Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Dec. 23, 2010

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Wed. Jun. 12, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $125.6000 (-0.14%) ($125.2900 - $125.7800) on Thu. Dec. 23, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.78% (three month average)
RSI   75
Latest Price   $125.6000(-0.14%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.1% a day on average for past five trading days.
Weekly Trend   SPY advances 0.8% 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 -0.39% in a week (0% probabilities).
TLT(-33%)    SHY(-8%)    TIP(-7%)    IGOV(2%)    GLD(3%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.39% (StdDev 0.78%)
Hourly BBV 0 ()
Intraday Trend -0%

5 Day Moving Average   $125.13(0.38%)
10 Day Moving Average   $124.86(0.59%)
20 Day Moving Average   $123.32(1.85%)
To recent high   -0.1%
To recent low   11.6%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.1
One Month Target Price   > $125.6
(if BBV positive, VIX trend negative.)
Correction Price   < $120.7

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 -0.1% 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 -3.8% away from the target price of 125.6.
$. SPY price fluctuates within 1.75% (three month std-dev: 0.78%) 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

> 20110123

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	Dec_23_2010	116.31	123.32	124.86	125.13			125.6(-0.14%)	UD	OpenLong	75	0.2	18	-10000	3	63	70.08	64%	0.1	62.3	0.78%	0	1.1	75	0
2	Dec_22_2010	116.19	123.05	124.67	124.98			125.78(0.31%)	UT	HoldLong	65	0.4	22	-10000	7	67	78.88	64%	0.12	64.4	0.79%	0	1.3	79	0
3	Dec_21_2010	116.05	122.69	124.42	124.64			125.39(0.63%)	UT	HoldLong	65	0.3	19	-10000	3	67	94.97	64%	0.11	58.6	0.79%	0	1.2	83	0
4	Dec_20_2010	115.92	122.42	124.17	124.5			124.6(0.24%)	UT	HoldLong	65	0	22	-10000	0	87	119.09	67%	0.12	59	0.79%	0	1	88	0
5	Dec_17_2010	115.78	122.21	123.99	124.49			124.3(-0.42%)	UD	OpenLong	65	-0.1	26	-10000	-1	106	141.08	67%	0.12	60.2	0.81%	0	0.9	80	0

6	Dec_16_2010	115.64	121.99	123.86	124.53			124.82(0.58%)	UT	HoldLong	65	0.1	37	-10000	4	135	185.04	67%	0.12	58.3	0.81%	0	1.3	85	0
7	Dec_15_2010	115.5	121.66	123.63	124.31			124.1(-0.46%)	UD	OpenLong	75	-0.1	38	-10000	3	144	160.82	67%	0.11	47.5	0.81%	0	1.1	70	0
8	Dec_14_2010	115.37	121.37	123.34	124.15			124.67(0.09%)	UT	HoldLong	65	0.2	46	-10000	8	160	147.25	67%	0.11	38.2	0.8%	0	1.5	78	0
9	Dec_13_2010	115.24	121.12	122.76	123.78			124.56(0.06%)	UT	OpenLong	75	0.4	41	-10000	7	142	133.81	67%	0.13	31.3	0.8%	0	1.6	66	0
10	Dec_10_2010	115.09	120.89	122.23	123.42			124.48(0.58%)	UT	OpenLong	75	0.5	36	-10000	6	124	117.57	67%	0.13	22.7	0.81%	0	1.8	65	0

11	Dec_9_2010	114.94	120.72	121.66	123.1			123.76(0.39%)	UT	OpenLong	75	0.4	31	-10000	5	109	123.71	67%	0.15	18.9	0.81%	0	1.7	65	0
12	Dec_8_2010	114.77	120.61	121.3	122.86			123.28(0.37%)	UT	OpenLong	75	0.3	36	-10000	9	116	138.02	67%	0.13	22.3	0.81%	0	1.6	69	0
13	Dec_7_2010	114.62	120.5	120.81	122.41			122.83(0.06%)	UT	OpenLong	75	0.3	41	-10000	18	108	206.58	67%	0.13	21.2	0.81%	0	1.5	68	0
14	Dec_6_2010	114.47	120.46	120.53	121.54			122.76(-0.11%)	UD	OpenLong	75	0.8	30	-10000	14	77	103.05	67%	0.15	17.7	0.83%	0	1.5	58	0
15	Dec_3_2010	114.3	120.44	120.26	120.82			122.89(0.27%)	UT	OpenLong	75	1.3	26	-10000	16	55	151.29	67%	0.11	16.9	0.84%	0	1.6	58	0

16	Dec_2_2010	114.17	120.38	119.93	120			122.56(1.28%)	UT	OpenLong	75	1.7	11	-10000	9	16	191.21	67%	0.11	14.3	0.85%	0	1.4	51	0
17	Dec_1_2010	114.04	120.24	119.48	119.53			121.01(2.13%)	N/A	N/A	0	1	3	-10000	10	-20	221.04	69%	0.1	10.8	0.84%	0	0.5	44	0
18	Nov_30_2010	113.93	120.16	119.19	119.02			118.49(-0.56%)	DT	OpenShort	-75	-0.4	-20	-10000	-6	-60	233.93	62%	0.1	3.3	0.87%	0	-1.2	38	0
19	Nov_29_2010	113.82	120.19	119.35	119.36			119.16(0.3%)	DP	OpenShort	-75	-0.1	-18	-10000	-4	-61	223.64	62%	0.1	10	0.89%	0	-0.7	36	0
20	Nov_26_2010	113.71	120.17	119.45	119.59			118.8(-1.16%)	DT	OpenShort	-75	-0.5	-20	-10000	-4	-66	76.01	64%	0.18	14.8	0.91%	0	-0.9	34	0

21	Nov_24_2010	113.51	120.16	119.72	119.82			120.2(1.48%)	DP	OpenShort	-65	0.3	-10	-10000	7	-61	140.16	63%	0.15	19.2	0.89%	0	0	40	0
22	Nov_23_2010	113.34	120.08	119.88	119.42			118.45(-1.45%)	DT	HoldShort	-50	-0.6	-16	-10000	1	-65	222.31	61%	0.04	13.4	0.9%	0	-1.1	46	0
23	Nov_22_2010	113.29	120.11	120.19	119.36			120.19(-0.08%)	DP	OpenShort	-65	0.5	-14	-10000	1	-59	181.59	65%	0.16	18.9	0.88%	0	0.1	55	0
24	Nov_19_2010	113.11	120.05	120.4	119.33			120.29(0.28%)	DP	OpenShort	-75	0.6	-11	-10000	0	-42	156.85	60%	0.16	18.5	0.88%	0	0.2	59	0
25	Nov_18_2010	112.93	119.96	120.63	119.31			119.96(1.47%)	DP	OpenShort	-75	0.4	-10	-10000	-6	-23	197.72	60%		19.5	0.91%	0	0	59	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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