Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. May. 21, 2007

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 24, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $152.5400 (-0.05%) ($152.5000 - $153.2300) on Mon. May. 21, 2007.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.82% (three month average)
RSI   72
Latest Price   $152.5400(-0.05%)
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 0.6% 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(92%)    IWM(90%)    XLK(89%)    XLY(87%)    EEM(83%)
Factors Impacting SPY price   SPY will decline at least -0.41% in a week (0% probabilities).
TLT(-35%)    SHY(-23%)    TIP(-13%)    GLD(4%)    LQD(19%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.41% (StdDev 0.82%)
Hourly BBV 0 ()
Intraday Trend -0%

5 Day Moving Average   $151.73(0.53%)
10 Day Moving Average   $151.19(0.89%)
20 Day Moving Average   $150.42(1.41%)
To recent high   -0.1%
To recent low   11.1%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.7
One Month Target Price   > $152.54
(if BBV positive, VIX trend negative.)
Correction Price   < $146.29

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 -2.9% away from the target price of 152.54.
$. SPY price fluctuates within 0.85% (three month std-dev: 0.82%) 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

> 20070621

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	May_21_2007	144.58	150.42	151.19	151.73			152.54(-0.05%)	UD	OpenLong	75	0.6	16	-10000	7	44	174.71	55%	0.08	80	0.82%	0	1.7	72	0
2	May_18_2007	144.46	150.19	151.02	151.32			152.62(0.87%)	UT	OpenLong	75	1.1	16	-10000	6	45	99.19	55%	0.08	80.2	0.82%	0	2	74	0
3	May_17_2007	144.35	149.98	150.83	150.97			151.3(-0.2%)	UD	OpenLong	75	0.3	15	-10000	6	42	101.57	53%	0.06	85.2	0.82%	0	1.1	60	0
4	May_16_2007	144.26	149.79	150.73	150.63			151.6(0.68%)	UT	OpenLong	75	0.8	10	-10000	1	35	114.67	53%	0.07	83.5	0.82%	0	1.4	60	0
5	May_15_2007	144.16	149.57	150.53	150.54			150.57(0.03%)	UD	OpenLong	65	0	8	-10000	-1	33	180.95	53%	0.05	92	0.82%	0	0.8	57	0

6	May_14_2007	144.09	149.41	150.36	150.58			150.53(-0.22%)	UD	OpenLong	65	-0	9	-10000	-1	37	108.06	54%	0.07	95.7	0.82%	0	0.8	64	0
7	May_11_2007	143.99	149.22	150.15	150.66			150.86(0.86%)	UT	OpenLong	75	0.1	11	-10000	-0	42	113.4	56%	0.07	92.5	0.82%	0	1	66	0
8	May_10_2007	143.89	148.95	150.01	150.67			149.58(-1.05%)	UD	OpenLong	65	-0.6	9	-10000	-3	46	153.68	54%	0.06	87.4	0.82%	0	0.4	57	0
9	May_9_2007	143.81	148.73	150.03	150.83			151.16(0.27%)	UT	OpenLong	75	0.2	20	-10000	5	66	103.03	55%	0.06	81.6	0.81%	0	1.2	74	0
10	May_8_2007	143.72	148.38	149.85	150.5			150.75(-0.13%)	UD	OpenLong	75	0.1	22	-10000	7	68	81.57	55%	0.06	76.4	0.82%	0	1.1	72	0

11	May_7_2007	143.63	148.08	149.59	150.09			150.95(0.02%)	UT	OpenLong	75	0.4	23	-10000	9	64	63.69	55%	0.07	75.5	0.82%	0	1.4	75	0
12	May_4_2007	143.53	147.75	149.3	149.55			150.92(0.38%)	UT	HoldLong	65	0.7	18	-10000	5	56	96.42	55%	0.06	77	0.8%	0	1.5	76	0
13	May_3_2007	143.45	147.42	149.06	149.28			150.35(0.54%)	UT	HoldLong	65	0.5	17	-10000	2	62	87.23	55%	0.06	79.7	0.81%	0	1.4	79	0
14	May_2_2007	143.36	147.09	148.75	149.14			149.54(0.59%)	UT	HoldLong	65	0.2	18	-10000	0	71	87.21	55%	0.06	83.3	0.81%	0	1.2	79	0
15	May_1_2007	143.28	146.8	148.53	149.12			148.67(0.26%)	UT	HoldLong	65	-0.2	24	-10000	2	88	134.48	56%	0.05	85	0.81%	0	0.9	80	0

16	Apr_30_2007	143.21	146.49	148.38	149.01			148.29(-0.83%)	UD	OpenLong	75	-0.3	25	-10000	1	98	101.02	58%	0.05	75.7	0.81%	0	0.8	73	0
17	Apr_27_2007	143.14	146.19	148.24	148.97			149.53(-0.08%)	UD	OpenLong	75	0.2	30	-10000	3	111	108.2	61%	0.06	69.1	0.8%	0	1.4	83	0
18	Apr_26_2007	143.05	145.81	147.83	148.79			149.65(0.11%)	UT	HoldLong	65	0.4	35	-10000	8	116	88.76	61%	0.06	64.6	0.8%	0	1.6	84	0
19	Apr_25_2007	142.97	145.41	147.34	148.3			149.48(0.92%)	UT	HoldLong	65	0.5	32	-10000	7	107	109.17	58%	0.06	57.8	0.81%	0	1.7	85	0
20	Apr_24_2007	142.89	145.07	146.8	147.86			148.12(0.04%)	UT	HoldLong	65	0.1	27	-10000	3	97	114.52	57%	0.06	60.9	0.81%	0	1.4	83	0

21	Apr_23_2007	142.81	144.82	146.45	147.65			148.06(-0.38%)	UD	OpenLong	75	0.2	29	-10000	4	104	77.59	57%	0.06	68.1	0.82%	0	1.6	86	0
22	Apr_20_2007	142.73	144.57	146.08	147.38			148.62(0.94%)	UT	HoldLong	65	0.6	37	-10000	11	114	124.12	57%	0.06	80.9	0.81%	0	2.1	92	0
23	Apr_19_2007	142.65	144.28	145.63	146.72			147.23(-0.03%)	UT	HoldLong	50	0.3	34	-10000	9	107	103.37	56%	0.05	92.4	0.81%	0	1.7	90	0
24	Apr_18_2007	142.58	144.07	145.29	146.21			147.27(0.12%)	UT	HoldLong	65	0.7	35	-10000	11	105	88.35	56%	0.06	103.6	0.81%	0	2	91	0
25	Apr_17_2007	142.49	143.75	144.92	145.56			147.09(0.27%)	UT	HoldLong	65	1	29	-10000	8	91	108.45	56%		104.7	0.81%	0	2.2	76	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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