Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Jun. 1, 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 $128.7300 (0.96%) ($127.2700 - $128.9400) on Thu. Jun. 1, 2006.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.69% (three month average)
RSI   41
Latest Price   $128.7300(0.96%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.4% a day on average for past five trading days.
Weekly Trend   SPY declines -0.5% 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(90%)    XLK(89%)    XLY(87%)    EEM(83%)
Factors Impacting SPY price   SPY will decline at least -0.345% in a week (0% probabilities).
TLT(-35%)    SHY(-23%)    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   -0.345% (StdDev 0.69%)
Hourly BBV 0 ()
Intraday Trend 1.1%

5 Day Moving Average   $127.69(0.81%)
10 Day Moving Average   $126.96(1.39%)
20 Day Moving Average   $128.7(0.02%)
To recent high   -2.9%
To recent low   2.8%
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 1.89% (three month std-dev: 0.69%) 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

> 20060701

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	Jun_1_2006	128.95	128.7	126.96	127.69			128.73(0.96%)	N/A	N/A	0	0.4	0	-10000	12	-36	73.74	51%	0	-30.7	0.69%	0	0	41	0
2	May_31_2006	128.95	128.8	126.75	127.18			127.51(1.12%)	DP	OpenShort	-65	0.1	-15	-10000	11	-91	86.93	48%	-0.02	-35.4	0.69%	0	-0.5	33	0
3	May_30_2006	128.97	128.99	126.9	126.71			126.1(-1.78%)	DT	OpenShort	-75	-0.2	-35	-10000	-0	-138	72.45	45%	-0.02	-38.7	0.68%	0	-1.2	27	0
4	May_26_2006	128.99	129.22	127.22	126.72			128.38(0.51%)	DP	OpenShort	-65	0.7	-36	-10000	6	-162	62.99	49%	0.01	-42.2	0.65%	0	-0.4	33	0
5	May_25_2006	128.98	129.35	127.28	126.46			127.73(1.24%)	DP	OpenShort	-65	0.5	-44	-10000	7	-196	78.99	49%	0.01	-45.1	0.65%	0	-0.7	30	0

6	May_24_2006	128.97	129.46	127.56	126.16			126.17(0.8%)	DP	OpenShort	-75	0	-58	-10000	-3	-222	168.41	46%	-0.01	-52.7	0.64%	0	-1.4	29	0
7	May_23_2006	128.98	129.69	128.17	126.29			125.17(-0.76%)	DT	OpenShort	-75	-0.5	-71	-10000	-21	-220	92.01	44%	-0.03	-55.8	0.63%	0	-2	28	0
8	May_22_2006	129.02	129.97	128.91	127.12			126.13(-0.76%)	DT	OpenShort	-75	-0.5	-59	-10000	-17	-184	110.88	47%	0.02	-52.6	0.62%	0	-1.9	28	0
9	May_19_2006	129	130.23	129.53	127.79			127.1(0.71%)	DP	OpenShort	-75	-0.4	-44	-10000	-11	-144	124.35	49%	0.02	-43.1	0.62%	0	-1.8	38	0
10	May_18_2006	128.98	130.44	130.08	128.22			126.21(-0.5%)	DT	OpenShort	-75	-1.2	-50	-10000	-24	-128	87.94	47%	0	-33.6	0.61%	0	-2.6	30	0

11	May_17_2006	128.98	130.71	130.63	129.17			126.85(-1.9%)	DT	OpenShort	-75	-1.8	-41	-10000	-28	-79	144.79	47%	0.02	-13.9	0.62%	0	-2.9	42	0
12	May_16_2006	128.96	130.94	131.08	130.31			129.31(-0.15%)	DT	OpenShort	-75	-1	-20	-10000	-18	-27	62.14	54%	0	23.7	0.57%	0	-1.6	47	0
13	May_15_2006	128.96	131.02	131.3	130.97			129.5(0.2%)	N/A	N/A	0	-1.4	-9	-10000	-15	11	84.05	54%	0.02	43.8	0.57%	0	-1.4	48	0
14	May_12_2006	128.93	131	131.43	131.54			129.24(-1.31%)	N/A	N/A	0	-2.2	-5	-10000	-17	31	91.74	57%	0.02	57	0.58%	0	-1.7	44	0
15	May_11_2006	128.9	130.99	131.65	132.2			130.95(-1.21%)	UD	OpenLong	65	-1.2	16	-10000	-2	71	80.66	61%	0.04	63.4	0.56%	0	-0	50	0

16	May_10_2006	128.85	130.9	131.55	132.28			132.55(-0.05%)	UD	OpenLong	75	0.2	25	-10000	9	71	64.41	65%	0.05	52.8	0.54%	0	1.4	58	0
17	May_9_2006	128.78	130.71	131.33	131.95			132.62(0.2%)	UT	OpenLong	75	0.6	19	-10000	7	53	29.87	65%	0.05	37.4	0.54%	0	1.6	60	0
18	May_8_2006	128.71	130.55	131.1	131.7			132.36(-0.12%)	UD	OpenLong	75	0.6	19	-10000	11	41	30.02	67%	0.05	33.7	0.54%	0	1.6	60	0
19	May_5_2006	128.65	130.41	130.94	131.31			132.52(0.88%)	UT	OpenLong	75	1.2	15	-10000	7	37	62.59	64%	0.04	24.7	0.56%	0	2	71	0
20	May_4_2006	128.6	130.31	130.78	131.05			131.36(0.36%)	UT	OpenLong	75	0.3	19	-10000	10	45	42.94	62%	0.03	25	0.55%	0	1.1	67	0

21	May_3_2006	128.56	130.28	130.78	130.7			130.89(-0.37%)	UD	OpenLong	75	0.2	14	-10000	3	45	60.83	62%	0.03	21.1	0.55%	0	0.7	64	0
22	May_2_2006	128.52	130.26	130.75	130.6			131.38(0.75%)	UT	OpenLong	75	0.9	19	-10000	5	59	49.09	58%	0.04	24.3	0.56%	0	1.2	69	0
23	May_1_2006	128.47	130.17	130.67	130.4			130.4(-0.62%)	UD	OpenLong	65	0	11	-10000	-3	54	65.02	58%	0.03	17.6	0.57%	0	0.3	55	0
24	Apr_28_2006	128.43	130.15	130.52	130.5			131.21(1.22%)	UT	OpenLong	75	0.8	14	-10000	0	54	55.86	58%	0.05	19.1	0.57%	0	1.2	61	0
25	Apr_27_2006	128.37	130.07	130.28	130.49			129.63(-0.59%)	UD	OpenLong	65	-1	3	-10000	-8	37	124.61	57%		18.5	0.55%	0	-0.5	41	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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