Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Jul. 15, 2005

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 $122.8400 (-0.06%) ($122.3600 - $123.0400) on Fri. Jul. 15, 2005.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.65% (three month average)
RSI   73
Latest Price   $122.8400(-0.06%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.3% a day on average for past five trading days.
Weekly Trend   SPY advances 1.3% 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 -0.325% in a week (0% probabilities).
TLT(-34%)    SHY(-22%)    TIP(-12%)    REMX(-0%)    GLD(5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.325% (StdDev 0.65%)
Hourly BBV 0 ()
Intraday Trend 0%

5 Day Moving Average   $122.48(0.29%)
10 Day Moving Average   $121.39(1.19%)
20 Day Moving Average   $120.84(1.66%)
To recent high   -0.1%
To recent low   7.9%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.6
One Month Target Price   > $122.84
(if BBV positive, VIX trend negative.)
Correction Price   < $118.85

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 -0.1% 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 -1.4% away from the target price of 122.84.
$. SPY price fluctuates within 1.04% (three month std-dev: 0.65%) 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

> 20050815

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	Jul_15_2005	118.98	120.84	121.39	122.48			122.84(-0.06%)	UD	OpenLong	75	0.3	37	-10000	8	123	56.14	51%	0.03	37.5	0.65%	0	1.6	73	0
2	Jul_14_2005	118.95	120.75	121.03	122.17			122.91(0.39%)	UT	OpenLong	75	0.6	37	-10000	14	105	64.78	48%	0.03	36.7	0.68%	0	1.8	65	0
3	Jul_13_2005	118.91	120.65	120.71	121.58			122.43(0.14%)	UT	OpenLong	75	0.8	28	-10000	14	70	41.27	45%	0.03	30.3	0.7%	0	1.7	51	0
4	Jul_12_2005	118.88	120.56	120.46	120.99			122.26(0.26%)	UT	OpenLong	75	1.3	15	-10000	8	36	52.16	45%	0.03	19.3	0.72%	0	1.7	51	0
5	Jul_11_2005	118.84	120.46	120.14	120.64			121.94(0.51%)	UT	OpenLong	75	1.4	11	-10000	11	9	49.76	45%	0.02	13.2	0.72%	0	1.6	50	0

6	Jul_8_2005	118.82	120.37	119.83	120.15			121.32(1.14%)	N/A	N/A	0	1.4	2	-10000	10	-24	64.55	43%	0.01	-1.4	0.72%	0	1.1	48	0
7	Jul_7_2005	118.81	120.37	119.67	119.73			119.95(0.39%)	DP	OpenShort	-65	0.3	-13	-10000	1	-55	103.26	41%	-0.02	-17.4	0.72%	0	-0.4	39	0
8	Jul_6_2005	118.83	120.32	119.81	119.7			119.48(-0.84%)	DT	OpenShort	-75	-0.3	-16	-10000	-3	-55	54.07	41%	-0.01	-21.7	0.72%	0	-1	39	0
9	Jul_5_2005	118.84	120.36	120	119.84			120.49(0.8%)	DP	OpenShort	-65	0.8	-7	-10000	6	-45	51.55	42%	-0.03	-13.4	0.71%	0	0.2	47	0
10	Jul_1_2005	118.87	120.34	120.07	119.57			119.53(0.29%)	DT	HoldShort	-50	-0.1	-11	-10000	3	-54	49.79	40%	0	-24.2	0.7%	0	-1	42	0

11	Jun_30_2005	118.87	120.38	120.25	119.46			119.18(-0.54%)	DT	OpenShort	-75	-0.4	-16	-10000	-3	-53	62.3	44%	0	-29.7	0.7%	0	-1.6	44	0
12	Jun_29_2005	118.87	120.46	120.47	119.59			119.83(-0.27%)	DT	OpenShort	-75	0.3	-17	-10000	-8	-44	43.06	42%	0	-18.3	0.72%	0	-0.9	46	0
13	Jun_28_2005	118.87	120.5	120.6	119.94			120.15(0.84%)	DP	OpenShort	-75	0.3	-11	-10000	-6	-24	42.62	42%	0	1.6	0.72%	0	-0.5	54	0
14	Jun_27_2005	118.87	120.47	120.67	120.21			119.15(0.14%)	DP	OpenShort	-75	-1.4	-10	-10000	-10	-11	51.16	40%	-0.01	9.5	0.71%	0	-1.7	44	0
15	Jun_24_2005	118.88	120.54	120.84	120.66			118.98(-0.73%)	N/A	N/A	0	-2.4	-6	-10000	-11	10	59.19	40%	0	36.2	0.72%	0	-2.2	44	0

16	Jun_23_2005	118.88	120.6	120.99	121.13			119.86(-1.41%)	UD	OpenLong	65	-2.1	3	-10000	-7	31	62.81	42%	0	68.6	0.71%	0	-1.2	50	0
17	Jun_22_2005	118.88	120.59	121.07	121.44			121.57(0.08%)	UT	OpenLong	75	0.2	13	-10000	2	47	46.68	42%	0.03	83.3	0.69%	0	1.5	60	0
18	Jun_21_2005	118.85	120.49	120.91	121.34			121.47(0.06%)	UT	OpenLong	75	0.2	12	-10000	3	40	40.06	42%	0.03	94.3	0.7%	0	1.5	62	0
19	Jun_20_2005	118.82	120.4	120.77	121.22			121.4(0.03%)	UT	OpenLong	75	0.3	13	-10000	4	40	42.24	42%	0.03	115.7	0.7%	0	1.6	71	0
20	Jun_17_2005	118.78	120.29	120.64	121.06			121.36(-0.03%)	UD	OpenLong	75	0.5	12	-10000	5	33	53.76	41%	0.03	132.7	0.71%	0	1.7	59	0

21	Jun_16_2005	118.74	120.18	120.51	120.83			121.4(0.26%)	UT	OpenLong	75	1	10	-10000	5	26	46.66	40%	0.04	154	0.71%	0	2	61	0
22	Jun_15_2005	118.69	120.05	120.43	120.64			121.09(0.19%)	UT	OpenLong	75	0.8	11	-10000	5	27	53.89	38%	0.03	160	0.72%	0	1.7	65	0
23	Jun_14_2005	118.65	119.88	120.36	120.41			120.86(0.23%)	UT	OpenLong	75	0.6	8	-10000	3	23	34	40%	0.03	125.4	0.73%	0	1.3	62	0
24	Jun_13_2005	118.61	119.69	120.23	120.26			120.58(0.32%)	UT	OpenLong	75	0.3	6	-10000	2	16	49.5	40%	0.03	90.1	0.73%	0	0.9	57	0
25	Jun_10_2005	118.57	119.46	120.19	120.15			120.2(-0.23%)	UD	OpenLong	75	0	5	-10000	0	18	36.5	39%		62.3	0.73%	0	0.6	60	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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