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Triple-Digit Drop Could Smack the Dow Back Below 13,000

By Schaeffer's Investment Research April 23, 2012, 08:25:27 AM EDT

The Dow Jones Industrial Average (DJIA) is looking at a triple-digit drop right out of the gate, as economic concerns from around the globe have stoked a bearish mood on Wall Street. With futures on all three major market indexes wallowing in the red ahead of the bell, traders may want to keep their eyes trained on a number of key technical levels that could be tested throughout the day's session.

  • The DJIA is on pace to lose its newfound footing atop the crucial 13,000 mark .
  • The S&P 500 Index's ( SPX ) 60-day moving average, with the broad-market index on pace to test this supportive trendline.
  • After shaving off 10.8% last week, will the CBOE Market Volatility Index (VIX) regain control north of 18?
Among equities in focus, short sellers increased their bearish exposure on Hasbro, Inc. (HAS ) ahead of earnings, short-term puts have been the options du jour on SunTrust Banks, Inc. (STI - 22.60), and Kellogg (K ) is set to drop following its first-quarter results.

And now, on to the numbers...

Dow, S&P and Nasdaq futures

Market Statistics

Equity option activity on the Chicago Board Options Exchange ( CBOE ) saw 1,725,784 call contracts traded on Friday, compared to 1,107,349 put contracts. The resultant single-session put/call ratio arrived at 0.64, while the 21-day moving average was 0.64.

NYSE and Nasdaq summary

Volatility indices

Currencies and Commodities

  • The U.S. dollar index is up 0.5% this morning to trade at $79.52.
  • Crude oil is retreating , with the front-month contract 0.8% lower at $103.03 per barrel.
  • Elsewhere, gold futures are down 0.7% at $1,631.90 an ounce.

Currencies and commodities

In earnings news, Hasbro, Inc. (HAS - 35.92) swung to a first-quarter loss of $2.58 million, or 2 cents per share. Excluding items, earnings arrived at 4 cents per share, while revenue backpedaled 3.4% to $648.9 billion. The results fell short of analysts' expectations for a per-share profit of 8 cents on $667 million in sales. Short sellers increased their bearish exposure by 11.8% during the latest reporting period, and short interest now accounts for 7.4% of the stock's available float. HAS is down 3.4% in pre-market trading.

SunTrust Banks, Inc. (STI - 22.60) said its first-quarter profit rose 39% to $250 million, or 46 cents per share. Revenue, meanwhile, improved 5% to land at $2.2 billion. Wall Street was anticipating earnings of 33 cents per share on revenue of $2.1 billion. Options players have preferred near-term puts on STI, with the stock's Schaeffer's put/call open interest ratio (SOIR) of 1.54 sitting in the 90th percentile of its annual range. STI is up 0.2% ahead of the bell.

Finally, Kellogg (K - 53.99) reported a first-quarter profit of $1.00 per share, while net sales dipped by 1.3%. Due to the weaker-than-expected quarterly performance, the company also slashed its full-year earnings outlook to a range between $3.18 and $3.30 per share. The guidance fell short of Wall Street's forecast of $3.48 per share. Analysts remain skeptical of K, with 82% maintaining a "hold" or "sell" suggestion toward the stock. K is looking at a 5.8% drop right out of the gate.

Earnings and Economic Data

There are no major economic reports scheduled today, although Netflix ( NFLX ) , Texas Instruments ( TXN ), ConocoPhillips ( COP ) , D.R. Horton (DHI), Zions Bancorporation (ZION), and Brinker International (EAT) are all due to take their turns in the earnings confessional.

Overseas Trading

European stocks have turned south at midday, as political uncertainty in France has sparked a ripple of anxiety. Meanwhile, Markit's preliminary composite euro-zone PMI for April unexpectedly tumbled to a 34-month low of 46.0, pointing to ongoing contraction in regional manufacturing activity. At last check, the German DAX dropped 2.7%, the French CAC 40 fell 2.3%, and London's FTSE 100 lost 1.9%.

Overseas markets

Unusual Put and Call Activity:

For an explanation of how to use this information, check out our Education Center topics on Option Volume and Open Interest Configurations .

Unusual options activity - puts

Unusual options activity - calls

Every morning, our research staff analyzes the prior day and the overnight markets, and monitors the morning wires to give you an accurate preview of the day to come. If you enjoyed today's edition of Opening View, sign up here for free daily delivery, straight to your inbox, before the opening bell.




The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of The NASDAQ OMX Group, Inc.


This article appears in: Investing, Options

Referenced Stocks: CBOE, COP, NFLX, SPX, TXN



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