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Writer's picturePeter Lee

SPX Price, Breadth, and Sentiment

Technical trading often focuses on price, market breadth, and sentiment.


Price


Price is the most important indicator. Typically, the price is the final judge and jury. The long-term primary trend is far more significant than the medium-term trend, and the medium-term trend tends to override the short-term trend. A price breakout or breakdown offers insights into the validity of new highs or new lows.


Although there remain uncertainties about the COVID-19 variant, inflation concerns, reopening headwinds, the S&P 500 Index (SPX) has been resilient as the recent 2-month consolidation between 3,694-3,723 and 3,950-3,984 is setting the stage for the next rally. A convincing move above 3,950.43-3,983.87 confirms a technical breakout and suggests 256.31-points or the next SPX target of 4,207. Initial support rises to 3,950.43-3,983.87 (3/19/21), and below this to 3,853.5-3,888 (50-day ma and 3/25/21 low), 3,723-3,761 (3/4/21 low and the bottom of the triangle/channel). Violation of 3,694-3,723 warns of a deeper correction to major support at 3,553 (200-day ma) and 3,438-3,467 (breakdown target).


Market Breadth


Market breadth means market participation. The advancing issues minus declining issues indicator (A/D) is a popular measure of market breadth. Breadth analysis is a way to determine whether the rally or decline is either broad-based or narrow-based. When the market trades to new highs, a narrowed advance (weak A/D trend) warns that relatively few stocks are involved in the rally. Conversely, a broadening or expanding breadth (strong A/D trend) hints at many stocks participating in the rally. A healthy and sustainable bull market will typically have the market breadth indicator confirming new all-time highs when SPX records new all-time price highs.


The backing and filling process over the past two months may have alleviated an overbought condition. The ability of the SPX Index to breakout above 3,950.43-3,983.87 is bullish. When the SPX advance-decline market breadth indicator also breakout above the top of its uptrend channel, this would further reaffirm the SPX price highs. The new 52-weeks high technical indicator has also rallied sharply to a recent high of 108 stocks (3/8/21) and has now fallen to a current reading of 32. If the two breadth indicators (A/D line and the New 52-week highs) also breakout, this would bode well for SPX to achieve its next technical target of 4,207.


Market Sentiment


Market sentiment is also called investor sentiment. Market behavior or psychology is crucial to understanding the sustainability of market trends and uncovering extreme market conditions. Investors are human beings, and as such, they are emotional creatures. The market sentiment studies help to convey the behaviors of market participants (i.e., retail, professional, smart money, informed, and uninformed investors). Generally, sentiment indicators can be bullish, bearish, or complacent. When everyone acts in the same way or adopts similar behaviors, this is called herd mentality, mob mentality, or herding. Because sentiment indicators are contrarian by nature, when most investors are bullish, it implies a market may be nearing a peak, and a reversal is forthcoming. When most investors are bearish, the market may be nearing a bottom. A third scenario is a complacent market. Complacency is often the direct result of the behavior of buyers and sellers becoming comfortable with the consensus view. Complacency is a necessary precondition of speculative bubbles. Numerous market sentiment indicators are available to track investment behavior. Among the widely used sentiment indicators are AAII bull/bear survey, Put/Call Ratio, and VIX implied volatility index.


AAII Bullish sentiments have been rising in weeks. It is now trading at 45.80% falling slightly from a recent high of the low-50s. The AAII Bearish sentiments have also steadily declined in recent weeks and are now trading at 23.20%. The diverging trends suggest retail investors are positive on the outlook of the stock market but are not yet at extreme levels. Another sentiment indicator, CBOE Put/Call Ratio (0.74) has backed off from its recent highs near 0.90-0.95, suggesting investors are favorable on SPX. A third sentiment indicator, SPX implied volatility VIX Index (VIX – 17.33) has finally violated crucial support below 19.5-20. The breakdown suggests VIX can decline toward 10-12 to retest the mid-2018 and 2019 lows. A declining VIX trend bodes well for SPX to trend higher possibly toward 4,207, near-term.

Attached is the daily chart of the SPX Index and the associated technical indicators.


Source: Courtesy of StockCharts.com

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