Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Dec. 28, 2009

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Wed. Jun. 12, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $112.7200 (0.21%) ($112.3200 - $112.9900) on Mon. Dec. 28, 2009.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.01% (three month average)
RSI   60
Latest Price   $112.7200(0.21%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.5% a day on average for past five trading days.
Weekly Trend   SPY advances 0.7% 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(89%)    XLK(89%)    XLY(87%)    EWG(81%)
Factors Impacting SPY price   SPY will decline at least -0.505% in a week (0% probabilities).
TLT(-34%)    SHY(-11%)    TIP(-8%)    IGOV(4%)    GLD(4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.505% (StdDev 1.01%)
Hourly BBV 0 ()
Intraday Trend -0.2%

5 Day Moving Average   $112.04(0.61%)
10 Day Moving Average   $111.56(1.04%)
20 Day Moving Average   $111.1(1.46%)
To recent high   0%
To recent low   10%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   2
One Month Target Price   > $112.83
(if BBV positive, VIX trend negative.)
Correction Price   < $107.13

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% 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 0.1% away from the target price of 112.83.
$. SPY price fluctuates within 0.75% (three month std-dev: 1.01%) 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

> 20100128

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	Dec_28_2009	106.79	111.1	111.56	112.04			112.72(0.21%)	UT	OpenLong	75	0.8	19	-10000	9	48	87.51	55%	0.18	50.7	1.01%	0	2	60	0
2	Dec_24_2009	106.6	110.94	111.39	111.54			112.48(0.47%)	UT	OpenLong	75	1.2	14	-10000	8	33	39.68	53%	0.11	34.7	1.03%	0	1.9	58	0
3	Dec_23_2009	106.48	110.88	111.2	111.08			111.95(0.2%)	UT	OpenLong	75	1.2	6	-10000	2	19	111.78	53%	0.1	21.5	1.04%	0	1.5	59	0
4	Dec_22_2009	106.37	110.82	111.01	110.99			111.73(0.36%)	UT	OpenLong	75	1.1	3	-10000	1	10	91.71	53%	0.11	18	1.04%	0	1.3	52	0
5	Dec_21_2009	106.25	110.77	110.8	110.92			111.33(1.02%)	DP	OpenShort	-75	0.6	-2	-10000	-2	-1	118.1	53%	0.11	11.9	1.05%	0	0.9	49	0

6	Dec_18_2009	106.13	110.68	110.74	111.03			110.21(0.03%)	N/A	N/A	0	-1.2	-1	-10000	-3	6	174.59	53%	0.11	14.3	1.04%	0	-0.7	53	0
7	Dec_17_2009	106.01	110.67	110.83	111.21			110.18(-1.2%)	UD	OpenLong	65	-1.5	3	-10000	-2	19	183.39	53%	0.12	26.6	1.04%	0	-0.7	55	0
8	Dec_16_2009	105.88	110.72	110.86	111.3			111.52(0.15%)	UT	OpenLong	75	0.3	9	-10000	5	20	155.36	57%	0.12	36.9	1.03%	0	1.1	50	0
9	Dec_15_2009	105.75	110.71	110.82	111			111.35(-0.46%)	UD	OpenLong	75	0.5	8	-10000	6	13	120.41	57%	0.12	37.5	1.05%	0	0.9	51	0
10	Dec_14_2009	105.62	110.69	110.8	110.65			111.87(0.68%)	UT	OpenLong	75	1.7	4	-10000	4	4	107.14	57%	0.13	34.9	1.04%	0	1.7	55	0

11	Dec_11_2009	105.48	110.58	110.61	110.44			111.11(0.42%)	DP	OpenShort	-75	1	-0	-10000	0	-1	124.85	57%	0.13	44.3	1.04%	0	0.8	59	0
12	Dec_10_2009	105.34	110.48	110.46	110.42			110.64(0.56%)	N/A	N/A	0	0.3	0	-10000	1	-2	138.01	57%	0.14	52.9	1.04%	0	0.2	55	0
13	Dec_9_2009	105.19	110.46	110.52	110.37			110.02(0.37%)	DP	OpenShort	-75	-0.5	-4	-10000	-4	-5	155.06	57%	0.14	83.8	1.05%	0	-0.6	44	0
14	Dec_8_2009	105.04	110.44	110.62	110.62			109.61(-1.11%)	DT	OpenShort	-75	-1.3	-5	-10000	-6	-1	169.86	57%	0.13	120	1.05%	0	-1.1	42	0
15	Dec_7_2009	104.9	110.45	110.75	110.96			110.84(-0.15%)	UD	OpenLong	75	-0.2	5	-10000	3	11	127.97	59%	0.16	164.3	1.04%	0	0.5	48	0

16	Dec_4_2009	104.73	110.28	110.62	110.78			111.01(0.57%)	UT	OpenLong	75	0.2	5	-10000	5	6	274.91	60%	0.17	133.7	1.05%	0	0.7	57	0
17	Dec_3_2009	104.55	110.08	110.5	110.49			110.38(-0.78%)	DT	OpenShort	-75	-0.1	-3	-10000	-3	-2	167.32	60%	0.17	107	1.06%	0	0.2	58	0
18	Dec_2_2009	104.37	109.83	110.59	110.69			111.25(-0.04%)	UD	OpenLong	75	0.3	4	-10000	1	11	132.32	60%	0.2	85.6	1.06%	0	0.8	55	0
19	Dec_1_2009	104.16	109.52	110.58	110.64			111.3(1.24%)	UT	OpenLong	75	0.3	6	-10000	2	18	159.61	57%	0.2	68.5	1.06%	0	0.9	58	0
20	Nov_30_2009	103.95	109.19	110.56	110.54			109.94(0.34%)	UT	OpenLong	75	-0.3	7	-10000	2	23	160.87	55%	0.21	55.7	1.09%	0	0.3	53	0

21	Nov_27_2009	103.73	108.89	110.54	110.44			109.57(-1.63%)	UD	OpenLong	65	-0.3	7	-10000	-1	30	126	55%	0.36	40.3	1.09%	0	0.3	63	0
22	Nov_25_2009	103.36	108.75	110.51	110.49			111.38(0.35%)	UT	OpenLong	75	0.3	11	-10000	0	44	109.56	58%	0.23	34.6	1.06%	0	1	73	0
23	Nov_24_2009	103.12	108.41	110.38	110.47			110.99(0.15%)	UT	HoldLong	50	0.2	17	-10000	-1	69	138.42	58%	0.2	29	1.06%	0	1	77	0
24	Nov_23_2009	102.91	108.18	110.24	110.54			110.82(1.27%)	UT	HoldLong	50	0.1	23	-10000	-1	96	148.01	58%	0.08	25.3	1.06%	0	1	77	0
25	Nov_20_2009	102.83	107.97	110.12	110.61			109.43(-0.36%)	UD	OpenLong	65	-0.5	31	-10000	-1	125	134.2	59%		22.1	1.07%	0	0.6	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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