Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Oct. 4, 2005

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Tue. Jun. 25, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $121.2200 (-1.13%) ($121.1600 - $123.0300) on Tue. Oct. 4, 2005.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.57% (three month average)
RSI   36
Latest Price   $121.2200(-1.13%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.1% a day on average for past five trading days.
Weekly Trend   SPY declines -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 -0.285% in a week (0% probabilities).
TLT(-34%)    SHY(-22%)    TIP(-12%)    REMX(-0%)    GLD(5%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.285% (StdDev 0.57%)
Hourly BBV 0 ()
Intraday Trend -1.3%

Resistance Level   $122.6
5 Day Moving Average   $122.24(-0.83%)
10 Day Moving Average   $121.83(-0.5%)
20 Day Moving Average   $122.6(-1.13%)
To recent high   -2.8%
To recent low   1.5%
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 0.88% (three month std-dev: 0.57%) 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

> 20051104

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	Oct_4_2005	121.76	122.6	121.83	122.24			121.22(-1.13%)	DT	OpenShort	-75	-0.9	-8	-10000	-2	-27	60.78	50%	0.03	-5.7	0.57%	0	-1.3	36	0
2	Oct_3_2005	121.72	122.73	121.91	122.3			122.6(-0.36%)	DP	OpenShort	-65	0.3	-4	-10000	6	-35	51.02	53%	0.06	3.5	0.56%	0	-0.1	39	0
3	Sep_30_2005	121.65	122.72	121.94	122.1			123.04(0.31%)	DP	OpenShort	-65	0.9	-7	-10000	9	-55	47.83	53%	0.07	4.7	0.55%	0	0.3	37	0
4	Sep_29_2005	121.57	122.72	121.96	121.78			122.66(0.81%)	DP	OpenShort	-65	0.8	-14	-10000	8	-80	66.65	53%	0.04	0	0.56%	0	-0	32	0
5	Sep_28_2005	121.52	122.69	121.99	121.52			121.67(0.1%)	DP	OpenShort	-65	0.1	-22	-10000	5	-101	58.71	53%	0.04	0	0.55%	0	-1	36	0

6	Sep_27_2005	121.47	122.67	122.14	121.36			121.55(-0.02%)	DT	OpenShort	-75	0.2	-32	-10000	-3	-117	66.16	53%	0.03	-8.9	0.56%	0	-1	33	0
7	Sep_26_2005	121.43	122.69	122.34	121.46			121.58(0.12%)	DP	OpenShort	-75	0.1	-36	-10000	-9	-117	70.43	53%	0.04	-10.1	0.56%	0	-1	35	0
8	Sep_23_2005	121.38	122.66	122.61	121.77			121.44(0.08%)	DP	OpenShort	-75	-0.3	-31	-10000	-12	-89	59.37	48%	0.03	-8.5	0.57%	0	-1.1	48	0
9	Sep_22_2005	121.34	122.66	122.92	122.18			121.34(0.36%)	DP	OpenShort	-75	-0.7	-21	-10000	-10	-52	84.61	48%	0.03	-1.1	0.59%	0	-1.2	46	0
10	Sep_21_2005	121.3	122.69	123.15	122.54			120.91(-0.93%)	DT	OpenShort	-75	-1.4	-18	-10000	-13	-31	94.51	48%	0.03	3.2	0.59%	0	-1.5	43	0

11	Sep_20_2005	121.26	122.77	123.47	123			122.05(-0.84%)	N/A	N/A	0	-0.9	-3	-10000	-9	14	85.01	50%	0.05	15.7	0.58%	0	-0.7	60	0
12	Sep_19_2005	121.2	122.8	123.65	123.32			123.09(-0.33%)	UD	OpenLong	65	-0.2	6	-10000	-7	46	53.38	52%	0.06	19.3	0.57%	0	0.3	61	0
13	Sep_16_2005	121.13	122.76	123.59	123.57			123.5(0.28%)	UD	OpenLong	65	-0.1	13	-10000	-6	71	75.44	52%	0.08	22.7	0.57%	0	0.7	68	0
14	Sep_15_2005	121.03	122.7	123.5	123.79			123.15(-0.05%)	UD	OpenLong	65	-0.6	22	-10000	-2	93	73.66	52%	0.06	23	0.57%	0	0.4	60	0
15	Sep_14_2005	120.96	122.65	123.46	123.86			123.21(-0.36%)	UD	OpenLong	65	-0.6	24	-10000	-4	109	55.2	52%	0.07	19.8	0.57%	0	0.5	62	0

16	Sep_13_2005	120.87	122.6	123.27	124			123.66(-0.55%)	UD	OpenLong	75	-0.3	28	-10000	-0	111	58.48	52%	0.06	18.6	0.57%	0	1	57	0
17	Sep_12_2005	120.8	122.59	123.08	124.01			124.35(-0.2%)	UD	OpenLong	75	0.3	38	-10000	12	114	33.03	52%	0.07	24.1	0.56%	0	1.6	58	0
18	Sep_9_2005	120.71	122.52	122.73	123.6			124.6(0.89%)	UT	OpenLong	75	1	30	-10000	13	82	44.11	52%	0.07	14.8	0.56%	0	2.1	60	0
19	Sep_8_2005	120.62	122.46	122.41	123.17			123.5(-0.33%)	UD	OpenLong	75	0.4	18	-10000	5	56	39.07	50%	0.08	4	0.56%	0	1.1	57	0
20	Sep_7_2005	120.52	122.44	122.18	122.99			123.91(0.17%)	UT	OpenLong	75	1	24	-10000	17	44	41.77	50%	0.07	-8.1	0.56%	0	1.6	59	0

21	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
22	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
23	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
24	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
25	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%		-66.7	0.53%	0	-1.4	36	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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