Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. May. 24, 2011

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Tue. Jun. 25, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $131.9500 (-0.08%) ($131.7000 - $132.7300) on Tue. May. 24, 2011.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.79% (three month average)
RSI   39
Latest Price   $131.9500(-0.08%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.2% a day on average for past five trading days.
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%)    IWM(88%)    XLK(88%)    XLY(87%)    EWG(80%)
Factors Impacting SPY price   SPY will decline at least -0.395% in a week (0% probabilities).
TLT(-32%)    TIP(-7%)    SHY(-7%)    IGOV(2%)    GLD(3%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.395% (StdDev 0.79%)
Hourly BBV 0 ()
Intraday Trend -0.4%

Resistance Level   $134.43
5 Day Moving Average   $133.33(-1.04%)
10 Day Moving Average   $133.61(-1.24%)
20 Day Moving Average   $134.43(-1.84%)
To recent high   -3.3%
To recent low   4.6%
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 0.92% (three month std-dev: 0.79%) 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

> 20110624

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	May_24_2011	131.66	134.43	133.61	133.33			131.95(-0.08%)	DT	OpenShort	-75	-1.1	-14	-10000	-5	-41	147.2	48%	0.04	-5.4	0.79%	0	-2	39	0
2	May_23_2011	131.61	134.59	134	133.58			132.06(-1.16%)	DT	OpenShort	-75	-1.4	-11	-10000	-4	-33	168.8	48%	0.05	16.9	0.79%	0	-2.3	36	0
3	May_20_2011	131.54	134.69	134.29	133.8			133.61(-0.79%)	DT	OpenShort	-75	-0.2	-10	-10000	-2	-32	182.64	47%	0.06	32.4	0.81%	0	-1.1	38	0
4	May_19_2011	131.46	134.71	134.36	133.89			134.68(0.24%)	DP	OpenShort	-75	0.8	-11	-10000	-1	-40	119.58	47%	0.07	46.6	0.81%	0	-0	41	0
5	May_18_2011	131.37	134.64	134.25	133.97			134.36(0.89%)	DP	OpenShort	-75	0.4	-13	-10000	-0	-50	135.23	47%	0.06	52.6	0.82%	0	-0.3	41	0

6	May_17_2011	131.29	134.5	134.29	133.98			133.17(-0.02%)	DT	OpenShort	-75	-0.6	-23	-10000	-10	-60	192.85	45%	0.06	44.2	0.81%	0	-1	38	0
7	May_16_2011	131.21	134.4	134.55	134.52			133.19(-0.63%)	DT	OpenShort	-75	-0.9	-14	-10000	-6	-38	141.77	45%	0.02	41.6	0.81%	0	-0.8	44	0
8	May_13_2011	131.19	134.36	134.85	134.83			134.04(-0.77%)	DT	OpenShort	-75	-0.5	-5	-10000	-1	-15	157.5	45%	0.07	43.2	0.8%	0	-0.2	54	0
9	May_12_2011	131.1	134.26	135.09	134.86			135.08(0.48%)	UT	OpenLong	75	0.1	5	-10000	6	2	171.65	45%	0.07	37.3	0.8%	0	0.5	58	0
10	May_11_2011	131.01	134.08	135.18	134.57			134.44(-1.05%)	UD	OpenLong	65	-0.1	1	-10000	-1	5	193.75	45%	0.08	25.6	0.81%	0	0.2	59	0

11	May_10_2011	130.91	133.95	135.31	134.65			135.87(0.85%)	UT	OpenLong	75	0.7	8	-10000	1	30	114.89	47%	0.08	21.6	0.8%	0	1	74	0
12	May_9_2011	130.8	133.77	135.2	134.62			134.72(0.39%)	UT	HoldLong	50	0.1	8	-10000	-6	49	114.13	45%	0.08	19.9	0.79%	0	0.5	74	0
13	May_6_2011	130.69	133.68	135.11	134.92			134.2(0.44%)	UD	OpenLong	65	-0.4	11	-10000	-8	69	222.95	45%	0.08	24.4	0.78%	0	0.3	61	0
14	May_5_2011	130.59	133.68	135.1	135.36			133.61(-0.9%)	UD	OpenLong	65	-1	17	-10000	-9	95	227.07	45%	0.08	33.3	0.79%	0	-0	62	0
15	May_4_2011	130.49	133.63	135.08	135.86			134.83(-0.66%)	UD	OpenLong	65	-0.6	29	-10000	-3	126	182.82	46%	0.08	43.7	0.78%	0	0.7	68	0

16	May_3_2011	130.39	133.55	134.77	136.03			135.73(-0.36%)	UD	OpenLong	75	-0.2	37	-10000	4	137	138.45	46%	0.09	51.1	0.78%	0	1.2	74	0
17	May_2_2011	130.27	133.41	134.28	135.84			136.22(-0.15%)	UD	OpenLong	75	0.2	39	-10000	10	126	126.31	46%	0.09	56.3	0.78%	0	1.6	68	0
18	Apr_29_2011	130.15	133.24	133.86	135.33			136.43(0.24%)	UT	OpenLong	75	0.7	34	-10000	10	107	115.09	52%	0.1	57.6	0.79%	0	2	66	0
19	Apr_28_2011	130.02	133.03	133.36	134.8			136.11(0.32%)	UT	OpenLong	75	0.9	29	-10000	11	82	124.87	48%	0.1	61.5	0.8%	0	2.2	61	0
20	Apr_27_2011	129.89	132.85	132.88	134.2			135.67(0.65%)	UT	OpenLong	75	1.2	25	-10000	16	53	143.1	48%	0.1	68.9	0.83%	0	2.4	57	0

21	Apr_26_2011	129.76	132.65	132.44	133.32			134.79(0.86%)	UT	OpenLong	75	1.4	16	-10000	15	18	146.66	48%	0.1	68.8	0.83%	0	2.1	56	0
22	Apr_25_2011	129.63	132.45	132.17	132.48			133.64(-0.1%)	N/A	N/A	0	1.2	1	-10000	6	-15	65.76	46%	0.14	55.6	0.82%	0	1.3	50	0
23	Apr_21_2011	129.45	132.34	132.07	132.16			133.78(0.51%)	DP	OpenShort	-65	1.7	-1	-10000	8	-26	136.21	46%	0.1	63	0.82%	0	1.5	52	0
24	Apr_20_2011	129.32	132.19	131.99	131.71			133.1(1.36%)	DP	OpenShort	-65	1.3	-5	-10000	6	-38	156.47	46%	0.12	60	0.82%	0	0.9	52	0
25	Apr_19_2011	129.17	132.03	132.02	131.39			131.31(0.57%)	DP	OpenShort	-75	-0.1	-13	-10000	-1	-48	124.32	41%		59.6	0.8%	0	-0.6	39	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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