Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Sep. 24, 2008

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 $118.9300 (0.32%) ($117.7900 - $120.0000) on Wed. Sep. 24, 2008.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.67% (three month average)
RSI   44
Latest Price   $118.9300(0.32%)
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 -1.6% 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%)    XLK(90%)    IWM(89%)    XLY(88%)    EWG(84%)
Factors Impacting SPY price   SPY will decline at least -0.835% in a week (0% probabilities).
TLT(-34%)    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   -0.835% (StdDev 1.67%)
Hourly BBV 0 ()
Intraday Trend -0.4%

1 - 5 Day Possible Target   $116.41(-2.12%)
Resistance Level   $123.76
5 Day Moving Average   $120.6(-1.38%)
10 Day Moving Average   $121.23(-1.9%)
20 Day Moving Average   $123.76(-3.9%)
To recent high   -9.8%
To recent low   2%
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 3.03% (three month std-dev: 1.67%) 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

> 20081024

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	Sep_24_2008	130.15	123.76	121.23	120.6			118.93(0.32%)	DT	HoldShort	-50	-0.4	-10	-10000	5	-54	311.87	41%	-0.18	-48.8	1.67%	0	-1.3	44	0
2	Sep_23_2008	130.39	124.19	121.72	120.13			118.55(-2.28%)	DT	OpenShort	-75	-0.4	-25	-10000	-7	-78	328.23	41%	-0.18	-53.9	1.67%	0	-1.5	39	0
3	Sep_22_2008	130.62	124.64	122.21	120.84			121.31(-2.26%)	DP	OpenShort	-65	0.1	-18	-10000	2	-78	249.97	43%	-0.15	-54	1.65%	0	-1	41	0
4	Sep_19_2008	130.82	125.05	122.21	120.6			124.12(3.37%)	DP	OpenShort	-75	1	-26	-10000	-4	-90	501.15	43%	-0.13	-56.5	1.65%	0	-0.3	43	0
5	Sep_18_2008	130.99	125.22	122.74	120.99			120.07(2.97%)	DP	OpenShort	-75	-0.3	-35	-10000	-11	-107	776.11	39%	-0.14	-55.4	1.59%	0	-1.5	34	0

6	Sep_17_2008	131.18	125.62	123.16	122.08			116.61(-4.5%)	DT	OpenShort	-75	-1.7	-38	-10000	-15	-108	624.1	36%	-0.18	-52.1	1.54%	0	-2.7	32	0
7	Sep_16_2008	131.41	126.19	124.32	123.5			122.1(1.67%)	DP	OpenShort	-75	-0.5	-23	-10000	-3	-84	581.74	39%	-0.14	-56.4	1.45%	0	-1.6	41	0
8	Sep_15_2008	131.59	126.51	124.9	123.73			120.09(-4.76%)	DT	OpenShort	-75	-1.5	-32	-10000	-15	-84	483.61	37%	-0.15	-62.6	1.43%	0	-2.7	38	0
9	Sep_12_2008	131.79	127.04	125.8	125.11			126.09(0.46%)	DP	OpenShort	-65	0.5	-12	-10000	4	-60	297.85	43%	-0.09	-55.1	1.32%	0	-0.5	41	0
10	Sep_11_2008	131.91	127.2	126.16	124.77			125.51(1.45%)	DP	OpenShort	-65	0.4	-13	-10000	3	-61	375.37	42%	-0.1	-53.4	1.32%	0	-0.8	46	0

11	Sep_10_2008	132.04	127.36	126.46	124.48			123.72(0.41%)	DP	OpenShort	-75	-0.4	-25	-10000	-10	-70	298.92	40%	-0.11	-59.4	1.31%	0	-1.8	42	0
12	Sep_9_2008	132.18	127.65	126.85	125.31			123.22(-2.97%)	DT	OpenShort	-75	-1.1	-22	-10000	-11	-54	377.33	40%	-0.12	-50.7	1.31%	0	-2.3	43	0
13	Sep_8_2008	132.34	128.04	127.28	126.26			126.99(2.07%)	DP	OpenShort	-75	0.4	-13	-10000	-4	-39	364.15	42%	-0.09	-26.5	1.26%	0	-0.6	46	0
14	Sep_5_2008	132.46	128.16	127.52	126.62			124.42(0.31%)	DP	OpenShort	-75	-1.3	-20	-10000	-14	-37	289.51	39%	-0.09	-12.1	1.29%	0	-2.2	35	0
15	Sep_4_2008	132.58	128.31	127.9	127.78			124.03(-3.01%)	DT	OpenShort	-75	-2.5	-13	-10000	-11	-18	340.44	39%	-0.11	8.7	1.32%	0	-2.9	36	0

16	Sep_3_2008	132.72	128.58	128.3	128.7			127.88(-0.09%)	UD	OpenLong	75	-0.7	1	-10000	1	1	251.95	42%	-0.04	36	1.27%	0	-0.6	48	0
17	Sep_2_2008	132.77	128.61	128.23	128.6			127.99(-0.62%)	N/A	N/A	0	-0.6	0	-10000	3	-8	252.47	42%	-0.05	43.5	1.27%	0	-0.6	46	0
18	Aug_29_2008	132.83	128.48	128.27	128.4			128.79(-1.08%)	DT	OpenShort	-75	0.3	-7	-10000	-2	-22	189.21	42%	-0.05	34.9	1.26%	0	0.2	43	0
19	Aug_28_2008	132.9	128.36	128.39	128.58			130.19(1.21%)	N/A	N/A	0	1.1	1	-10000	6	-13	167.54	42%	-0.05	39.3	1.26%	0	1.3	52	0
20	Aug_27_2008	132.96	128.19	128.29	128.1			128.63(0.97%)	DP	OpenShort	-65	0.4	-2	-10000	3	-16	171.03	42%	-0.06	36.4	1.25%	0	0.3	56	0

21	Aug_26_2008	133.04	128.18	128.27	127.89			127.39(0.29%)	DT	HoldShort	-50	-0.3	-5	-10000	1	-23	159.12	42%	-0.08	32.1	1.25%	0	-0.6	47	0
22	Aug_25_2008	133.14	128.14	128.47	127.81			127.02(-2.03%)	DT	OpenShort	-75	-0.5	-8	-10000	-3	-23	171.94	42%	-0.08	23.3	1.26%	0	-0.7	48	0
23	Aug_22_2008	133.24	128	128.84	128.08			129.65(1.45%)	N/A	N/A	0	0.9	-0	-10000	-1	2	167.72	43%	-0.05	20.9	1.24%	0	0.9	63	0
24	Aug_21_2008	133.31	127.8	128.79	128.19			127.8(0.17%)	UD	OpenLong	65	-0.2	1	-10000	-4	14	180.61	39%	-0.07	21.4	1.23%	0	0	56	0
25	Aug_20_2008	133.4	127.69	128.75	128.53			127.58(0.46%)	UD	OpenLong	65	-0.5	4	-10000	-3	23	225.5	39%		27.7	1.24%	0	-0.1	53	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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