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S&P 500 sector analysis for Aug 22, 2008

Below we present our sector analysis for the S&P 500. We have looked at three characteristics:
  1. Percentage of stocks in a sector whose Aroon analysis indicates they are in an UP trend
  2. Percentage of stocks in a sector whose DMI analysis indicates they are in an UP trend
  3. Percentage of stocks in a sector that are trading with their 20-day moving average above their 50-day moving average.
Each of these characteristics would tend to be associated with a bullish trend. The following bar chart presents our results:

S&P 500 Sector Analysis, 08-22-2008
The first fact that jumps out is that Energy has become the clear laggard. How the mighty have fallen! It is no surprise we saw an over-sold bounce in oil last Thursday.

At the other end of the spectrum, Health Care and Consumer Staples are doing quite well, reflecting the popularity of defensive positioning among market participants.

Consumer Discretionary, a previously out of favor sector, has made great progress. In my opinion, however, it is questionable whether this sector can hold on to its gains. With back-to-school shopping currently underway, we should soon see whether the sector justifies its popularity.

There has been a great deal of focus on the Financial sector and how it has rallied so strongly off its lows. Looking at the sector results above, it appears that Financials are not doing all that great at the moment. It's no wonder, with the continuing stream of negativity revolving around Fannie and Freddy, auction-rate-securities, the housing market, etc.

Pulling back to view the S&P 500 as a whole, the chart below shows the recent progress of the index.

S&P 500, 08-22-2008
In this chart, it appears that the index has broken the up-trend that has been forming since the July low. We now have a situation where the index started making lower lows last Monday and didn't show any gains until Thursday and Friday. Friday's closing high, however, establishes the second lower high since the current rally peaked back on August 13.

In summary, it can be said that our sector analysis indicates that the stocks making up the S&P 500 are in a so-so condition. Roughly speaking, most sectors are lucky if half of the stocks making up the sector are showing bullish characteristics from a technical analysis point of view.

Combine the sector situation with the recent weakness in the overall index (lower highs and lower lows) and it raises flags of caution. If the S&P can't continue Friday's rally, investors may need to prepare for another trip down to the area of the July lows.

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