Trading Signals: FEX Stock Price Prediction and Forecast

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Wed. Dec. 24, 2014

Trading Signals: FEX Stock Price Prediction and Forecast (Mon. Mar. 17, 2014 - Wed. Jul. 26, 2023)

(First Trust Large Cap Core AlphaDEX Fund)
FEX latest price $43.8384 (0.17%) ($43.7718 - $43.9050) on Wed. Dec. 24, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.03% (three month average)
RSI   55
Latest Price   $43.8384(0.17%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   FEX advances 0.8% a day on average for past five trading days.
Weekly Trend   FEX advances 1.1% a week on average for past two weeks.
Market Behavior   Value stocks sell-off for large cap. Normal for small cap.
Correlated ETFs   Broad market will support FEX advance at 0% a week (0% probability)
QQQ(31%)    SPY(31%)    IVE(30%)    VT(30%)    XLV(30%)
Factors Impacting FEX price   FEX will decline at least -0.515% in a week (0% probabilities).
VIXM(-31%)    TLT(-16%)    SHY(-14%)    BND(-8%)    GLD(-7%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.515% (StdDev 1.03%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $43.58(0.59%)
10 Day Moving Average   $42.76(2.52%)
20 Day Moving Average   $42.83(2.35%)
To recent high   0%
To recent low   13.2%
Market Cap   $N/A

$. FEX price fluctuates within 1.63% (three month std-dev: 1.03%) daily (68% of days).

Sample size 3 Average positive next day return: 0.94%(100%) Average negative next day return: 0%(0%) Sample size 3 Average positive next three day return: 2.18%(67%) Average negative next three day return: -2.02%(33%) Sample size 3 Average positive next weekly return: 4.7%(33%) Average negative next weekly return: -3.24%(67%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20150124

i	Date	ema100	ema20	ema10	ema5	Slow Hourly Trend	Fast Hourly Trend	Close	Pattern	Trade	P	SMA5 BBV	WTF	lsma10 Trend	ema5 Trend	ema10 Trend	Volume millions	Quarterly Strength	100 Daily Trend	Daily Trend Force	Daily StdDev	Hourly BBV	BBV	RSI	VIXCD
1	Dec_24_2014	41.85	42.83	42.76	43.58	43.64	43.81	43.84(0.17%)	UT	OpenLong	75	0.4	41	30	29	75	0.13	55%	0.07	20.2	1.03%	0	1.4	55	0
2	Dec_23_2014	41.82	42.79	42.59	43.25	43.42	43.65	43.76(0.37%)	UT	OpenLong	75	0.8	45	50	45	44	0.37	54%	0.07	10.8	1.03%	0	1.4	53	0
3	Dec_22_2014	41.79	42.77	42.48	42.76	42.94	43.48	43.6(0.2%)	UT	OpenLong	75	1.3	37	100	47	7	0.33	52%	0.07	-4.6	1.03%	0	1.3	55	0
4	Dec_19_2014	41.76	42.74	42.39	42.36	42.44	43.18	43.52(0.77%)	N/A	N/A	0	1.8	47	130	67	-14	0.19	52%	0.07	-18.4	1.04%	0	1.2	57	0
5	Dec_18_2014	41.73	42.71	42.33	42	42.01	42.39	43.19(2.38%)	N/A	N/A	0	2	24	60	48	-48	0.37	52%	0.02	-31.5	1.04%	0	0.8	50	0

6	Dec_17_2014	41.72	42.68	42.31	41.85	41.76	41.69	42.18(2.06%)	DP	OpenShort	-75	0.5	-23	-20	-1	-87	0.26	49%	0.02	-38.3	1%	0	-0.8	38	0
7	Dec_16_2014	41.71	42.72	42.4	41.84	41.91	41.63	41.33(-0.57%)	DT	OpenShort	-75	-0.9	-52	-40	-34	-106	0.23	47%	-0.02	-37.7	0.96%	0	-2.4	26	0
8	Dec_15_2014	41.72	42.8	42.57	42.16	42.14	41.84	41.57(-0.42%)	DT	OpenShort	-75	-1.2	-51	-50	-38	-89	0.6	47%	0	-28.1	0.97%	0	-2.5	27	0
9	Dec_12_2014	41.72	42.85	42.69	42.41	42.37	42.2	41.74(-1.59%)	DT	OpenShort	-75	-1.7	-45	-30	-34	-77	0.57	46%	-0.02	-16.1	0.97%	0	-2.8	32	0
10	Dec_11_2014	41.73	42.9	42.83	42.69	42.62	42.44	42.42(0.61%)	DP	OpenShort	-75	-0.8	-26	-30	-18	-49	0.15	48%	0.02	6.5	0.95%	0	-1.5	43	0

