Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. May. 29, 2008

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 $140.0000 (0.5%) ($139.0800 - $140.9300) on Thu. May. 29, 2008.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.28% (three month average)
RSI   55
Latest Price   $140.0000(0.5%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.1% a day on average for past five trading days.
Weekly Trend   SPY declines -0.4% 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(88%)    EWG(84%)
Factors Impacting SPY price   SPY will decline at least -0.64% in a week (0% probabilities).
TLT(-35%)    SHY(-20%)    TIP(-10%)    GLD(4%)    LQD(21%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.64% (StdDev 1.28%)
Hourly BBV 0 ()
Intraday Trend 0.6%

Resistance Level   $140.45
5 Day Moving Average   $139.02(0.7%)
10 Day Moving Average   $140.38(-0.27%)
20 Day Moving Average   $140.45(-0.32%)
To recent high   -2.1%
To recent low   9.4%
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 1.03% (three month std-dev: 1.28%) 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

> 20080629

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_29_2008	136.23	140.45	140.38	139.02			140(0.5%)	DP	OpenShort	-65	0.7	-4	-10000	1	-20	173.93	52%	0	-4.9	1.28%	0	-0.3	55	0
2	May_28_2008	136.23	140.45	140.46	138.92			139.3(0.46%)	DP	OpenShort	-75	0.3	-10	-10000	-6	-21	181.29	52%	0	-4.6	1.31%	0	-0.7	51	0
3	May_27_2008	136.23	140.38	140.6	139.44			138.66(0.74%)	DP	OpenShort	-75	-0.5	-12	-10000	-10	-18	168.32	52%	-0.05	8.3	1.32%	0	-1.1	38	0
4	May_23_2008	136.3	140.44	140.8	140.32			137.64(-1.34%)	DT	OpenShort	-75	-1.8	-9	-10000	-11	-3	181.44	52%	-0.06	28.8	1.3%	0	-1.9	40	0
5	May_22_2008	136.38	140.56	140.8	141.32			139.51(0.01%)	N/A	N/A	0	-1.3	-2	-10000	-6	10	170.82	55%	-0.04	54	1.3%	0	-0.7	43	0

6	May_21_2008	136.43	140.52	140.99	141.92			139.49(-1.69%)	UD	OpenLong	65	-1.6	2	-10000	-3	16	252.72	55%	0.02	66.4	1.3%	0	-0.7	45	0
7	May_20_2008	136.4	140.45	140.99	142.18			141.89(-0.81%)	UD	OpenLong	75	-0.2	9	-10000	3	28	178.55	57%	-0.04	70.8	1.29%	0	0.9	64	0
8	May_19_2008	136.45	140.25	141.02	141.9			143.05(0.27%)	UT	OpenLong	75	0.7	13	-10000	6	33	165.7	57%	-0.03	79.6	1.29%	0	1.8	64	0
9	May_16_2008	136.49	140.02	140.77	141.38			142.66(0.09%)	UT	OpenLong	75	0.9	13	-10000	8	28	204.24	57%	-0.04	94.3	1.29%	0	1.8	60	0
10	May_15_2008	136.54	139.8	140.62	140.63			142.53(1.25%)	UT	OpenLong	75	1.3	11	-10000	8	21	166.93	57%	-0.05	98.1	1.3%	0	1.9	60	0

11	May_14_2008	136.61	139.53	140.46	139.95			140.77(0.21%)	UT	OpenLong	75	0.6	6	-10000	3	15	181.91	57%	0.03	91.2	1.29%	0	0.9	60	0
12	May_13_2008	136.57	139.34	140.22	139.7			140.48(0.01%)	N/A	N/A	0	0.4	-1	-10000	-4	10	159.14	57%	-0.07	67.6	1.29%	0	0.6	62	0
13	May_12_2008	136.66	139	140.09	140.02			140.46(1.12%)	UT	HoldLong	50	0.2	4	-10000	-1	20	150.91	57%	-0.06	54.3	1.3%	0	0.6	61	0
14	May_9_2008	136.74	138.65	140.01	140.09			138.9(-0.19%)	UD	OpenLong	65	-0.5	2	-10000	-6	24	152.59	57%	-0.06	43.8	1.29%	0	0.1	53	0
15	May_8_2008	136.82	138.4	140.1	140.61			139.16(-0.26%)	UD	OpenLong	65	-0.6	7	-10000	-4	38	178.32	57%	-0.05	43.1	1.3%	0	0.3	54	0

16	May_7_2008	136.89	138.25	140.04	141.01			139.52(-1.78%)	UD	OpenLong	75	-0.6	16	-10000	3	53	199.27	57%	-0.05	45.7	1.3%	0	0.5	62	0
17	May_6_2008	136.96	138.06	139.89	140.75			142.05(0.87%)	UT	OpenLong	75	0.5	19	-10000	7	54	179.34	61%	-0.02	41.8	1.28%	0	1.6	74	0
18	May_5_2008	136.99	137.79	139.47	140.16			140.83(-0.48%)	UD	OpenLong	75	0.3	17	-10000	3	57	118.51	56%	-0.05	38.6	1.28%	0	1.3	80	0
19	May_2_2008	137.06	137.58	139.23	139.92			141.51(0.28%)	UT	HoldLong	65	0.7	20	-10000	4	69	181.59	56%	-0.06	47.6	1.33%	0	1.7	84	0
20	May_1_2008	137.14	137.33	138.91	139.54			141.12(2.07%)	UT	HoldLong	65	0.8	24	-10000	6	79	187.28	58%	-0.06	59.3	1.34%	0	1.8	80	0

21	Apr_30_2008	137.22	137.1	138.49	138.98			138.26(-0.59%)	UD	OpenLong	75	-0.4	19	-10000	1	73	208.4	58%	-0.07	68.4	1.33%	0	0.6	59	0
22	Apr_29_2008	137.32	137.02	138.37	138.87			139.08(-0.39%)	UD	OpenLong	75	0.1	21	-10000	3	76	125.51	58%	-0.1	76.3	1.34%	0	1.1	62	0
23	Apr_28_2008	137.46	136.88	137.83	138.64			139.63(0.02%)	UT	OpenLong	75	0.5	17	-10000	2	62	105.62	60%	-0.09	70.2	1.34%	0	1.3	59	0
24	Apr_25_2008	137.58	136.51	137.18	138.43			139.6(0.93%)	UT	OpenLong	75	0.5	14	-10000	3	47	190.79	57%	-0.08	57.7	1.35%	0	1.4	58	0
25	Apr_24_2008	137.69	136.11	136.56	138.2			138.32(0.44%)	UT	OpenLong	75	0.1	11	-10000	3	34	229.38	57%		54.3	1.36%	0	1	55	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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