


Many investors remain perplexed by the recent selling in the stock market, as the recovery from the COVID pandemic and the reopening of the economy is favorable news. The fact the 10-year U.S. Treasury yield (TNX) rallied 7 basis points to 1.693% in one of the biggest rises in rates in the past two months. The U.S. Dollar Index (USD) also rallied today, up 0.56 points or 0.7%, jumping after the CPI reading. On the commodities front, WTI crude oil advanced 1.5% to 66.25 a barrel. On the international side, several international indexes such as Europe 600 finished 0.3% higher, FTSE 100 Index gained 0.8%, Hang Seng Index rallied 0.8% higher.


Technically speaking, the concerns about rising inflationary expectations and the FED tapering fears are reflected by the recent sharp jump in market volatility as evidenced by the three implied volatility indexes – VIX SPX Implied Volatility (27.59 – up 5.75 or +26.33% today), VXD INDU (25.36 – up 6.06 or +31.40%), and VXN NDX (31.87 – up 4.01 or +14.39%).


Enclosed below are the implied volatility charts of SPX, INDU, and NDX. Technical breakouts or failed breakouts may signal the next directional trend of the US stock market. Failure to breakout can result in the capitulation of the recent strong selling pressure. For instance, the VIX Index shows key resistance residing near the top of its 1-plus year downtrend channel at 35-37.5. The key resistance zone for the implied volatility of INDU (VXD) is 34-35. The NDX 100 implied volatility index (VXN) has recently moved above its 50-day (26.16) and 200-day ma (29.96). However, there is formidable resistance near 37-38 or the top of a 1-year descending triangle pattern.



Source: Courtesy of StockCharts.com

Source: Courtesy of StockCharts.com

Source: Courtesy of StockCharts.com

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