Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Aug. 10, 2010

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Mon. Jun. 10, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $112.3800 (-0.54%) ($111.3700 - $112.9800) on Tue. Aug. 10, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.45% (three month average)
RSI   75
Latest Price   $112.3800(-0.54%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Weekly Trend   SPY advances 1.2% 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 -0.725% in a week (0% probabilities).
TLT(-33%)    SHY(-9%)    TIP(-7%)    IGOV(3%)    GLD(4%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.725% (StdDev 1.45%)
Hourly BBV 0 ()
Intraday Trend 0.3%

5 Day Moving Average   $112.72(-0.3%)
10 Day Moving Average   $112.04(0.3%)
20 Day Moving Average   $110.69(1.53%)
To recent high   -4.3%
To recent low   10%
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 1.76% (three month std-dev: 1.45%) 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

> 20100910

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	Aug_10_2010	112.66	110.69	112.04	112.72			112.38(-0.54%)	UD	OpenLong	75	-0.2	13	-10000	1	50	242.92	52%	-0.04	64.8	1.45%	0	0.9	75	0
2	Aug_9_2010	112.7	110.55	111.96	112.68			112.99(0.53%)	UT	OpenLong	75	0.2	15	-10000	1	57	120.8	52%	-0.03	79.8	1.55%	0	1.2	69	0
3	Aug_6_2010	112.73	110.3	111.81	112.64			112.39(-0.41%)	UD	OpenLong	75	-0.1	22	-10000	5	73	239.73	48%	-0.04	95.5	1.56%	0	1.1	71	0
4	Aug_5_2010	112.78	110.08	111.62	112.21			112.85(-0.11%)	UD	OpenLong	75	0.3	23	-10000	6	75	140.47	48%	-0.04	101.7	1.62%	0	1.4	74	0
5	Aug_4_2010	112.82	109.79	111.28	111.7			112.97(0.67%)	UT	OpenLong	75	0.6	20	-10000	5	66	158.17	46%	-0.04	102.2	1.62%	0	1.6	59	0

6	Aug_3_2010	112.86	109.45	110.71	111.27			112.22(-0.48%)	UD	OpenLong	75	0.4	13	-10000	1	50	146.66	47%	-0.03	88.6	1.64%	0	1.2	57	0
7	Aug_2_2010	112.89	109	110.34	111.14			112.76(2.26%)	UT	OpenLong	75	0.7	14	-10000	3	45	188.26	47%	-0.03	80.1	1.65%	0	1.7	59	0
8	Jul_30_2010	112.92	108.48	109.79	110.9			110.27(-0.02%)	UD	OpenLong	75	-0.3	10	-10000	-0	39	220.07	43%	-0.04	60	1.63%	0	0.7	59	0
9	Jul_29_2010	112.97	108.13	109.46	110.93			110.29(-0.49%)	UD	OpenLong	75	-0.2	11	-10000	2	37	220.15	45%	-0.04	47.4	1.65%	0	0.8	59	0
10	Jul_28_2010	113.02	107.79	109.38	110.76			110.83(-0.65%)	UD	OpenLong	75	0	17	-10000	8	44	163.06	45%	-0.04	34.6	1.65%	0	1.1	64	0

11	Jul_27_2010	113.06	107.45	109.24	110.01			111.55(-0.01%)	UD	OpenLong	75	0.5	16	-10000	7	41	204.86	43%	-0.02	19.2	1.66%	0	1.4	69	0
12	Jul_26_2010	113.08	107.23	109.02	109.4			111.56(1.04%)	UT	HoldLong	65	0.8	20	-10000	9	51	182.13	43%	-0.03	7.6	1.68%	0	1.6	76	0
13	Jul_23_2010	113.11	107.01	108.64	108.54			110.41(0.87%)	UT	HoldLong	65	0.7	20	-10000	8	54	222.02	43%	-0.02	-8.1	1.67%	0	1.4	76	0
14	Jul_22_2010	113.13	106.84	108.38	107.79			109.46(2.23%)	UT	HoldLong	50	0.7	13	-10000	-1	53	274.78	43%	-0.03	-26.6	1.67%	0	1.1	72	0
15	Jul_21_2010	113.16	106.8	108.15	107.84			107.07(-1.3%)	UD	OpenLong	65	-0.3	12	-10000	-6	67	264.53	41%	-0.04	-31.7	1.65%	0	0.1	66	0

16	Jul_20_2010	113.21	106.91	108.09	108.35			108.48(1.11%)	UT	HoldLong	50	0.1	20	-10000	-3	87	258.16	42%	-0.04	-29.4	1.64%	0	0.6	65	0
17	Jul_19_2010	113.25	107.02	107.58	108.59			107.29(0.59%)	UD	OpenLong	65	-0.5	18	-10000	-2	79	186.71	42%	-0.03	-22.1	1.64%	0	0.1	49	0
18	Jul_16_2010	113.28	107.22	107.12	108.74			106.66(-2.75%)	UD	OpenLong	65	-0.7	14	-10000	-3	66	282.69	41%	-0.04	-16	1.64%	0	-0.2	46	0
19	Jul_15_2010	113.33	107.47	106.78	109			109.68(0.03%)	UT	OpenLong	75	0.2	20	-10000	6	62	232.34	42%	-0.01	-8.6	1.61%	0	0.7	56	0
20	Jul_14_2010	113.34	107.55	106.13	108.49			109.65(-0.01%)	UD	OpenLong	75	0.4	15	-10000	8	35	184.43	44%	0	-4.5	1.61%	0	0.7	48	0

21	Jul_13_2010	113.34	107.63	105.56	107.78			109.66(1.51%)	UT	OpenLong	75	0.6	14	-10000	16	8	213.03	44%	-0.01	-3	1.62%	0	0.6	47	0
22	Jul_12_2010	113.35	107.6	105.27	106.43			108.03(0.06%)	N/A	N/A	0	0.5	3	-10000	14	-32	131.28	44%	-0.04	-9	1.61%	0	0.1	37	0
23	Jul_9_2010	113.39	107.67	105.2	105.26			107.96(0.75%)	DP	OpenShort	-65	0.8	-8	-10000	12	-69	145	44%	-0.03	-15.2	1.61%	0	0.1	36	0
24	Jul_8_2010	113.42	107.72	105.09	104.22			107.16(0.99%)	DP	OpenShort	-65	0.9	-20	-10000	9	-106	210.84	44%	-0.03	-26	1.61%	0	-0.2	32	0
25	Jul_7_2010	113.45	107.68	105.23	103.43			106.11(3.15%)	DP	OpenShort	-65	0.8	-30	-10000	5	-133	253.77	44%		-38.2	1.6%	0	-0.5	28	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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