Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Mar. 11, 2004

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. Jun. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $111.1200 (-1.3%) ($111.1000 - $113.2700) on Thu. Mar. 11, 2004.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.66% (three month average)
RSI   32
Latest Price   $111.1200(-1.3%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.8% a day on average for past five trading days.
Weekly Trend   SPY declines -0.5% a week on average for past two weeks.
Market Behavior   Normal for large cap. Normal for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
QQQ(91%)    IWM(89%)    XLK(89%)    XLY(87%)    EWG(83%)
Factors Impacting SPY price   SPY will decline at least -0.33% in a week (0% probabilities).
TLT(-33%)    SHY(-21%)    TIP(-12%)    REMX(-0%)    LQD(18%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.33% (StdDev 0.66%)
Hourly BBV 0 ()
Intraday Trend -1.1%

Resistance Level   $114.94
5 Day Moving Average   $113.91(-2.45%)
10 Day Moving Average   $114.71(-3.13%)
20 Day Moving Average   $114.94(-3.32%)
To recent high   -4.5%
To recent low   3.3%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   37.8000 k (Sat. Apr. 25, 2020) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 1.04% (three month std-dev: 0.66%) daily (68% of days).

Sample size 0 Average positive next day return: 0%(0%) Average negative next day return: 0%(0%) Sample size 0 Average positive next three day return: 0%(0%) Average negative next three day return: %(0%) Sample size 0 Average positive next weekly return: 0%(0%) Average negative next weekly return: 0%(0%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20040411

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	Mar_11_2004	110.51	114.94	114.71	113.91			111.12(-1.3%)	DT	OpenShort	-75	-2.3	-32	-10000	-25	-51	89.45	58%	0.07	-19.2	0.66%	0	-3.2	32	0
2	Mar_10_2004	110.43	115.2	115.14	114.88			112.58(-1.68%)	DT	OpenShort	-75	-2.7	-15	-10000	-17	-7	67.81	62%	0.07	21.9	0.65%	0	-3.1	35	0
3	Mar_9_2004	110.35	115.33	115.4	115.5			114.5(-0.4%)	UD	OpenLong	65	-1.7	1	-10000	-6	21	39.75	65%	0.09	70.6	0.61%	0	-1.4	42	0
4	Mar_8_2004	110.25	115.34	115.41	115.7			114.96(-1.22%)	N/A	N/A	0	-1.3	-1	-10000	-7	17	39.29	65%	0.1	84.3	0.61%	0	-0.6	40	0
5	Mar_5_2004	110.14	115.32	115.39	115.94			116.38(0.34%)	UT	OpenLong	75	0.7	14	-10000	8	32	55.92	70%	0.1	98.1	0.59%	0	1.7	59	0

6	Mar_4_2004	110.03	115.16	115.23	115.67			115.99(0.26%)	UT	OpenLong	75	0.4	7	-10000	6	11	21.08	70%	0.11	73	0.6%	0	1.1	51	0
7	Mar_3_2004	109.91	115.01	115.14	115.46			115.69(0.18%)	N/A	N/A	0	0.3	2	-10000	5	-6	31.36	70%	0.1	52.7	0.6%	0	0.8	46	0
8	Mar_2_2004	109.8	114.92	115.13	115.29			115.48(-0.59%)	N/A	N/A	0	0.2	3	-10000	6	-8	38.61	70%	0.1	41.6	0.6%	0	0.6	55	0
9	Mar_1_2004	109.69	114.85	115.18	115.08			116.16(0.99%)	N/A	N/A	0	1.2	6	-10000	9	-3	33.2	71%	0.11	26	0.6%	0	1.5	62	0
10	Feb_27_2004	109.57	114.71	115.07	114.76			115.02(0.07%)	DP	OpenShort	-65	0.3	-4	-10000	1	-17	39.28	70%	0.1	11.7	0.6%	0	0.4	56	0

11	Feb_26_2004	109.46	114.64	115.13	114.73			114.94(0.06%)	DP	OpenShort	-75	0.2	-2	-10000	-2	-1	29.69	70%	0.1	3.8	0.6%	0	0.3	64	0
12	Feb_25_2004	109.35	114.57	115.23	114.79			114.87(0.42%)	UT	HoldLong	50	0.1	3	-10000	-5	26	31.23	70%	0.1	-2.4	0.6%	0	0.3	66	0
13	Feb_24_2004	109.24	114.55	115.24	114.95			114.39(-0.17%)	UD	OpenLong	65	-0.6	3	-10000	-10	41	43.96	72%	0.1	3.7	0.6%	0	-0.2	55	0
14	Feb_23_2004	109.13	114.62	115.24	115.31			114.59(-0.25%)	UD	OpenLong	65	-0.7	14	-10000	-3	65	36.37	72%	0.11	20.9	0.62%	0	-0	55	0
15	Feb_20_2004	109.01	114.62	115.27	115.41			114.88(-0.3%)	UD	OpenLong	65	-0.5	16	-10000	-5	78	46.73	69%	0.12	27.9	0.62%	0	0.3	60	0

16	Feb_19_2004	108.88	114.61	115.13	115.57			115.23(-0.37%)	UD	OpenLong	65	-0.3	17	-10000	-5	84	51.18	70%	0.13	38.4	0.63%	0	0.6	62	0
17	Feb_18_2004	108.74	114.59	114.91	115.74			115.66(-0.44%)	UD	OpenLong	75	-0.1	27	-10000	5	93	28.66	67%	0.15	54.7	0.63%	0	1.1	66	0
18	Feb_17_2004	108.58	114.52	114.72	115.57			116.17(0.9%)	UT	OpenLong	75	0.6	27	-10000	9	80	23.99	67%	0.23	57.8	0.65%	0	1.7	57	0
19	Feb_13_2004	108.33	114.41	114.49	115.24			115.13(-0.45%)	UD	OpenLong	75	-0.1	16	-10000	4	51	44.74	63%	0.14	61.8	0.65%	0	0.8	43	0
20	Feb_12_2004	108.18	114.34	114.33	115.1			115.65(-0.36%)	UD	OpenLong	75	0.6	20	-10000	13	42	27.83	64%	0.14	60.5	0.65%	0	1.5	55	0

21	Feb_11_2004	108.03	114.23	114.1	114.61			116.07(1.06%)	UT	OpenLong	75	1.8	16	-10000	17	12	42.98	64%	0.13	50.7	0.66%	0	2.2	55	0
22	Feb_10_2004	107.89	114.06	113.81	113.96			114.85(0.32%)	DP	OpenShort	-65	1.1	-4	-10000	6	-34	27.93	63%	0.11	30.4	0.65%	0	1	47	0
23	Feb_9_2004	107.77	113.97	113.77	113.75			114.48(0.03%)	DP	OpenShort	-65	0.9	-8	-10000	3	-42	24.86	63%	0.1	27.5	0.65%	0	0.6	51	0
24	Feb_6_2004	107.66	113.87	113.88	113.65			114.45(1.12%)	DP	OpenShort	-65	0.9	-5	-10000	5	-34	37.24	61%	0.09	29.3	0.66%	0	0.7	51	0
25	Feb_5_2004	107.56	113.82	113.87	113.45			113.18(0.29%)	DP	OpenShort	-75	-0.3	-12	-10000	-2	-42	36	59%		34.7	0.65%	0	-0.8	48	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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