Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. May. 14, 2010

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

(SPDR S&P 500 ETF Trust)
SPY latest price $113.8900 (-1.81%) ($112.8700 - $115.3300) on Fri. May. 14, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.11% (three month average)
RSI   37
Latest Price   $113.8900(-1.81%)
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 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(89%)    IWM(88%)    XLY(87%)    EWG(81%)
Factors Impacting SPY price   SPY will decline at least -0.555% in a week (0% probabilities).
TLT(-34%)    SHY(-10%)    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   -0.555% (StdDev 1.11%)
Hourly BBV 0 ()
Intraday Trend -1.1%

Resistance Level   $117.92
5 Day Moving Average   $115.86(-1.7%)
10 Day Moving Average   $115.76(-1.62%)
20 Day Moving Average   $117.92(-3.42%)
To recent high   -6.5%
To recent low   3.8%
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 2.43% (three month std-dev: 1.11%) 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

> 20100614

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	May_14_2010	114.47	117.92	115.76	115.86			113.89(-1.81%)	DT	HoldShort	-50	-0.7	-15	-10000	8	-82	345.6	44%	0.01	-39.5	1.11%	0	-1.4	37	0
2	May_13_2010	114.46	118.21	116.25	115.34			115.99(-1.24%)	DP	OpenShort	-65	0.2	-20	-10000	10	-110	234.46	47%	0.03	-46.2	1.09%	0	-0.8	39	0
3	May_12_2010	114.42	118.47	116.7	114.73			117.45(1.4%)	DP	OpenShort	-65	1	-32	-10000	2	-133	235.61	49%	0.05	-48.9	1.08%	0	-0.4	43	0
4	May_11_2010	114.36	118.65	116.86	114.6			115.83(-0.28%)	DT	OpenShort	-75	0.4	-42	-10000	-6	-148	317.85	48%	0.04	-46.2	1.07%	0	-1	41	0
5	May_10_2010	114.31	118.86	117.12	114.94			116.16(4.4%)	DP	OpenShort	-75	0.5	-49	-10000	-14	-154	396.16	48%	0.05	-43.2	1.08%	0	-1	41	0

6	May_7_2010	114.25	119.06	117.61	115.78			111.26(-1.49%)	DT	OpenShort	-75	-1.7	-60	-10000	-28	-154	637.56	42%	0.01	-34.4	0.93%	0	-3	31	0
7	May_6_2010	114.24	119.51	118.71	117.29			112.94(-3.32%)	DT	OpenShort	-75	-2.2	-47	-10000	-29	-102	647.36	45%	0.02	-21.6	0.92%	0	-3.4	36	0
8	May_5_2010	114.22	119.85	119.56	118.87			116.82(-0.6%)	DT	OpenShort	-75	-1.6	-22	-10000	-11	-56	328.97	52%	0.04	7.3	0.81%	0	-2.3	38	0
9	May_4_2010	114.17	119.95	119.97	119.38			117.52(-2.35%)	DT	OpenShort	-75	-1.6	-13	-10000	-4	-39	360.35	45%	0.05	24.2	0.8%	0	-2.1	40	0
10	May_3_2010	114.11	120.05	120.33	119.58			120.35(1.3%)	DP	OpenShort	-75	0.7	-10	-10000	-4	-26	182.75	50%	0.09	40.2	0.85%	0	0.3	52	0

11	Apr_30_2010	114.01	119.97	120.28	119.78			118.81(-1.7%)	DT	OpenShort	-75	-0.9	-15	-10000	-12	-22	270	53%	0.07	54.5	0.85%	0	-1.1	48	0
12	Apr_29_2010	113.93	119.94	120.36	120.38			120.86(1.24%)	UT	OpenLong	75	0.4	0	-10000	-0	1	193.77	55%	0.11	70.5	0.83%	0	0.8	56	0
13	Apr_28_2010	113.81	119.76	120.39	120.41			119.38(0.76%)	N/A	N/A	0	-0.8	-1	-10000	-5	13	300.68	49%	0.09	64.5	0.83%	0	-0.3	55	0
14	Apr_27_2010	113.71	119.67	120.58	120.66			118.48(-2.37%)	UD	OpenLong	65	-1.6	1	-10000	-10	35	355.85	49%	0.07	66.7	0.84%	0	-0.9	54	0
15	Apr_26_2010	113.63	119.63	120.74	121.14			121.35(-0.38%)	UD	OpenLong	75	0.1	22	-10000	6	68	143.46	55%	0.1	75.8	0.78%	0	1.2	63	0

16	Apr_23_2010	113.52	119.4	120.58	120.84			121.81(0.65%)	UT	OpenLong	75	0.6	25	-10000	11	66	177.34	55%	0.11	69.3	0.78%	0	1.6	67	0
17	Apr_22_2010	113.4	119.14	120.35	120.35			121.02(0.3%)	UT	HoldLong	50	0.4	13	-10000	-1	55	239.19	50%	0.09	59.8	0.78%	0	1.2	69	0
18	Apr_21_2010	113.3	118.93	120.14	120.4			120.66(-0.18%)	UT	HoldLong	50	0.2	14	-10000	-2	63	192.91	46%	0.08	60.6	0.84%	0	1.1	71	0
19	Apr_20_2010	113.21	118.76	119.92	120.51			120.88(0.89%)	UT	OpenLong	75	0.2	21	-10000	4	73	157.71	44%	0.11	67.2	0.88%	0	1.4	69	0
20	Apr_19_2010	113.09	118.55	119.73	120.3			119.81(0.38%)	UT	OpenLong	75	-0.3	19	-10000	0	75	217.95	45%	0.09	68.3	0.88%	0	0.9	66	0

21	Apr_16_2010	112.99	118.36	119.63	120.28			119.36(-1.59%)	UD	OpenLong	65	-0.6	21	-10000	-1	87	366.88	45%	0.06	68	0.89%	0	0.7	68	0
22	Apr_15_2010	112.92	118.25	119.5	120.32			121.29(0.08%)	UT	HoldLong	65	0.6	33	-10000	10	102	144.62	46%	0.1	73.6	0.87%	0	2	83	0
23	Apr_14_2010	112.81	118.02	119.07	119.82			121.19(1.13%)	UT	HoldLong	65	1	30	-10000	11	87	161.61	46%	0.09	80.7	0.89%	0	2.3	80	0
24	Apr_13_2010	112.71	117.77	118.68	119.25			119.83(0.08%)	UT	OpenLong	75	0.5	20	-10000	3	69	125.13	43%	0.09	88.9	0.88%	0	1.8	68	0
25	Apr_12_2010	112.61	117.56	118.43	119.09			119.74(0.16%)	UT	OpenLong	75	0.6	20	-10000	4	69	110.28	43%		90.9	0.88%	0	1.9	72	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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