Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Jul. 1, 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 $133.9200 (1.48%) ($131.7800 - $134.1000) on Fri. Jul. 1, 2011.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.8% (three month average)
RSI   67
Latest Price   $133.9200(1.48%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 1.1% a day on average for past five trading days.
Weekly Trend   SPY advances 1.3% 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%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.4% (StdDev 0.8%)
Hourly BBV 0 ()
Intraday Trend 1.4%

5 Day Moving Average   $130.83(2.36%)
10 Day Moving Average   $129.61(3.33%)
20 Day Moving Average   $128.9(3.89%)
To recent high   -1.8%
To recent low   5.6%
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 1.33% (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

> 20110801

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	Jul_1_2011	131.8	128.9	129.61	130.83			133.92(1.48%)	UT	OpenLong	75	1.8	48	-10000	28	109	202.39	51%	0.01	-15	0.8%	0	2.9	67	0
2	Jun_30_2011	131.79	128.68	128.89	129.41			131.97(0.96%)	UT	OpenLong	75	1.8	26	-10000	15	58	223.5	48%	0	-53.1	0.77%	0	2.3	64	0
3	Jun_29_2011	131.79	128.64	128.4	128.68			130.72(0.86%)	UT	OpenLong	75	1.4	11	-10000	8	20	244.3	45%	-0.02	-69.6	0.77%	0	1.4	53	0
4	Jun_28_2011	131.81	128.66	128.02	128.27			129.61(1.31%)	N/A	N/A	0	0.7	-0	-10000	1	-4	165.56	43%	-0.02	-59.5	0.77%	0	0.5	53	0
5	Jun_27_2011	131.83	128.89	127.95	128.23			127.94(0.89%)	N/A	N/A	0	-0.1	-0	-10000	1	-4	168.91	40%	-0.02	-53	0.75%	0	-0.5	46	0

6	Jun_24_2011	131.86	129.15	127.93	128.19			126.81(-1.16%)	DT	OpenShort	-75	-0.6	-4	-10000	-1	-13	226.13	40%	-0.03	-49.1	0.74%	0	-1.1	42	0
7	Jun_23_2011	131.9	129.46	128.03	128.23			128.3(-0.29%)	DP	OpenShort	-65	0	-4	-10000	4	-26	334.29	42%	-0.02	-51.2	0.74%	0	-0.5	41	0
8	Jun_22_2011	131.93	129.65	128.12	128.03			128.67(-0.6%)	DP	OpenShort	-65	0.3	-6	-10000	7	-46	176.89	42%	-0.02	-56.5	0.74%	0	-0.4	37	0
9	Jun_21_2011	131.95	129.81	128.09	127.7			129.45(1.37%)	DP	OpenShort	-65	0.8	-20	-10000	1	-82	193.16	46%	0.01	-62.6	0.73%	0	-0.2	39	0
10	Jun_20_2011	131.94	129.93	128.01	127.7			127.7(0.51%)	DP	OpenShort	-75	0	-29	-10000	0	-117	159.48	43%	0	-64.3	0.74%	0	-0.9	24	0

11	Jun_17_2011	131.94	130.23	128.14	127.68			127.05(-0.2%)	DT	OpenShort	-75	-0.3	-38	-10000	-2	-144	235	46%	-0.02	-64.5	0.74%	0	-1.3	29	0
12	Jun_16_2011	131.97	130.6	128.47	127.79			127.3(0.22%)	DP	OpenShort	-75	-0.2	-46	-10000	-9	-157	308.04	43%	-0.02	-63.5	0.76%	0	-1.3	32	0
13	Jun_15_2011	131.99	130.96	128.9	128.21			127.02(-1.78%)	DT	OpenShort	-75	-0.5	-40	-10000	-6	-142	300.96	41%	-0.02	-59.6	0.79%	0	-1.6	34	0
14	Jun_14_2011	132.02	131.28	129.37	128.49			129.32(1.27%)	DP	OpenShort	-65	0.4	-34	-10000	1	-137	160.57	44%	0.01	-65.9	0.77%	0	-0.8	41	0
15	Jun_13_2011	132.01	131.47	129.88	128.42			127.7(0.08%)	DP	OpenShort	-75	-0.3	-37	-10000	-5	-131	207.6	41%	-0.01	-71.3	0.76%	0	-1.6	34	0

16	Jun_10_2011	132.02	131.8	130.45	128.68			127.6(-1.39%)	DT	OpenShort	-75	-0.5	-41	-10000	-12	-128	238.63	37%	-0.01	-73.2	0.76%	0	-1.9	29	0
17	Jun_9_2011	132.03	132.18	131.01	129.25			129.4(0.76%)	DP	OpenShort	-75	0.1	-36	-10000	-9	-116	160.96	40%	0.02	-67.5	0.78%	0	-1.4	30	0
18	Jun_8_2011	132.01	132.44	131.31	129.71			128.42(-0.42%)	DT	OpenShort	-75	-0.7	-40	-10000	-14	-117	198.7	42%	-0.02	-65.5	0.77%	0	-2.1	27	0
19	Jun_7_2011	132.03	132.82	131.7	130.4			128.96(-0.06%)	DT	OpenShort	-75	-0.8	-44	-10000	-23	-105	161.81	41%	-0.02	-59.7	0.78%	0	-2.1	36	0
20	Jun_6_2011	132.06	133.12	132.04	131.59			129.04(-1.06%)	DT	OpenShort	-75	-1.5	-31	-10000	-17	-72	179.95	41%	0	-51.6	0.78%	0	-2.5	36	0

21	Jun_3_2011	132.06	133.4	132.52	132.49			130.42(-0.99%)	DT	OpenShort	-75	-1.5	-19	-10000	-10	-44	234.69	45%	0.02	-52	0.78%	0	-2.2	36	0
22	Jun_2_2011	132.04	133.57	132.95	133			131.73(-0.11%)	DT	OpenShort	-75	-1.1	-9	-10000	-3	-27	200.47	47%	0.02	-58.6	0.8%	0	-1.6	36	0
23	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
24	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
25	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%		-56.4	0.77%	0	-0.4	44	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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