Trading Signals: SPY Stock Price Prediction and Forecast

^ SPY: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Fri. Feb. 25, 2011

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 $132.3300 (1.07%) ($131.4000 - $132.4100) on Fri. Feb. 25, 2011.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.65% (three month average)
RSI   58
Latest Price   $132.3300(1.07%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.3% a day on average for past five trading days.
Weekly Trend   SPY declines -0.1% 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 -0.325% in a week (0% probabilities).
TLT(-33%)    SHY(-8%)    TIP(-7%)    IGOV(2%)    GLD(3%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.325% (StdDev 0.65%)
Hourly BBV 0 ()
Intraday Trend 0.6%

5 Day Moving Average   $132.13(0.15%)
10 Day Moving Average   $132.78(-0.34%)
20 Day Moving Average   $131.91(0.32%)
To recent high   -1.6%
To recent low   11.7%
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 1.28% (three month std-dev: 0.65%) 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

> 20110325

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	Feb_25_2011	124.65	131.91	132.78	132.13			132.33(1.07%)	DP	OpenShort	-75	0.1	-9	-10000	-9	-8	141.69	62%	0.14	39.8	0.65%	0	0.2	58	0
2	Feb_24_2011	124.48	131.8	132.79	132.51			130.93(-0.07%)	N/A	N/A	0	-0.9	-7	-10000	-14	15	260.47	63%	0.13	50.4	0.64%	0	-0.5	55	0
3	Feb_23_2011	124.32	131.76	132.96	133.1			131.02(-0.61%)	UD	OpenLong	65	-1.2	6	-10000	-9	50	227.61	57%	0.12	63	0.67%	0	-0.4	57	0
4	Feb_22_2011	124.17	131.68	133.14	133.49			131.83(-2.01%)	UD	OpenLong	65	-0.9	14	-10000	-7	76	233.12	57%	0.23	66	0.69%	0	0.1	60	0
5	Feb_18_2011	123.89	131.56	133.18	133.81			134.53(0.21%)	UT	HoldLong	65	0.4	37	-10000	7	126	130	68%	0.17	65.8	0.63%	0	1.5	88	0

6	Feb_17_2011	123.68	131.25	132.85	133.53			134.25(0.3%)	UT	HoldLong	65	0.4	41	-10000	9	137	109.81	68%	0.16	63.3	0.65%	0	1.5	89	0
7	Feb_16_2011	123.48	130.94	132.5	133.14			133.85(0.63%)	UT	OpenLong	75	0.4	38	-10000	7	129	130.18	62%	0.16	59.6	0.65%	0	1.5	67	0
8	Feb_15_2011	123.28	130.65	132.17	132.83			133.01(-0.31%)	UD	OpenLong	75	0.1	31	-10000	2	117	119.58	62%	0.15	61.3	0.68%	0	1.3	66	0
9	Feb_14_2011	123.09	130.47	131.94	132.74			133.43(0.24%)	UT	OpenLong	75	0.4	37	-10000	6	128	101.69	62%	0.15	69.2	0.68%	0	1.7	70	0
10	Feb_11_2011	122.9	130.25	131.48	132.45			133.11(0.6%)	UT	OpenLong	75	0.4	36	-10000	9	115	137.72	58%	0.17	75.8	0.7%	0	1.8	70	0

11	Feb_10_2011	122.69	130	130.96	132.06			132.32(0.04%)	UT	OpenLong	75	0.2	30	-10000	7	99	162.71	58%	0.16	78.3	0.7%	0	1.5	70	0
12	Feb_9_2011	122.5	129.81	130.72	131.75			132.27(-0.23%)	UD	OpenLong	75	0.4	31	-10000	8	101	146.44	58%	0.16	80.7	0.7%	0	1.7	71	0
13	Feb_8_2011	122.31	129.57	130.45	131.39			132.57(0.45%)	UT	OpenLong	75	0.9	31	-10000	8	98	99.07	58%	0.16	77.6	0.71%	0	2.2	72	0
14	Feb_7_2011	122.12	129.28	130.09	131.03			131.97(0.63%)	UT	OpenLong	75	0.7	32	-10000	14	87	112.44	58%	0.16	76	0.71%	0	2.1	60	0
15	Feb_4_2011	121.92	129.04	129.79	130.37			131.15(0.28%)	UT	OpenLong	75	0.7	27	-10000	15	63	134.63	62%	0.15	72	0.71%	0	1.8	58	0

16	Feb_3_2011	121.74	128.84	129.51	129.68			130.78(0.22%)	UT	OpenLong	75	1	11	-10000	3	33	145.89	62%	0.15	67	0.74%	0	1.7	61	0
17	Feb_2_2011	121.56	128.68	129.24	129.52			130.49(-0.19%)	UD	OpenLong	75	0.9	9	-10000	3	26	118.32	62%	0.15	74.7	0.74%	0	1.7	59	0
18	Feb_1_2011	121.38	128.5	129.01	129.36			130.74(1.6%)	UT	OpenLong	75	1.3	11	-10000	6	26	167.19	62%	0.16	77.8	0.75%	0	2.2	65	0
19	Jan_31_2011	121.19	128.31	128.86	129.05			128.68(0.75%)	UD	OpenLong	65	-0.4	6	-10000	-2	28	149.25	59%	0.14	84.9	0.72%	0	0.4	61	0
20	Jan_28_2011	121.02	128.18	128.92	129.13			127.72(-1.75%)	UD	OpenLong	65	-1.3	9	-10000	-3	43	295.64	58%	0.14	77.4	0.72%	0	-0.4	56	0

21	Jan_27_2011	120.85	128.09	129	129.26			129.99(0.25%)	UT	OpenLong	75	0.6	23	-10000	9	63	123.3	63%	0.17	73.4	0.68%	0	1.6	69	0
22	Jan_26_2011	120.65	127.89	128.85	128.88			129.67(0.39%)	UT	OpenLong	75	0.7	19	-10000	7	55	141.28	63%	0.17	67.7	0.68%	0	1.5	64	0
23	Jan_25_2011	120.44	127.7	128.63	128.59			129.17(0.05%)	UT	HoldLong	50	0.5	11	-10000	-1	45	167.55	63%	0.07	66.7	0.68%	0	1.2	66	0
24	Jan_24_2011	120.35	127.52	128.42	128.66			129.1(0.57%)	UT	HoldLong	50	0.4	11	-10000	-1	48	113.72	63%	0.16	72.6	0.68%	0	1.3	65	0
25	Jan_21_2011	120.16	127.35	128.23	128.7			128.37(0.23%)	UT	OpenLong	75	-0.3	15	-10000	0	60	151.46	63%		79.6	0.68%	0	0.9	69	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

Click to see actual return for next trading day.