Trading Signals: FEX Stock Price Prediction and Forecast

^ FEX: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Tue. Nov. 22, 2016

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 $47.1171 (0.23%) ($46.9129 - $47.1463) on Tue. Nov. 22, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.75% (three month average)
RSI   89
Latest Price   $47.1171(0.23%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   FEX advances 0.2% a day on average for past five trading days.
Weekly Trend   FEX advances 2.8% a week on average for past two weeks.
Market Behavior   Normal for large cap. Broad based rally for small cap.
Correlated ETFs   Broad market will support FEX advance at 0% a week (0% probability)
QQQ(19%)    IBB(18%)    IBUY(18%)    IVW(18%)    IWF(18%)
Factors Impacting FEX price   FEX will decline at least -0.375% in a week (0% probabilities).
VIXM(-19%)    SHY(-11%)    TLT(-10%)    GDX(-7%)    VCIT(-5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.375% (StdDev 0.75%)
Hourly BBV 0 ()
Intraday Trend 0.1%

5 Day Moving Average   $46.82(0.63%)
10 Day Moving Average   $46.44(1.46%)
20 Day Moving Average   $45.46(3.65%)
To recent high   0%
To recent low   7.6%
Market Cap   $N/A

$. FEX price fluctuates within 2.4% (three month std-dev: 0.75%) daily (68% of days).

Sample size 38 Average positive next day return: 0.75%(58%) Average negative next day return: -0.73%(42%) Sample size 38 Average positive next three day return: 1.19%(53%) Average negative next three day return: -1.6%(47%) Sample size 38 Average positive next weekly return: 1.49%(55%) Average negative next weekly return: -2.29%(45%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20161222

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	Nov_22_2016	45.2	45.46	46.44	46.82	46.85	47	47.12(0.23%)	UT	HoldLong	65	0.3	75	20	23	230	0.17	60%	0.04	48.8	0.75%	0	1.5	89	INF
2	Nov_21_2016	45.18	45.34	46.23	46.72	46.69	46.84	47.01(0.69%)	UT	HoldLong	65	0.3	76	20	23	236	0.11	60%	0.07	50.2	0.75%	0	1.6	81	INF
3	Nov_18_2016	45.15	45.23	46.02	46.56	46.57	46.7	46.69(-0.29%)	UD	OpenLong	75	0.1	77	20	26	231	0.11	60%	0.07	52.9	0.75%	0	1.5	72	INF
4	Nov_17_2016	45.12	45.13	45.74	46.4	46.42	46.54	46.83(0.82%)	UT	OpenLong	75	0.5	73	20	27	211	0.23	60%	0.09	53.8	0.75%	0	1.9	75	INF
5	Nov_16_2016	45.08	45.02	45.45	46.2	46.2	46.44	46.45(-0.38%)	UD	OpenLong	75	0.3	67	40	27	188	0.1	58%	0.11	55.1	0.74%	0	1.8	73	INF

6	Nov_15_2016	45.03	44.94	45.2	46.01	46.04	46.3	46.62(0.84%)	UT	OpenLong	75	0.8	86	40	57	171	0.28	58%	0.11	54.9	0.74%	0	2.3	71	INF
7	Nov_14_2016	44.98	44.83	44.95	45.67	45.7	45.96	46.23(0.74%)	UT	OpenLong	75	0.9	64	40	43	127	0.11	56%	0.09	48.9	0.74%	0	2.2	67	INF
8	Nov_11_2016	44.94	44.73	44.78	45.39	45.36	45.78	45.89(0.15%)	UT	OpenLong	75	0.9	71	60	61	102	0.27	54%	0.04	35.5	0.73%	0	2.1	59	INF
9	Nov_10_2016	44.92	44.66	44.63	44.97	45.07	45.43	45.82(0.77%)	UT	OpenLong	75	1.8	74	60	78	60	0.21	54%	0.04	10.5	0.74%	0	2.5	61	INF
10	Nov_9_2016	44.9	44.59	44.48	44.57	44.59	44.93	45.47(1.17%)	N/A	N/A	0	2.3	34	50	45	-0	1.03	52%	0.04	-25.3	0.73%	0	2.3	56	INF

