Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Aug. 15, 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 $130.1700 (0.49%) ($129.3000 - $130.5000) on Fri. Aug. 15, 2008.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.23% (three month average)
RSI   66
Latest Price   $130.1700(0.49%)
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 advances 1.3% 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 -0.615% in a week (0% probabilities).
TLT(-35%)    SHY(-19%)    TIP(-9%)    GLD(5%)    LQD(22%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.615% (StdDev 1.23%)
Hourly BBV 0 ()
Intraday Trend 0.2%

5 Day Moving Average   $129.67(0.39%)
10 Day Moving Average   $128.77(1.09%)
20 Day Moving Average   $127.64(1.98%)
To recent high   -9%
To recent low   7.6%
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 1.45% (three month std-dev: 1.23%) 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

> 20080915

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	Aug_15_2008	133.57	127.64	128.77	129.67			130.17(0.49%)	UT	OpenLong	75	0.3	18	-10000	2	66	181.01	41%	-0.02	80	1.23%	0	1.4	66	0
2	Aug_14_2008	133.6	127.42	128.37	129.51			129.54(0.75%)	UT	OpenLong	75	0	21	-10000	6	67	239.56	41%	-0.03	86.5	1.24%	0	1.2	59	0
3	Aug_13_2008	133.64	127.2	128.1	129			128.57(-0.6%)	UD	OpenLong	65	-0.2	14	-10000	-1	60	256.47	41%	-0.04	76	1.23%	0	0.7	58	0
4	Aug_12_2008	133.7	126.98	128.09	129.07			129.35(-1.04%)	UD	OpenLong	75	0.1	18	-10000	2	66	213.2	41%	-0.04	63.8	1.23%	0	1.1	52	0
5	Aug_11_2008	133.75	126.58	127.78	128.88			130.71(1.04%)	UT	OpenLong	75	0.8	27	-10000	15	63	249.43	41%	-0.03	48	1.24%	0	1.8	56	0

6	Aug_8_2008	133.79	126.17	127.08	127.73			129.37(1.86%)	UT	OpenLong	75	0.8	13	-10000	8	29	260.81	41%	-0.01	31.9	1.23%	0	1.5	57	0
7	Aug_7_2008	133.81	125.89	126.68	127.09			127.01(-1.49%)	UD	OpenLong	75	-0	4	-10000	1	11	246.31	36%	-0.03	19.9	1.2%	0	0.6	53	0
8	Aug_6_2008	133.85	125.8	126.53	127.05			128.93(0.44%)	UT	OpenLong	75	1	4	-10000	1	12	209.56	38%	-0.03	17.3	1.21%	0	1.6	59	0
9	Aug_5_2008	133.89	125.58	126.41	126.97			128.36(2.7%)	UT	OpenLong	75	0.8	11	-10000	5	27	251.62	38%	0	8.8	1.21%	0	1.5	61	0
10	Aug_4_2008	133.89	125.58	126.29	126.56			124.99(-0.93%)	UD	OpenLong	75	-0.9	14	-10000	4	42	188.25	33%	-0.04	0.7	1.16%	0	-0.3	63	0

11	Aug_1_2008	133.94	125.58	126.41	126.29			126.16(-0.53%)	UD	OpenLong	75	-0.1	14	-10000	2	49	248.7	37%	-0.04	-9.8	1.16%	0	0.4	60	0
12	Jul_31_2008	134	125.5	126.4	126.15			126.83(-1.32%)	UD	OpenLong	75	0.4	17	-10000	4	55	277.4	37%	-0.03	-16.8	1.17%	0	0.7	58	0
13	Jul_30_2008	134.04	125.46	126.24	125.89			128.53(1.78%)	UT	OpenLong	75	1.5	13	-10000	1	48	354.71	38%	-0.03	-35.5	1.19%	0	1.7	57	0
14	Jul_29_2008	134.08	125.42	125.78	125.82			126.28(2.14%)	UT	HoldLong	50	0.3	9	-10000	-3	44	261.51	35%	-0.01	-44.3	1.17%	0	0.5	54	0
15	Jul_28_2008	134.1	125.48	125.29	126.06			123.64(-1.47%)	UD	OpenLong	65	-1.3	2	-10000	-7	27	205.2	31%	-0.04	-47.6	1.13%	0	-1	41	0

16	Jul_25_2008	134.16	125.68	125.25	126.54			125.48(-0.02%)	UD	OpenLong	65	-0.6	8	-10000	-1	33	219.13	32%	-0.04	-50.7	1.12%	0	-0.1	51	0
17	Jul_24_2008	134.22	125.81	125.09	126.64			125.51(-2.08%)	UD	OpenLong	75	-0.6	8	-10000	1	27	248.63	32%	-0.07	-62.1	1.13%	0	-0.2	48	0
18	Jul_23_2008	134.31	126.09	125.06	126.58			128.17(0.54%)	UT	OpenLong	75	0.7	16	-10000	12	27	311.7	34%	-0.04	-57.4	1.1%	0	0.9	54	0
19	Jul_22_2008	134.36	126.2	124.69	125.73			127.48(1.13%)	RB	SmallLong	20	0.7	13	-10000	19	-4	296.9	34%	-0.04	-70	1.1%	0	0.5	46	0
20	Jul_21_2008	134.42	126.37	124.6	124.44			126.05(0.06%)	DP	OpenShort	-65	0.6	-3	-10000	10	-43	222.86	32%	-0.06	-85.3	1.09%	0	-0.1	44	0

21	Jul_18_2008	134.5	126.62	124.6	123.77			125.98(0.62%)	DP	OpenShort	-65	0.7	-14	-10000	6	-72	267.03	32%	-0.08	-92.3	1.09%	0	-0.2	45	0
22	Jul_17_2008	134.61	127.01	124.48	123.34			125.2(1%)	DP	OpenShort	-75	0.5	-24	-10000	-0	-94	375.49	32%	-0.1	-85.4	1.09%	0	-0.5	41	0
23	Jul_16_2008	134.74	127.43	124.55	123.36			123.96(2.45%)	DP	OpenShort	-75	0.2	-32	-10000	-3	-118	371.64	37%	-0.11	-78.6	1.09%	0	-0.9	30	0
24	Jul_15_2008	134.89	128	124.96	123.53			120.99(-1.41%)	DT	HoldShort	-65	-0.6	-47	-10000	-18	-132	502.5	32%	-0.12	-73.5	1.1%	0	-1.8	23	0
25	Jul_14_2008	135.05	128.76	125.68	124.78			122.72(-0.9%)	DT	OpenShort	-75	-0.5	-34	-10000	-7	-115	322.72	34%		-66.2	1.08%	0	-1.5	25	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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