Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Mar. 8, 2006

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 $128.2400 (0.21%) ($127.1800 - $128.4400) on Wed. Mar. 8, 2006.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.6% (three month average)
RSI   52
Latest Price   $128.2400(0.21%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.2% a day on average for past five trading days.
Weekly Trend   SPY declines -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 -0.3% in a week (0% probabilities).
TLT(-35%)    SHY(-22%)    TIP(-12%)    REMX(-0%)    GLD(5%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.3% (StdDev 0.6%)
Hourly BBV 0 ()
Intraday Trend 0.4%

Resistance Level   $128.33
5 Day Moving Average   $128.5(-0.2%)
10 Day Moving Average   $128.78(-0.42%)
20 Day Moving Average   $128.33(-0.07%)
To recent high   -0.9%
To recent low   3%
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 0.79% (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

> 20060408

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_8_2006	125.89	128.33	128.78	128.5			128.24(0.21%)	DP	OpenShort	-75	-0.3	-9	-10000	-6	-16	66.73	55%	0.09	41.8	0.6%	0	-0.1	52	0
2	Mar_7_2006	125.78	128.21	128.89	128.73			127.97(-0.16%)	UD	OpenLong	65	-0.6	1	-10000	-1	6	61.79	55%	0.07	33.3	0.6%	0	-0.2	54	0
3	Mar_6_2006	125.69	128.15	128.95	128.78			128.17(-0.46%)	N/A	N/A	0	-0.5	-0	-10000	-7	20	57.48	55%	0.08	26.8	0.61%	0	0	64	0
4	Mar_3_2006	125.59	128.06	129.03	129.04			128.76(-0.46%)	UD	OpenLong	65	-0.2	10	-10000	-3	50	73.43	55%	0.1	23.5	0.6%	0	0.5	65	0
5	Mar_2_2006	125.47	127.97	129.07	129.17			129.36(-0.01%)	UD	OpenLong	75	0.1	21	-10000	2	78	60.65	55%	0.1	25.5	0.6%	0	1.1	71	0

6	Mar_1_2006	125.35	127.91	128.96	129.11			129.37(0.89%)	UT	OpenLong	75	0.2	23	-10000	1	88	48.67	58%	0.09	31.3	0.6%	0	1.1	69	0
7	Feb_28_2006	125.24	127.91	128.8	129.09			128.23(-0.95%)	UD	OpenLong	65	-0.7	26	-10000	-1	105	74.4	53%	0.08	35.8	0.6%	0	0.3	70	0
8	Feb_27_2006	125.14	127.81	128.65	129.14			129.46(0.04%)	UT	OpenLong	75	0.3	30	-10000	3	109	35.93	56%	0.09	44.8	0.6%	0	1.3	68	0
9	Feb_24_2006	125.03	127.75	128.38	129.01			129.41(0.26%)	UT	OpenLong	75	0.3	28	-10000	1	108	36.78	56%	0.08	53.3	0.6%	0	1.4	69	0
10	Feb_23_2006	124.93	127.64	128.08	128.96			129.08(-0.15%)	UD	OpenLong	75	0.1	30	-10000	4	107	43.46	56%	0.08	51.7	0.6%	0	1.3	62	0

11	Feb_22_2006	124.83	127.52	127.84	128.79			129.27(0.61%)	UT	OpenLong	75	0.4	29	-10000	8	90	42.34	56%	0.06	44.7	0.6%	0	1.6	52	0
12	Feb_21_2006	124.75	127.38	127.47	128.48			128.49(-0.25%)	UD	OpenLong	75	0	25	-10000	11	65	46.46	55%	0.06	31.3	0.6%	0	1.1	54	0
13	Feb_17_2006	124.67	127.27	127.27	128.07			128.81(-0.27%)	UD	OpenLong	75	0.7	17	-10000	11	34	40.35	57%	0.06	10.1	0.6%	0	1.5	50	0
14	Feb_16_2006	124.6	127.13	127.01	127.63			129.16(0.75%)	UT	OpenLong	75	1.6	11	-10000	14	2	61.04	57%	0.06	-14.3	0.61%	0	2.1	50	0
15	Feb_15_2006	124.53	127.07	126.75	127.08			128.2(0.35%)	DP	OpenShort	-65	1.3	-1	-10000	8	-29	85.47	55%	0.06	-38.6	0.6%	0	1.3	53	0

16	Feb_14_2006	124.46	127.04	126.74	126.77			127.75(1.06%)	N/A	N/A	0	1.1	2	-10000	12	-30	91	55%	0.06	-53.5	0.6%	0	0.8	55	0
17	Feb_13_2006	124.39	127.06	126.7	126.31			126.41(-0.18%)	DT	OpenShort	-75	0.1	-13	-10000	-1	-50	52.32	52%	0.04	-69.4	0.59%	0	-0.7	50	0
18	Feb_10_2006	124.34	127.16	126.88	126.35			126.64(0.18%)	DP	OpenShort	-65	0.3	-7	-10000	2	-34	64.51	54%	0.04	-64	0.59%	0	-0.5	52	0
19	Feb_9_2006	124.29	127.27	127.06	126.28			126.41(-0.17%)	DT	OpenShort	-75	0.1	-7	-10000	-2	-20	62.03	54%	0.05	-58.2	0.6%	0	-0.9	54	0
20	Feb_8_2006	124.23	127.41	127.16	126.37			126.62(0.91%)	DP	OpenShort	-75	0.2	-13	-10000	-9	-26	59.43	54%	0.04	-43.5	0.6%	0	-0.7	42	0

21	Feb_7_2006	124.18	127.52	127.18	126.73			125.48(-0.88%)	DT	OpenShort	-75	-1.1	-13	-10000	-11	-20	71.23	52%	0.02	-25.6	0.59%	0	-1.9	40	0
22	Feb_6_2006	124.16	127.69	127.18	127.13			126.6(0.26%)	DP	OpenShort	-75	-0.5	-11	-10000	-10	-15	45.52	55%	0.02	2.5	0.57%	0	-1.1	42	0
23	Feb_3_2006	124.13	127.78	127.18	127.5			126.27(-0.5%)	DT	OpenShort	-75	-1.2	-13	-10000	-12	-15	86.04	55%	0.02	26.9	0.57%	0	-1.5	38	0
24	Feb_2_2006	124.1	127.85	127.31	127.95			126.9(-1.16%)	DT	OpenShort	-75	-1.1	-5	-10000	-3	-12	83.63	58%	0.03	50	0.57%	0	-1	40	0
25	Feb_1_2006	124.06	127.88	127.45	128.05			128.39(0.7%)	N/A	N/A	0	0.4	5	-10000	10	-11	63.57	63%		63.9	0.56%	0	0.6	43	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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