11	Nov_8_2016	44.88	44.54	44.38	44.27	44.31	44.71	44.95(0.3%)	N/A	N/A	0	2	28	70	49	-35	0.18	49%	0.04	-61.8	0.72%	0	1.2	48	INF
12	Nov_7_2016	44.86	44.52	44.35	44.13	44.12	44.25	44.81(2.29%)	N/A	N/A	0	1.8	6	20	27	-58	0.14	49%	0.02	-72.3	0.72%	0	0.8	51	INF
13	Nov_4_2016	44.85	44.54	44.36	44.1	44.09	43.91	43.81(0%)	DT	HoldShort	-50	-0.8	-38	-30	-24	-79	0.13	40%	0.02	-74.1	0.66%	0	-1.9	42	INF
14	Nov_3_2016	44.84	44.61	44.47	44.23	44.27	44	43.81(-0.33%)	DT	OpenShort	-75	-1.1	-43	-40	-36	-63	0.1	40%	0.02	-71.1	0.66%	0	-2.2	39	INF
15	Nov_2_2016	44.83	44.69	44.58	44.36	44.42	44.27	43.96(-0.75%)	DT	OpenShort	-75	-1.2	-39	-20	-37	-43	0.17	37%	0.02	-64.5	0.67%	0	-2.1	41	INF

16	Nov_1_2016	44.82	44.75	44.68	44.51	44.57	44.54	44.29(-0.76%)	DT	OpenShort	-75	-0.7	-11	-0	-10	-13	0.28	39%	0.02	-64.2	0.68%	0	-1.5	42	INF
17	Oct_31_2016	44.81	44.79	44.72	44.6	44.62	44.57	44.63(0.35%)	DP	OpenShort	-75	0.1	-8	-10	-10	-1	0.11	41%	0.02	-59.7	0.67%	0	-0.5	50	INF
18	Oct_28_2016	44.8	44.82	44.7	44.68	44.67	44.6	44.47(0.02%)	DP	OpenShort	-75	-0.6	-15	-10	-16	-12	0.16	41%	0.02	-44.6	0.67%	0	-1.1	33	INF
19	Oct_27_2016	44.79	44.87	44.71	44.75	44.8	44.67	44.46(-0.5%)	DT	OpenShort	-75	-0.9	-12	-20	-11	-13	0.13	41%	0	-39.4	0.67%	0	-1.3	38	INF
20	Oct_26_2016	44.79	44.91	44.71	44.82	44.81	44.75	44.68(-0.13%)	DT	OpenShort	-75	-0.4	-20	-10	-19	-23	0.06	41%	0.02	-39.7	0.67%	0	-0.7	37	INF

21	Oct_25_2016	44.78	44.95	44.72	44.87	44.85	44.94	44.74(-0.63%)	N/A	N/A	0	-0.4	-0	10	6	-19	0.14	41%	0.02	-34.2	0.67%	0	-0.6	39	INF
22	Oct_24_2016	44.77	44.95	44.71	44.86	44.84	44.87	45.03(0.46%)	N/A	N/A	0	0.5	10	0	20	-22	0.15	41%	0.02	-27.4	0.67%	0	0.2	49	INF
23	Oct_21_2016	44.76	44.97	44.73	44.73	44.77	44.76	44.82(-0.07%)	DP	OpenShort	-65	0.3	-10	0	2	-44	0.06	41%	0.02	-35.5	0.67%	0	-0.4	41	INF
24	Oct_20_2016	44.75	45	44.75	44.67	44.71	44.82	44.85(-0.13%)	DP	OpenShort	-65	0.5	-6	20	10	-55	0.27	41%	0.02	-30	0.67%	0	-0.4	38	INF
25	Oct_19_2016	44.74	45.04	44.79	44.6	44.67	44.78	44.91(0.46%)	N/A	N/A	0	0.9	2	20	21	-55	0.11	41%		-27.5	0.67%	0	-0.4	47	INF
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

Click to see actual return for next trading day.