Wednesday, March 17, 2010

Equities On Track … Initial Divergences in Breadth [$UBS Capital Markets Research]

  • US Trading: The trading set-up in equities is virtually unchanged to last week. Daily momentum indicators are at overbought extremes, put/call ratios are strongly declining and intraday momentum is deteriorating, so the upside seems to be capped on a short-term basis. However, with trending indicators in outright bullish position and a successful breakout in the banking index, the underlying trend picture remains bullish, meaning any kind of pullback/ consolidation should be short lived.
  • From a cyclical standpoint, we still see the risk of some minor weakness into next week before the market resumes its underlying bull trend into April. Our targets on the upside remain unchanged. After a short-term pullback to 1135/1128 we continue to anticipate a final SPX target between 1200 and 1230.
  • US Strategy: Last week we highlighted the still bullish but overbought market breadth. Although the NYSE Advance/Decline line hit another all-time high last week, we are seeing initial signs of weakening momentum in market breadth. The number of new 52-week highs at the NYSE is starting to deteriorate and we have a developing divergence between the semiconductor index and the SPX. This is the first piece of evidence that equities are on the verge of a major distribution phase, which however usually lasts several weeks before moving into its ultimate top.


28463529 UBS Equities Technical Analysis Mar 16 2010

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