Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Feb. 11, 2010

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Tue. May. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $108.1300 (1.05%) ($106.2500 - $108.2500) on Thu. Feb. 11, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.95% (three month average)
RSI   46
Latest Price   $108.1300(1.05%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.3% a day on average for past five trading days.
Weekly Trend   SPY declines -1.1% 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 -0.475% in a week (0% probabilities).
TLT(-35%)    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   -0.475% (StdDev 0.95%)
Hourly BBV 0 ()
Intraday Trend 1.2%

1 - 5 Day Possible Target   $103.9(-3.91%)
Resistance Level   $109.55
5 Day Moving Average   $106.98(1.07%)
10 Day Moving Average   $107.76(0.34%)
20 Day Moving Average   $109.55(-1.3%)
To recent high   -6%
To recent low   2.1%
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 2.51% (three month std-dev: 0.95%) 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

> 20100311

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	Feb_11_2010	109.42	109.55	107.76	106.98			108.13(1.05%)	DP	OpenShort	-65	0.4	-11	-10000	7	-66	223.59	42%	0.02	-65.7	0.95%	0	-0.5	46	0
2	Feb_10_2010	109.4	109.85	107.79	106.64			107.01(-0.2%)	DT	OpenShort	-75	0.1	-34	-10000	-11	-102	240.51	39%	0	-64.3	0.95%	0	-1	35	0
3	Feb_9_2010	109.4	110.19	108.07	107.21			107.22(1.26%)	DP	OpenShort	-75	0	-36	-10000	-12	-108	337.82	44%	0.01	-59.2	0.94%	0	-1	31	0
4	Feb_8_2010	109.39	110.56	108.28	107.84			105.89(-0.72%)	DT	HoldShort	-65	-0.7	-38	-10000	-12	-114	224.17	41%	-0.01	-51.3	0.98%	0	-1.6	24	0
5	Feb_5_2010	109.4	111	108.68	108.47			106.66(0.21%)	DP	OpenShort	-75	-0.6	-31	-10000	-3	-114	493.59	45%	-0.01	-43.1	0.97%	0	-1.5	31	0

6	Feb_4_2010	109.41	111.38	108.95	108.62			106.44(-3.09%)	DT	OpenShort	-75	-0.8	-41	-10000	-8	-138	356.72	45%	0	-41	1%	0	-1.8	28	0
7	Feb_3_2010	109.41	111.77	109.48	108.62			109.83(-0.5%)	DT	OpenShort	-75	0.3	-38	-10000	0	-150	172.73	50%	0.04	-38.8	0.92%	0	-0.8	35	0
8	Feb_2_2010	109.37	111.96	109.84	109.05			110.38(1.21%)	DP	OpenShort	-65	0.5	-35	-10000	4	-152	216.33	50%	0.05	-37.8	0.91%	0	-0.6	40	0
9	Feb_1_2010	109.32	112.11	110.25	108.83			109.06(1.56%)	DP	OpenShort	-75	0.1	-43	-10000	-3	-163	187.86	48%	0.04	-39.5	0.91%	0	-1.2	33	0
10	Jan_29_2010	109.28	112.25	110.7	108.97			107.39(-1.09%)	DT	OpenShort	-75	-0.6	-45	-10000	-7	-158	310.68	44%	0.03	-39.7	0.96%	0	-2	27	0

11	Jan_28_2010	109.25	112.54	111.45	109.34			108.57(-1.15%)	DT	OpenShort	-75	-0.4	-44	-10000	-11	-144	316.1	43%	0.05	-39.4	0.99%	0	-1.8	31	0
12	Jan_27_2010	109.2	112.76	112.06	109.96			109.83(0.48%)	DP	OpenShort	-75	-0.1	-42	-10000	-15	-122	271.86	45%	0.06	-32.4	1.01%	0	-1.5	37	0
13	Jan_26_2010	109.13	112.92	112.46	110.78			109.31(-0.42%)	DT	OpenShort	-75	-0.8	-41	-10000	-20	-103	211.17	43%	0	-16.8	1.01%	0	-2	35	0
14	Jan_25_2010	109.13	113.1	113.02	111.93			109.77(0.51%)	DP	OpenShort	-75	-1.3	-25	-10000	-13	-62	186.94	43%	0.07	7	1.02%	0	-2.1	38	0
15	Jan_22_2010	109.05	113.24	113.53	112.7			109.21(-2.23%)	DT	OpenShort	-75	-2.4	-22	-10000	-20	-29	345.94	43%	0.08	24.6	1.02%	0	-2.8	46	0

16	Jan_21_2010	108.96	113.24	114.07	113.84			111.7(-1.92%)	N/A	N/A	0	-2	-4	-10000	-11	16	344.86	47%	0.12	66.7	0.99%	0	-1.6	49	0
17	Jan_20_2010	108.83	113.4	114.31	114.43			113.89(-1.02%)	UD	OpenLong	75	-0.5	12	-10000	1	46	216.49	50%	0.13	82.4	0.97%	0	0.5	58	0
18	Jan_19_2010	108.69	113.23	114.29	114.38			115.06(1.25%)	UT	OpenLong	75	0.6	13	-10000	1	50	139.17	52%	0.17	72.4	0.96%	0	1.6	62	0
19	Jan_15_2010	108.51	112.99	114.12	114.32			113.64(-1.12%)	UD	OpenLong	65	-0.5	11	-10000	-3	52	212.28	49%	0.1	59.6	0.95%	0	0.5	58	0
20	Jan_14_2010	108.4	112.88	113.93	114.5			114.93(0.27%)	UT	OpenLong	75	0.3	17	-10000	3	60	115.78	54%	0.11	63	0.94%	0	1.4	70	0

21	Jan_13_2010	108.28	112.7	113.69	114.35			114.62(0.84%)	UT	OpenLong	75	0.2	17	-10000	3	59	161.82	54%	0.11	68.9	0.96%	0	1.4	70	0
22	Jan_12_2010	108.16	112.56	113.48	114.35			113.66(-0.93%)	UD	OpenLong	75	-0.4	15	-10000	0	60	163.33	54%	0.1	72.6	0.96%	0	0.8	68	0
23	Jan_11_2010	108.05	112.43	113.39	114.17			114.73(0.14%)	UT	HoldLong	65	0.4	23	-10000	5	77	106.38	54%	0.11	74.1	0.95%	0	1.8	82	0
24	Jan_8_2010	107.93	112.22	113.16	113.89			114.57(0.33%)	UT	HoldLong	65	0.6	30	-10000	12	84	126.4	54%	0.13	75	0.95%	0	1.9	82	0
25	Jan_7_2010	107.79	111.99	112.89	113.26			114.19(0.42%)	UT	OpenLong	75	0.8	21	-10000	6	66	131.09	54%		60.4	0.95%	0	1.9	65	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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