Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Apr. 7, 2010

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Mon. Jun. 24, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $118.3600 (-0.57%) ($117.8100 - $119.3600) on Wed. Apr. 7, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.89% (three month average)
RSI   58
Latest Price   $118.3600(-0.57%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY advances 0.6% 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%)    IWM(89%)    XLK(89%)    XLY(87%)    EWG(81%)
Factors Impacting SPY price   SPY will decline at least -0.445% in a week (0% probabilities).
TLT(-34%)    SHY(-11%)    TIP(-8%)    IGOV(3%)    GLD(3%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.445% (StdDev 0.89%)
Hourly BBV 0 ()
Intraday Trend -0.4%

5 Day Moving Average   $118.19(0.14%)
10 Day Moving Average   $117.62(0.63%)
20 Day Moving Average   $116.94(1.21%)
To recent high   -0.6%
To recent low   11.8%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.3
One Month Target Price   > $118.36
(if BBV positive, VIX trend negative.)
Correction Price   < $113.09

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 -0.6% 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 -2.9% away from the target price of 118.36.
$. SPY price fluctuates within 0.91% (three month std-dev: 0.89%) 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

> 20100507

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	Apr_7_2010	112.32	116.94	117.62	118.19			118.36(-0.57%)	UD	OpenLong	75	0.2	14	-10000	4	43	184.58	43%	0.06	106.6	0.89%	0	1.3	58	0
2	Apr_6_2010	112.25	116.75	117.52	118			119.04(0.24%)	UT	OpenLong	75	0.9	17	-10000	7	45	110.38	43%	0.07	105.1	0.89%	0	2	67	0
3	Apr_5_2010	112.17	116.51	117.26	117.66			118.76(0.81%)	UT	OpenLong	75	1	17	-10000	9	41	105.85	43%	0.12	109.4	0.89%	0	2	70	0
4	Apr_1_2010	112.04	116.28	116.98	117.22			117.8(0.68%)	UT	OpenLong	75	0.4	10	-10000	4	28	161.22	47%	0.07	97.3	0.9%	0	1.2	67	0
5	Mar_31_2010	111.96	116.04	116.89	116.99			117(-0.34%)	UD	OpenLong	75	0	8	-10000	1	28	161.08	47%	0.07	89	0.9%	0	0.7	64	0

6	Mar_30_2010	111.88	115.81	116.9	116.99			117.4(0.07%)	UT	OpenLong	75	0.3	10	-10000	0	38	145.77	47%	0.07	85.1	0.91%	0	1	70	0
7	Mar_29_2010	111.8	115.56	116.8	116.96			117.32(0.63%)	UT	OpenLong	75	0.2	15	-10000	3	50	134.51	47%	0.1	86.8	0.91%	0	1	72	0
8	Mar_26_2010	111.69	115.3	116.62	116.81			116.58(-0.06%)	UD	OpenLong	75	-0.1	15	-10000	2	53	205.81	47%	0.09	78.6	0.9%	0	0.7	71	0
9	Mar_25_2010	111.59	115.02	116.52	116.69			116.65(-0.16%)	UD	OpenLong	65	-0	12	-10000	-2	55	223.4	47%	0.11	70.5	0.91%	0	0.8	72	0
10	Mar_24_2010	111.47	114.74	116.41	116.77			116.84(-0.49%)	UD	OpenLong	65	0	18	-10000	-1	73	196.18	47%	0.12	68.4	0.92%	0	0.9	80	0

11	Mar_23_2010	111.34	114.44	116.23	116.82			117.41(0.7%)	UT	HoldLong	65	0.3	26	-10000	4	93	182.94	47%	0.12	67.3	0.91%	0	1.3	87	0
12	Mar_22_2010	111.21	114.07	115.94	116.62			116.59(0.53%)	UT	HoldLong	65	-0	28	-10000	4	101	184.48	47%	0.13	66.5	0.91%	0	1.1	85	0
13	Mar_19_2010	111.07	113.8	115.71	116.4			115.97(-0.91%)	UD	OpenLong	75	-0.2	29	-10000	2	108	226.64	47%	0.09	71.6	0.91%	0	0.9	85	0
14	Mar_18_2010	110.97	113.55	115.55	116.3			117.04(-0.05%)	UD	OpenLong	75	0.3	36	-10000	6	127	196.51	48%	0.12	77.1	0.91%	0	1.5	99	0
15	Mar_17_2010	110.84	113.24	115.12	115.98			117.1(0.59%)	UT	OpenLong	75	0.5	39	-10000	8	131	177.47	46%	0.1	84.6	0.91%	0	1.7	0	0

16	Mar_16_2010	110.73	112.89	114.64	115.56			116.41(0.8%)	UT	HoldLong	65	0.4	37	-10000	7	127	168.67	46%	0.09	90.4	0.92%	0	1.7	97	0
17	Mar_15_2010	110.63	112.55	114.22	115.17			115.49(0.03%)	UT	HoldLong	65	0.2	36	-10000	5	129	146.82	46%	0.07	100.6	0.92%	0	1.5	97	0
18	Mar_12_2010	110.55	112.18	113.87	114.92			115.46(0.01%)	UT	HoldLong	65	0.3	36	-10000	5	129	162.07	46%	0.05	97.3	0.91%	0	1.6	77	0
19	Mar_11_2010	110.49	111.82	113.41	114.68			115.45(0.42%)	UT	HoldLong	65	0.4	39	-10000	11	123	160.88	46%	0.06	98.4	0.92%	0	1.7	77	0
20	Mar_10_2010	110.42	111.4	112.93	114.12			114.97(0.45%)	UT	HoldLong	65	0.4	34	-10000	10	106	186.09	46%	0.05	83.2	0.92%	0	1.7	77	0

21	Mar_9_2010	110.36	111.01	112.51	113.58			114.46(0.17%)	UT	HoldLong	65	0.4	30	-10000	9	93	154.56	46%	0.05	70.3	0.92%	0	1.6	78	0
22	Mar_8_2010	110.31	110.59	112.05	113.13			114.27(0.02%)	UT	HoldLong	65	0.5	27	-10000	9	81	114.63	44%	0.05	55.4	0.92%	0	1.7	79	0
23	Mar_5_2010	110.25	110.21	111.71	112.66			114.25(1.43%)	UT	HoldLong	65	0.7	32	-10000	14	85	176.12	44%	0.05	49.2	0.93%	0	1.8	83	0
24	Mar_4_2010	110.2	109.81	111.38	111.95			112.64(0.3%)	UT	HoldLong	65	0.3	26	-10000	8	78	135.77	41%	0.03	38	0.92%	0	1.3	80	0
25	Mar_3_2010	110.17	109.65	111.19	111.56			112.3(0.09%)	UT	HoldLong	65	0.4	26	-10000	6	87	150.78	41%		34.8	0.92%	0	1.3	82	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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