Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Mar. 4, 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 $132.4700 (-0.75%) ($131.6000 - $133.6300) on Fri. Mar. 4, 2011.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.65% (three month average)
RSI   48
Latest Price   $132.4700(-0.75%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Weekly Trend   SPY declines -0.5% 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 -0.325% 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 -0.7%

Resistance Level   $132.48
5 Day Moving Average   $132.25(0.17%)
10 Day Moving Average   $132.18(0.22%)
20 Day Moving Average   $132.48(-0.01%)
To recent high   -1.5%
To recent low   7.9%
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 0.82% (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

> 20110404

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	Mar_4_2011	125.43	132.48	132.18	132.25			132.47(-0.75%)	DP	OpenShort	-65	0.2	-10	-10000	1	-41	277.37	52%	0.13	52.4	0.65%	0	-0	48	0
2	Mar_3_2011	125.27	132.41	132.34	132.22			133.47(1.72%)	N/A	N/A	0	1.1	2	-10000	12	-28	176.49	55%	0.13	53.5	0.64%	0	0.9	54	0
3	Mar_2_2011	125.11	132.26	132.35	131.71			131.21(0.21%)	DT	HoldShort	-50	-0.4	-11	-10000	1	-45	200.28	53%	0.11	43.3	0.61%	0	-0.9	47	0
4	Mar_1_2011	124.97	132.25	132.53	131.67			130.93(-1.67%)	DT	OpenShort	-75	-0.6	-14	-10000	-4	-45	258.58	60%	0.12	48.4	0.63%	0	-1.1	44	0
5	Feb_28_2011	124.82	132.17	132.8	131.85			133.15(0.62%)	DP	OpenShort	-75	0.9	-13	-10000	-7	-30	141.6	67%	0.14	43.9	0.63%	0	0.7	57	0

6	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
7	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
8	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
9	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
10	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

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		77.4	0.72%	0	-0.4	56	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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