Trading Signals: SPY Stock Price Prediction and Forecast

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

Fri. Mar. 4, 2005

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 24, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $122.7300 (1.25%) ($121.7900 - $122.8300) on Fri. Mar. 4, 2005.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.6% (three month average)
RSI   59
Latest Price   $122.7300(1.25%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY advances 0.3% 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%)    EEM(83%)
Factors Impacting SPY price   SPY will decline at least -0.3% in a week (0% probabilities).
TLT(-34%)    SHY(-22%)    TIP(-12%)    REMX(-1%)    GLD(5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.3% (StdDev 0.6%)
Hourly BBV 0 ()
Intraday Trend 0.6%

5 Day Moving Average   $121.4(1.1%)
10 Day Moving Average   $120.76(1.63%)
20 Day Moving Average   $120.56(1.8%)
To recent high   0%
To recent low   5.3%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   2.5
One Month Target Price   > $123.59
(if BBV positive, VIX trend negative.)
Correction Price   < $119.88

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

$. The price is 0% to new high. In the past, the price will move at least 10% above the recent low once it hits new high. Now it's 0.7% away from the target price of 123.59.
$. SPY price fluctuates within 0.73% (three month std-dev: 0.6%) 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

> 20050404

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_4_2005	118.15	120.56	120.76	121.4			122.73(1.25%)	UT	OpenLong	75	1.5	14	-10000	7	33	56.18	48%	0.11	79.5	0.6%	0	2.5	59	0
2	Mar_3_2005	118.02	120.38	120.49	121.14			121.22(0.04%)	UT	OpenLong	75	0.1	11	-10000	6	26	62.1	44%	0.08	90.8	0.58%	0	1.1	59	0
3	Mar_2_2005	117.92	120.28	120.48	120.94			121.17(-0.05%)	UD	OpenLong	75	0.3	16	-10000	10	33	64.23	44%	0.08	96.9	0.58%	0	1.1	61	0
4	Mar_1_2005	117.83	120.17	120.46	120.6			121.23(0.5%)	UT	OpenLong	75	0.8	18	-10000	15	26	47.57	47%	0.07	94	0.58%	0	1.3	55	0
5	Feb_28_2005	117.75	120.02	120.39	120.07			120.63(-0.66%)	N/A	N/A	0	0.6	1	-10000	1	0	69.43	47%	0.08	80.6	0.59%	0	0.7	53	0

6	Feb_25_2005	117.66	119.87	120.4	120.02			121.43(0.99%)	UT	OpenLong	75	1.4	7	-10000	7	5	61.17	49%	0.07	70.6	0.59%	0	1.5	56	0
7	Feb_24_2005	117.58	119.67	120.22	119.78			120.24(0.66%)	DP	OpenShort	-75	0.4	-7	-10000	-6	-8	69.31	46%	0.05	61.1	0.58%	0	0.5	58	0
8	Feb_23_2005	117.52	119.53	120.14	119.98			119.45(0.72%)	N/A	N/A	0	-0.4	-6	-10000	-9	2	68.31	44%	0.04	56	0.57%	0	-0.1	53	0
9	Feb_22_2005	117.47	119.42	120.22	120.31			118.6(-1.49%)	N/A	N/A	0	-1.3	-2	-10000	-12	27	80.86	42%	0.08	49.5	0.57%	0	-0.6	51	0
10	Feb_18_2005	117.38	119.33	120.39	120.73			120.39(0.13%)	UD	OpenLong	65	-0.2	16	-10000	-2	70	49.54	43%	0.08	46.8	0.55%	0	0.7	68	0

11	Feb_17_2005	117.29	119.16	120.38	120.8			120.23(-0.81%)	UD	OpenLong	75	-0.4	27	-10000	3	100	58.15	43%	0.08	45.7	0.55%	0	0.7	72	0
12	Feb_16_2005	117.2	119.02	120.28	120.71			121.21(0.07%)	UT	HoldLong	65	0.3	39	-10000	12	118	51.8	43%	0.09	42.1	0.54%	0	1.5	80	0
13	Feb_15_2005	117.1	118.86	120.08	120.33			121.13(0.37%)	UT	HoldLong	65	0.6	33	-10000	6	114	44.44	43%	0.09	37	0.55%	0	1.6	81	0
14	Feb_14_2005	117	118.76	119.86	120.14			120.68(-0.07%)	UD	OpenLong	75	0.4	34	-10000	4	123	32.55	43%	0.09	36.8	0.55%	0	1.4	81	0
15	Feb_11_2005	116.9	118.63	119.61	120.02			120.77(0.86%)	UT	HoldLong	65	0.6	35	-10000	3	130	53.28	48%	0.09	36.4	0.56%	0	1.7	83	0

16	Feb_10_2005	116.8	118.47	119.29	119.91			119.74(0.36%)	UT	HoldLong	65	-0.1	36	-10000	4	133	46.02	45%	0.07	33	0.56%	0	1.1	77	0
17	Feb_9_2005	116.72	118.4	119.07	119.79			119.31(-0.75%)	UD	OpenLong	75	-0.4	32	-10000	0	129	55.39	45%	0.06	34.4	0.56%	0	0.8	65	0
18	Feb_8_2005	116.65	118.34	118.87	119.78			120.21(0.12%)	UT	OpenLong	75	0.4	38	-10000	8	129	39.46	48%	0.06	31.6	0.55%	0	1.7	64	0
19	Feb_7_2005	116.58	118.26	118.54	119.52			120.07(-0.13%)	UD	OpenLong	75	0.5	34	-10000	12	98	46.22	48%	0.06	22.5	0.55%	0	1.7	50	0
20	Feb_4_2005	116.51	118.17	118.19	119.14			120.23(0.94%)	UT	OpenLong	75	1.1	30	-10000	17	67	50.02	52%	0.07	1.2	0.55%	0	2.1	59	0

21	Feb_3_2005	116.43	118.08	117.83	118.58			119.11(-0.13%)	UD	OpenLong	75	0.6	15	-10000	10	28	49.15	53%	0.05	-29.6	0.57%	0	1.2	58	0
22	Feb_2_2005	116.37	118.01	117.66	118.24			119.27(0.3%)	UT	OpenLong	75	1.3	10	-10000	12	4	52.61	53%	0.05	-60.9	0.58%	0	1.6	52	0
23	Feb_1_2005	116.31	117.98	117.53	117.83			118.91(0.63%)	N/A	N/A	0	1.4	5	-10000	12	-16	52.02	53%	0.04	-92.4	0.58%	0	1.2	53	0
24	Jan_31_2005	116.26	118.03	117.55	117.43			118.16(0.62%)	DP	OpenShort	-65	0.8	-1	-10000	10	-33	54.14	51%	0.05	-93.5	0.58%	0	0.1	44	0
25	Jan_28_2005	116.2	118.15	117.54	117.1			117.43(0%)	DP	OpenShort	-65	0.3	-11	-10000	4	-54	60.82	49%		-86	0.58%	0	-0.7	44	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

Click to see actual return for next trading day.