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Tuesday, December 22, 2015

These 3 charts are flashing warnings of a bear market.

While the major market indices have been treading water recently, several indicators are flashing warning signs of a major market decline.
When it comes to bull markets, broad participation by individual stocks is necessary to supply the fuel for the rally. When the health of the rally weakens, it is possible for a few big stocks to continue to drive the major market indices up, while increasing numbers of smaller stocks suffer declines. This occurs at all major market tops.
There are approximately 2,800 companies listed on the New York Stock Exchange, and there are several measures to examine what’s happening under the proverbial market hood. 

The NYSE advance-decline line, or “market breadth," is a running total of the total stocks on the exchange that closed up for the day minus those that closed down. Looking at a weekly chart of the S&P 500 index, we see the rally that commenced in 2009 has been contained in a healthy upwardly-sloping trend channel.
However, the blue NYSE advance-decline line itself just broke its trend channel to the downside. Accordingly, this demonstrates that fewer and fewer stocks have been participating in the bull market rally since the peak of the indicator that occurred in May, 2015. 
Another method of examining market internals is to measure the number of stocks that are making new 52 week highs. As would be expected, a healthy rally is concurrent with many stocks making new highs for the year.
This indicator is very volatile, so a smoothing factor of 200 days is applied. The downward trend since mid-2013 is apparent, and the recent breach of the blue support line indicates that the health of the current bull market is in jeopardy. 


Finally, the number of stocks that are trading below their 200 day moving average is another gauge of overall market weakness. The higher the number (below, green), the more stocks are trading below their critical 200 day moving average support line.
During the market panic of August, 2015, this indicator broke above the red resistance line created in late 2012, flashing warning signs. If it crosses above this line again, it would signal extreme duress in the markets.
While market fundamentals typically dominate the headlines, market internals are oft-overlooked indicators that can give investors a heads-up when to be on heightened alert. Currently, we are seeing the most weakness since the commencement of the 2009 secular bull market. 

By: 
Review: Emerging Market Formulations & Research Unit, Flagship Records.
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