Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Jul. 2, 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 $102.2000 (-0.54%) ($101.6200 - $103.4200) on Fri. Jul. 2, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.54% (three month average)
RSI   26
Latest Price   $102.2000(-0.54%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -1.1% a day on average for past five trading days.
Weekly Trend   SPY declines -3.5% 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(80%)
Factors Impacting SPY price   SPY will decline at least -0.77% in a week (0% probabilities).
TLT(-33%)    SHY(-9%)    TIP(-7%)    IGOV(3%)    GLD(4%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.77% (StdDev 1.54%)
Hourly BBV 0 ()
Intraday Trend -0.9%

Resistance Level   $107.9
5 Day Moving Average   $103.98(-1.71%)
10 Day Moving Average   $106.35(-3.9%)
20 Day Moving Average   $107.9(-5.28%)
To recent high   -16.1%
To recent low   0%
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 2.84% (three month std-dev: 1.54%) 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

> 20100802

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	Jul_2_2010	113.54	107.9	106.35	103.98			102.2(-0.54%)	DT	OpenShort	-75	-0.6	-46	-10000	-14	-142	233.39	40%	-0.05	-44	1.54%	0	-1.9	26	0
2	Jul_1_2010	113.6	108.17	107.31	105.12			102.76(-0.45%)	DT	OpenShort	-75	-0.8	-37	-10000	-11	-114	382.92	40%	-0.04	-43.1	1.55%	0	-1.9	26	0
3	Jun_30_2010	113.64	108.58	108.26	106.05			103.22(-0.95%)	DT	OpenShort	-75	-1.1	-34	-10000	-15	-90	284.1	40%	-0.04	-32.1	1.54%	0	-2.1	31	0
4	Jun_29_2010	113.68	108.96	109.16	107.25			104.21(-3.09%)	DT	OpenShort	-75	-1.3	-22	-10000	-13	-49	373.76	40%	-0.02	-17.2	1.54%	0	-2.1	49	0
5	Jun_28_2010	113.7	109.16	109.97	108.32			107.53(-0.32%)	DT	OpenShort	-75	-0.4	-9	-10000	-9	-10	169.33	43%	0.01	-5.3	1.5%	0	-0.8	57	0

6	Jun_25_2010	113.69	109.26	110.21	109.1			107.87(0.42%)	N/A	N/A	0	-0.6	-2	-10000	-9	19	238.73	43%	0.01	5.9	1.5%	0	-0.7	63	0
7	Jun_24_2010	113.68	109.41	110.42	109.87			107.42(-1.66%)	UD	OpenLong	65	-1.2	2	-10000	-12	45	268.69	43%	-0.02	23.7	1.49%	0	-1	55	0
8	Jun_23_2010	113.7	109.42	110.65	110.82			109.23(-0.31%)	UD	OpenLong	65	-0.8	11	-10000	-6	63	254.7	44%	-0.01	26.7	1.48%	0	-0.1	46	0
9	Jun_22_2010	113.71	109.36	110.39	111.36			109.57(-1.65%)	UD	OpenLong	65	-0.9	11	-10000	-6	61	239.36	44%	0	24.2	1.49%	0	0.1	48	0
10	Jun_21_2010	113.71	109.27	110.14	111.85			111.41(-0.29%)	UD	OpenLong	75	-0.2	23	-10000	5	75	213.14	46%	0.04	17.1	1.47%	0	1	61	0

11	Jun_18_2010	113.67	109.14	109.58	111.47			111.73(-0.37%)	UD	OpenLong	75	0.1	18	-10000	5	56	174.01	45%	0.04	2.1	1.48%	0	1.3	55	0
12	Jun_17_2010	113.63	108.93	109.09	111.06			112.14(0.16%)	UT	OpenLong	75	0.5	14	-10000	7	35	263.19	45%	0.02	-22.5	1.48%	0	1.6	52	0
13	Jun_16_2010	113.61	108.87	108.89	110.46			111.96(-0.04%)	UD	OpenLong	75	0.8	21	-10000	15	38	216.37	45%	0.03	-44.7	1.48%	0	1.6	60	0
14	Jun_15_2010	113.58	108.86	108.67	109.28			112(2.27%)	UT	OpenLong	75	1.4	16	-10000	14	22	238.27	45%	0.02	-68.7	1.48%	0	1.6	58	0
15	Jun_14_2010	113.56	108.91	108.19	108.2			109.51(-0.15%)	N/A	N/A	0	0.6	7	-10000	10	-2	207.2	42%	0	-81.4	1.45%	0	0.3	55	0

16	Jun_11_2010	113.56	109.1	108.15	107.4			109.68(0.49%)	N/A	N/A	0	0.9	0	-10000	7	-20	214.13	42%	-0.02	-77.9	1.45%	0	0.2	51	0
17	Jun_10_2010	113.58	109.38	108.22	106.83			109.15(2.92%)	DP	OpenShort	-75	0.8	-10	-10000	-4	-26	317.89	42%	-0.04	-67.7	1.45%	0	-0.1	54	0
18	Jun_9_2010	113.63	109.75	108.02	107.14			106.05(-0.53%)	DT	OpenShort	-75	-0.3	-18	-10000	-11	-39	268.02	39%	-0.08	-55.4	1.41%	0	-1.1	39	0
19	Jun_8_2010	113.72	110.23	108.22	107.99			106.62(1.07%)	DP	OpenShort	-75	-0.4	-11	-10000	-3	-34	357.77	39%	-0.06	-49.5	1.41%	0	-1.1	39	0
20	Jun_7_2010	113.79	110.7	108.36	108.18			105.49(-1.25%)	DT	OpenShort	-75	-0.8	-21	-10000	-10	-55	264.61	39%	-0.08	-52.2	1.4%	0	-1.5	34	0

21	Jun_4_2010	113.88	111.02	108.75	108.95			106.82(-3.51%)	DT	OpenShort	-75	-0.6	-22	-10000	-10	-56	398.48	40%	-0.07	-60.1	1.4%	0	-1.3	35	0
22	Jun_3_2010	113.96	111.34	108.85	109.74			110.71(0.34%)	DP	OpenShort	-65	0.3	-9	-10000	10	-65	226.62	44%	-0.04	-67.4	1.34%	0	-0.2	37	0
23	Jun_2_2010	114	111.63	108.91	109.03			110.33(2.6%)	DP	OpenShort	-65	0.4	-21	-10000	7	-103	240.24	44%	-0.03	-73.2	1.34%	0	-0.4	33	0
24	Jun_1_2010	114.03	111.96	109.06	108.53			107.53(-1.68%)	DT	OpenShort	-75	-0.3	-35	-10000	-1	-137	277.91	41%	-0.07	-74.4	1.29%	0	-1.2	31	0
25	May_28_2010	114.11	112.59	109.68	108.57			109.37(-1.25%)	DP	OpenShort	-65	0.2	-36	-10000	1	-146	297.93	43%		-69.2	1.29%	0	-0.8	33	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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