11	Dec_10_2014	41.72	42.92	42.92	42.83	42.8	42.55	42.16(-1.72%)	DT	OpenShort	-75	-2.2	-30	-40	-28	-36	0.2	48%	0	25	0.95%	0	-2.5	43	0
12	Dec_9_2014	41.72	42.95	43.04	42.83	42.97	42.79	42.9(0.24%)	DP	OpenShort	-75	-0.5	-16	-30	-18	-9	0.13	49%	0.02	65.1	0.92%	0	-0.2	52	0
13	Dec_8_2014	41.71	42.93	43.09	43.04	43.08	43.06	42.8(-0.88%)	N/A	N/A	0	-0.9	-1	-0	-3	7	0.12	49%	0.02	72.3	0.93%	0	-0.5	55	0
14	Dec_5_2014	41.7	42.92	43.13	43.02	43.05	43.15	43.18(0.15%)	UT	OpenLong	75	0.5	10	20	7	18	0.11	49%	0.05	71.4	0.92%	0	0.9	64	0
15	Dec_4_2014	41.68	42.88	43.11	42.99	43.05	43.1	43.11(-0.28%)	UD	OpenLong	75	0.4	9	20	5	22	0.11	49%	0.02	63.9	0.92%	0	0.7	64	0

16	Dec_3_2014	41.67	42.84	43.09	43.04	42.96	42.96	43.23(0.77%)	UT	OpenLong	75	0.6	11	-10	5	29	0.16	49%	0.05	73.4	0.92%	0	1.1	63	0
17	Dec_2_2014	41.65	42.77	43.05	43.05	43.02	42.82	42.9(0.55%)	N/A	N/A	0	-0.4	-7	-30	-17	25	0.31	49%	0.02	73	0.92%	0	0.3	58	0
18	Dec_1_2014	41.64	42.73	43.05	43.15	43.15	42.97	42.67(-0.92%)	N/A	N/A	0	-1.2	-9	-30	-23	33	0.12	49%	0.02	87.5	0.92%	0	-0.1	55	0
19	Nov_28_2014	41.63	42.71	43.03	43.26	43.28	43.21	43.06(-0.59%)	UD	OpenLong	65	-0.5	8	-10	-7	51	0.07	51%	0.02	103	0.91%	0	0.8	70	0
20	Nov_26_2014	41.62	42.68	42.98	43.24	43.33	43.33	43.32(0.02%)	UT	HoldLong	65	0.2	20	10	7	59	0.13	51%	0.02	106	0.9%	0	1.3	82	0

21	Nov_25_2014	41.61	42.59	42.91	43.14	43.21	43.36	43.31(-0.17%)	UD	OpenLong	75	0.3	23	30	11	60	0.13	51%	0.05	105.6	0.9%	0	1.4	85	0
22	Nov_24_2014	41.59	42.5	42.84	43.05	43.08	43.33	43.39(0.39%)	UT	HoldLong	65	0.6	38	40	27	71	0.18	51%	0.05	95.7	0.9%	0	1.5	90	0
23	Nov_21_2014	41.57	42.37	42.76	42.91	42.93	43.06	43.21(0.54%)	UT	HoldLong	65	0.5	36	20	26	66	0.65	51%	0.02	95.9	0.9%	0	1.4	78	0
24	Nov_20_2014	41.56	42.27	42.68	42.78	42.75	42.82	42.98(0.38%)	UT	OpenLong	75	0.3	20	10	8	54	0.14	51%	0.02	98.1	0.9%	0	1.1	73	0
25	Nov_19_2014	41.55	42.16	42.62	42.68	42.68	42.81	42.82(-0.13%)	UD	OpenLong	75	0.2	19	20	11	44	0.2	52%		92.7	0.9%	0	0.9	52	0
i	Date	ema100	ema20	ema10	ema5	Slow Hourly Trend	Fast Hourly Trend	Close	Pattern	Trade	P	SMA5 BBV	WTF	lsma10 Trend	ema5 Trend	ema10 Trend	Volume millions	Quarterly Strength	100 Daily Trend	Daily Trend Force	Daily StdDev	Hourly BBV	BBV	RSI	VIXCD

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