Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Sep. 6, 2005

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. Jun. 20, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $123.7000 (1.17%) ($122.6500 - $123.8000) on Tue. Sep. 6, 2005.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.56% (three month average)
RSI   58
Latest Price   $123.7000(1.17%)
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 0.1% 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 -0.28% 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   -0.28% (StdDev 0.56%)
Hourly BBV 0 ()
Intraday Trend 0.8%

5 Day Moving Average   $122.42(1.05%)
10 Day Moving Average   $121.99(1.4%)
20 Day Moving Average   $122.4(1.06%)
To recent high   -0.8%
To recent low   4%
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 0.72% (three month std-dev: 0.56%) 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

> 20051006

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	Sep_6_2005	120.44	122.4	121.99	122.42			123.7(1.17%)	UT	OpenLong	75	1.5	13	-10000	12	14	57.26	50%	0.13	-31.9	0.56%	0	1.5	58	0
2	Sep_2_2005	120.28	122.34	121.99	122.02			122.27(-0.18%)	N/A	N/A	0	0.3	2	-10000	9	-18	47.66	46%	0.06	-53.7	0.54%	0	-0.1	38	0
3	Sep_1_2005	120.21	122.37	121.84	121.71			122.49(-0.07%)	DP	OpenShort	-65	0.9	-6	-10000	6	-40	74.58	49%	0.04	-65.7	0.54%	0	0.1	45	0
4	Aug_31_2005	120.16	122.42	121.8	121.53			122.58(1.26%)	DP	OpenShort	-65	1.1	-9	-10000	8	-61	103.02	49%	0.03	-66.7	0.55%	0	0.2	41	0
5	Aug_30_2005	120.12	122.51	121.75	121.25			121.05(-0.53%)	DT	OpenShort	-75	-0.2	-30	-10000	-8	-95	74.32	45%	0.02	-66.7	0.53%	0	-1.4	36	0

6	Aug_29_2005	120.09	122.68	121.87	121.49			121.69(0.77%)	DP	OpenShort	-75	0.2	-27	-10000	-5	-94	56.18	47%	0.02	-59	0.53%	0	-1	38	0
7	Aug_26_2005	120.06	122.78	122.07	121.64			120.76(-0.68%)	DT	OpenShort	-75	-0.9	-29	-10000	-11	-82	61.96	44%	0.02	-53.7	0.52%	0	-2	39	0
8	Aug_25_2005	120.04	122.94	122.31	121.98			121.59(0.36%)	DP	OpenShort	-75	-0.4	-18	-10000	-4	-60	35.65	46%	0.02	-46.8	0.52%	0	-1.4	42	0
9	Aug_24_2005	120.01	123.09	122.52	122.1			121.15(-0.89%)	DT	OpenShort	-75	-1.1	-19	-10000	-7	-56	79.14	46%	0.03	-37	0.52%	0	-2.2	33	0
10	Aug_23_2005	119.98	123.23	122.75	122.1			122.24(-0.19%)	DT	OpenShort	-75	-0.1	-14	-10000	0	-56	56.76	49%	0.04	-34.9	0.51%	0	-1.3	32	0

11	Aug_22_2005	119.93	123.29	122.87	122.31			122.47(0%)	DP	OpenShort	-65	0.2	-24	-10000	-9	-69	69.95	49%	0.04	-34.4	0.51%	0	-1.1	36	0
12	Aug_19_2005	119.88	123.33	122.89	122.58			122.47(0.23%)	DP	OpenShort	-75	-0.2	-19	-10000	-4	-64	39.96	49%	0.03	-20.3	0.51%	0	-1.2	43	0
13	Aug_18_2005	119.84	123.39	122.94	122.7			122.19(-0.01%)	DT	OpenShort	-75	-0.7	-25	-10000	-10	-69	53.55	52%	0.03	-12.1	0.51%	0	-1.7	41	0
14	Aug_17_2005	119.8	123.42	123.09	123.02			122.2(-0.01%)	DT	OpenShort	-75	-1.2	-19	-10000	-7	-56	62.51	52%	0.05	0	0.53%	0	-1.8	36	0
15	Aug_16_2005	119.74	123.49	123.34	123.25			122.21(-1.3%)	DT	OpenShort	-75	-1.7	-15	-10000	-7	-38	72.27	55%	0.04	18.4	0.53%	0	-2.1	43	0

16	Aug_15_2005	119.69	123.54	123.56	123.48			123.82(0.62%)	N/A	N/A	0	0.6	2	-10000	7	-14	36.23	60%	0.03	34.7	0.51%	0	0.5	53	0
17	Aug_12_2005	119.65	123.54	123.54	123.25			123.06(-0.61%)	DT	HoldShort	-50	-0.3	-5	-10000	1	-24	54.81	54%	0.05	26.5	0.51%	0	-0.7	50	0
18	Aug_11_2005	119.59	123.47	123.61	123.21			123.82(0.4%)	DP	OpenShort	-65	1	-6	-10000	1	-25	58.86	56%	0.06	36.7	0.52%	0	0.6	52	0
19	Aug_10_2005	119.52	123.42	123.68	123.19			123.33(-0.05%)	DT	OpenShort	-75	0.2	-11	-10000	-9	-15	73.12	53%	0.06	55.8	0.53%	0	-0.1	56	0
20	Aug_9_2005	119.45	123.38	123.68	123.47			123.39(0.6%)	N/A	N/A	0	-0.1	-4	-10000	-6	3	47.52	53%	0.04	83.6	0.54%	0	0	50	0

21	Aug_8_2005	119.4	123.33	123.73	123.67			122.65(-0.19%)	N/A	N/A	0	-1.4	-1	-10000	-6	16	48.23	51%	0.03	96.7	0.54%	0	-0.9	49	0
22	Aug_5_2005	119.36	123.31	123.8	123.87			122.88(-0.68%)	UD	OpenLong	65	-1.2	5	-10000	-5	34	53.71	51%	0.03	105.9	0.55%	0	-0.5	56	0
23	Aug_4_2005	119.32	123.24	123.88	124.04			123.72(-0.8%)	UD	OpenLong	65	-0.3	9	-10000	-5	49	51.04	56%	0.04	96.6	0.54%	0	0.4	56	0
24	Aug_3_2005	119.27	123.07	123.8	124.21			124.72(0.27%)	UT	OpenLong	75	0.4	21	-10000	6	64	37.2	59%	0.03	84.9	0.53%	0	1.3	62	0
25	Aug_2_2005	119.23	122.82	123.66	124.03			124.39(0.6%)	UT	OpenLong	75	0.3	21	-10000	6	64	46.24	59%		78.7	0.53%	0	1.2	64	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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