Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Jun. 9, 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 $113.7900 (-0.93%) ($113.7200 - $114.7000) on Wed. Jun. 9, 2004.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.85% (three month average)
RSI   77
Latest Price   $113.7900(-0.93%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.1% a day on average for past five trading days.
Weekly Trend   SPY advances 1.5% 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 -0.425% in a week (0% probabilities).
TLT(-34%)    SHY(-22%)    TIP(-12%)    REMX(-0%)    LQD(18%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.425% (StdDev 0.85%)
Hourly BBV 0 ()
Intraday Trend -0.6%

5 Day Moving Average   $113.68(0.1%)
10 Day Moving Average   $113.26(0.47%)
20 Day Moving Average   $111.72(1.85%)
To recent high   -1.3%
To recent low   4.6%
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 1.61% (three month std-dev: 0.85%) 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

> 20040709

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	Jun_9_2004	113.13	111.72	113.26	113.68			113.79(-0.93%)	UD	OpenLong	75	0.1	30	-10000	3	110	36.81	41%	-0.01	46	0.85%	0	1.2	77	0
2	Jun_8_2004	113.14	111.51	113.08	113.55			114.86(0.14%)	UT	HoldLong	65	0.7	38	-10000	9	123	32.85	41%	0.02	38.8	0.85%	0	1.9	81	0
3	Jun_7_2004	113.12	111.2	112.62	113.12			114.7(1.52%)	UT	HoldLong	65	0.9	35	-10000	8	116	31.68	41%	0.01	26	0.86%	0	2.1	82	0
4	Jun_4_2004	113.11	110.95	112.13	112.75			112.98(0.79%)	UT	OpenLong	75	0.2	26	-10000	0	103	32.76	38%	-0.01	19.7	0.84%	0	1.4	68	0
5	Jun_3_2004	113.12	110.88	111.81	112.73			112.09(-0.92%)	UD	OpenLong	65	-0.5	25	-10000	-1	104	38.73	38%	-0.02	19.7	0.83%	0	0.9	65	0

6	Jun_2_2004	113.14	110.89	111.55	112.76			113.13(0.37%)	UT	OpenLong	75	0.3	29	-10000	5	102	39.78	39%	0.01	19.8	0.83%	0	1.5	68	0
7	Jun_1_2004	113.13	110.82	111.2	112.51			112.71(-0.13%)	UD	OpenLong	75	0.1	33	-10000	11	97	41.07	41%	0	8.8	0.83%	0	1.4	70	0
8	May_28_2004	113.13	110.77	110.84	112.02			112.86(-0.01%)	UD	OpenLong	75	0.6	30	-10000	13	82	23.37	41%	0	-8.4	0.84%	0	1.6	75	0
9	May_27_2004	113.13	110.67	110.54	111.41			112.87(0.56%)	UT	OpenLong	75	1.2	26	-10000	14	62	45.32	41%	0	-34.5	0.85%	0	1.8	64	0
10	May_26_2004	113.13	110.67	110.23	110.76			112.24(0.35%)	UT	OpenLong	75	1.2	17	-10000	13	29	35.98	41%	-0.01	-57.5	0.84%	0	1.3	49	0

11	May_25_2004	113.14	110.6	110.02	110.16			111.85(1.43%)	RB	SmallLong	20	1.2	6	-10000	10	-7	51.72	41%	0	-62	0.84%	0	0.9	43	0
12	May_24_2004	113.14	110.7	109.79	109.72			110.27(0.42%)	DP	OpenShort	-65	0.3	-6	-10000	5	-40	40.98	38%	-0.01	-57.6	0.82%	0	-0.3	40	0
13	May_21_2004	113.15	110.88	109.65	109.49			109.81(0.17%)	DP	OpenShort	-75	0.2	-19	-10000	-1	-72	47.49	38%	-0.04	-56.1	0.81%	0	-0.6	37	0
14	May_20_2004	113.19	111.1	109.66	109.54			109.62(0.32%)	DP	OpenShort	-75	0	-20	-10000	-1	-77	38.13	38%	-0.01	-51.2	0.82%	0	-0.8	44	0
15	May_19_2004	113.2	111.32	109.86	109.61			109.27(-0.35%)	DT	OpenShort	-75	-0.2	-23	-10000	-5	-78	55.02	38%	-0.02	-48.5	0.82%	0	-1.1	39	0

16	May_18_2004	113.22	111.5	110.19	109.85			109.65(0.5%)	DP	OpenShort	-75	-0.1	-17	-10000	-0	-69	30.21	38%	-0.02	-49	0.82%	0	-1.1	36	0
17	May_17_2004	113.24	111.62	110.42	109.87			109.1(-0.85%)	DT	HoldShort	-50	-0.4	-20	-10000	1	-82	55.08	40%	-0.01	-52.2	0.82%	0	-1.4	29	0
18	May_14_2004	113.25	111.86	110.72	109.81			110.04(0.05%)	DP	OpenShort	-75	0.1	-25	-10000	0	-98	54.13	41%	-0.03	-58.3	0.82%	0	-1.1	31	0
19	May_13_2004	113.28	112.05	110.82	109.8			109.99(-0.42%)	DT	OpenShort	-75	0.1	-37	-10000	-8	-122	57.51	41%	0	-62.3	0.83%	0	-1.3	31	0
20	May_12_2004	113.28	112.21	111.01	110.16			110.45(0.64%)	DP	OpenShort	-75	0.2	-39	-10000	-10	-126	90.9	41%	0.01	-63.8	0.83%	0	-1.1	33	0

21	May_11_2004	113.27	112.36	111.24	110.63			109.75(0.85%)	DP	OpenShort	-75	-0.6	-36	-10000	-10	-112	48.35	43%	0	-62.5	0.82%	0	-1.7	39	0
22	May_10_2004	113.27	112.55	111.68	111.09			108.83(-1.03%)	DT	OpenShort	-75	-1.5	-32	-10000	-14	-85	75.36	41%	0	-63.4	0.83%	0	-2.5	40	0
23	May_7_2004	113.27	112.86	112.23	111.75			109.96(-1.65%)	DT	OpenShort	-75	-1.5	-18	-10000	-4	-58	60.96	43%	0.01	-61.5	0.81%	0	-2.4	36	0
24	May_6_2004	113.26	113.09	112.68	111.95			111.81(-0.86%)	DT	OpenShort	-75	-0.1	-12	-10000	-0	-48	55.01	48%	0.03	-63.2	0.79%	0	-1.2	41	0
25	May_5_2004	113.23	113.23	112.92	111.96			112.78(0.64%)	DP	OpenShort	-75	0.8	-10	-10000	0	-41	34.43	49%		-57.4	0.8%	0	-0.4	50	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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