Trading Signals: SPY Stock Price Prediction and Forecast

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

Wed. Jun. 1, 2011

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 23, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $131.8700 (-2.25%) ($131.7600 - $134.9200) on Wed. Jun. 1, 2011.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.8% (three month average)
RSI   40
Latest Price   $131.8700(-2.25%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Weekly Trend   SPY declines -0.3% 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 -0.4% in a week (0% probabilities).
TLT(-32%)    TIP(-7%)    SHY(-7%)    IGOV(1%)    GLD(3%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.4% (StdDev 0.8%)
Hourly BBV 0 ()
Intraday Trend -2%

Resistance Level   $133.73
5 Day Moving Average   $133.13(-0.95%)
10 Day Moving Average   $133.21(-1.01%)
20 Day Moving Average   $133.73(-1.39%)
To recent high   -3.3%
To recent low   4.5%
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 0.83% (three month std-dev: 0.8%) 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

> 20110701

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	Jun_1_2011	132.01	133.73	133.21	133.13			131.87(-2.25%)	DT	OpenShort	-75	-1.1	-7	-10000	-1	-23	233.09	44%	0.04	-62.7	0.8%	0	-1.7	40	0
2	May_31_2011	131.96	133.93	133.36	133.15			134.9(1.04%)	N/A	N/A	0	1.6	0	-10000	12	-35	164.73	52%	0.1	-60.5	0.73%	0	0.9	43	0
3	May_27_2011	131.83	133.98	133.17	132.58			133.51(0.38%)	DP	OpenShort	-75	0.7	-17	-10000	-1	-65	120.92	46%	0.05	-56.4	0.77%	0	-0.4	44	0
4	May_26_2011	131.77	134.11	133.21	132.6			133(0.46%)	DP	OpenShort	-75	0.3	-23	-10000	-7	-69	164.98	46%	0.05	-44.9	0.77%	0	-0.8	45	0
5	May_25_2011	131.71	134.27	133.41	132.94			132.39(0.33%)	DP	OpenShort	-75	-0.4	-18	-10000	-7	-51	151.1	48%	0.04	-28.6	0.78%	0	-1.4	46	0

6	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
7	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
8	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
9	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
10	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

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		68.9	0.83%	0	2.4	57	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.