Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Nov. 23, 2007

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 $144.1300 (1.73%) ($142.7000 - $144.3400) on Fri. Nov. 23, 2007.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.15% (three month average)
RSI   37
Latest Price   $144.1300(1.73%)
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 -1.9% 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(90%)    XLY(87%)    EEM(83%)
Factors Impacting SPY price   SPY will decline at least -0.575% in a week (0% probabilities).
TLT(-35%)    SHY(-23%)    TIP(-12%)    GLD(3%)    LQD(19%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.575% (StdDev 1.15%)
Hourly BBV 0 ()
Intraday Trend 0.7%

1 - 5 Day Possible Target   $140.78(-2.32%)
Resistance Level   $148.02
5 Day Moving Average   $144(0.09%)
10 Day Moving Average   $144.96(-0.57%)
20 Day Moving Average   $148.02(-2.63%)
To recent high   -7.9%
To recent low   1.7%
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 2.62% (three month std-dev: 1.15%) 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

> 20071223

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	Nov_23_2007	149.71	148.02	144.96	144			144.13(1.73%)	DP	OpenShort	-75	0	-27	-10000	-3	-99	77.69	47%	-0.05	-47.3	1.15%	0	-1	37	0
2	Nov_21_2007	149.79	148.41	145.25	144.28			141.68(-2.05%)	DT	OpenShort	-75	-0.7	-40	-10000	-15	-115	259.2	47%	-0.07	-49	1.13%	0	-1.8	32	0
3	Nov_20_2007	149.9	148.93	145.89	145.48			144.64(0.61%)	DP	OpenShort	-75	-0.2	-36	-10000	-9	-115	414.77	50%	-0.05	-47.9	1.1%	0	-1.2	30	0
4	Nov_19_2007	149.97	149.3	146.59	146.17			143.76(-1.39%)	DT	OpenShort	-75	-0.7	-26	-10000	0	-103	267.75	50%	-0.05	-47.8	1.1%	0	-1.7	33	0
5	Nov_16_2007	150.04	149.66	147.22	146.16			145.79(0.17%)	DT	HoldShort	-50	-0.1	-28	-10000	2	-116	308.77	55%	-0.03	-58.7	1.11%	0	-1.3	33	0

6	Nov_15_2007	150.09	149.88	147.74	146.03			145.54(-1.44%)	DT	OpenShort	-75	-0.2	-36	-10000	-4	-131	263.11	52%	-0.03	-70.9	1.11%	0	-1.4	34	0
7	Nov_14_2007	150.14	150.3	148.29	146.35			147.67(-0.28%)	DT	OpenShort	-75	0.4	-33	-10000	-1	-128	230.56	52%	0	-72.7	1.11%	0	-0.9	42	0
8	Nov_13_2007	150.14	150.62	148.93	146.4			148.08(3.05%)	DP	OpenShort	-75	0.6	-38	-10000	-10	-121	191.12	52%	-0.01	-76.1	1.13%	0	-0.9	44	0
9	Nov_12_2007	150.16	150.91	149.4	147.2			143.7(-0.99%)	DT	OpenShort	-75	-1.2	-40	-10000	-16	-112	243.09	47%	-0.05	-72.1	1.07%	0	-2.4	33	0
10	Nov_9_2007	150.23	151.49	150.47	148.47			145.14(-1.37%)	DT	OpenShort	-75	-1.2	-30	-10000	-15	-76	277.75	43%	-0.05	-68.7	1.06%	0	-2.3	40	0

11	Nov_8_2007	150.3	152.07	151.36	149.68			147.16(-0.51%)	DT	OpenShort	-75	-1.1	-16	-10000	-9	-35	374.51	47%	-0.03	-64.7	1.11%	0	-2.1	46	0
12	Nov_7_2007	150.34	152.49	151.87	150.45			147.91(-2.74%)	DT	OpenShort	-75	-1.1	-19	-10000	-16	-29	306.64	49%	-0.03	-57.9	1.12%	0	-2.1	38	0
13	Nov_6_2007	150.39	152.92	152.28	151.8			152.07(1.35%)	DP	OpenShort	-75	0.1	-3	-10000	-2	-6	177.8	56%	-0.01	-39.3	1.07%	0	-0.4	44	0
14	Nov_5_2007	150.4	153.12	152.26	152			150.05(-0.76%)	DT	OpenShort	-75	-0.9	-11	-10000	-10	-12	226.85	54%	-0.02	-31.6	1.08%	0	-1.5	40	0
15	Nov_2_2007	150.43	153.38	152.35	152.81			151.2(0.11%)	DP	OpenShort	-75	-0.8	-7	-10000	-6	-8	331.23	50%	-0.01	-19.7	1.12%	0	-1.1	39	0

16	Nov_1_2007	150.45	153.61	152.24	153.3			151.03(-2.34%)	DT	OpenShort	-75	-1.2	-6	-10000	-2	-18	333.04	50%	-0.01	-6.3	1.13%	0	-1.3	36	0
17	Oct_31_2007	150.46	153.78	152.51	153.46			154.65(1.04%)	N/A	N/A	0	0.6	2	-10000	8	-18	220.95	52%	0.03	-2.5	1.09%	0	0.5	46	0
18	Oct_30_2007	150.41	153.73	152.42	152.83			153.06(-0.69%)	DP	OpenShort	-65	0.1	-8	-10000	3	-39	132.98	54%	0.01	-8.3	1.09%	0	-0.4	39	0
19	Oct_29_2007	150.39	153.78	152.47	152.57			154.13(0.33%)	DP	OpenShort	-65	0.8	-6	-10000	9	-51	106.84	54%	0.02	-5.8	1.1%	0	0.2	40	0
20	Oct_26_2007	150.36	153.79	152.51	151.85			153.62(1.17%)	DP	OpenShort	-65	1	-9	-10000	9	-64	176.49	48%	0.03	-9.9	1.13%	0	-0.1	45	0

21	Oct_25_2007	150.31	153.75	152.74	151.06			151.84(0.24%)	DP	OpenShort	-75	0.4	-24	-10000	-4	-83	237.37	46%	0	-20.7	1.16%	0	-1	36	0
22	Oct_24_2007	150.31	153.82	153.08	151.43			151.48(-0.18%)	DT	OpenShort	-75	0	-23	-10000	-6	-74	326.69	44%	-0.01	-13.3	1.16%	0	-1.3	44	0
23	Oct_23_2007	150.33	153.88	153.55	151.98			151.76(0.81%)	DP	OpenShort	-75	-0.1	-18	-10000	-5	-56	180.09	44%	-0.02	-7.5	1.18%	0	-1.1	45	0
24	Oct_22_2007	150.36	153.89	154.02	152.39			150.54(0.58%)	DP	OpenShort	-75	-1	-19	-10000	-10	-45	261.99	44%	-0.02	-4.1	1.18%	0	-1.8	40	0
25	Oct_19_2007	150.39	153.98	154.5	153.28			149.67(-2.62%)	DT	OpenShort	-75	-2.1	-19	-10000	-15	-29	297.17	43%		19.3	1.18%	0	-2.4	37	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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