Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Aug. 3, 2011

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 24, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $126.1700 (0.54%) ($123.5300 - $126.3100) on Wed. Aug. 3, 2011.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.94% (three month average)
RSI   38
Latest Price   $126.1700(0.54%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.7% a day on average for past five trading days.
Weekly Trend   SPY declines -1.6% 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 -0.47% in a week (0% probabilities).
TLT(-32%)    TIP(-7%)    SHY(-7%)    IGOV(1%)    GLD(3%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.47% (StdDev 0.94%)
Hourly BBV 0 ()
Intraday Trend 0.4%

Resistance Level   $131.41
5 Day Moving Average   $128(-1.43%)
10 Day Moving Average   $130.49(-3.31%)
20 Day Moving Average   $131.41(-3.99%)
To recent high   -7.1%
To recent low   0.5%
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 1.96% (three month std-dev: 0.94%) 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

> 20110903

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	Aug_3_2011	131.73	131.41	130.49	128			126.17(0.54%)	DP	OpenShort	-75	-0.7	-37	-10000	-14	-106	371.03	45%	-0.02	-51	0.94%	0	-2	38	0
2	Aug_2_2011	131.75	131.82	131.17	128.88			125.49(-2.55%)	DT	OpenShort	-75	-1.5	-41	-10000	-26	-86	346.65	45%	-0.04	-38.3	0.94%	0	-2.7	33	0
3	Aug_1_2011	131.8	132.26	131.95	130.45			128.78(-0.43%)	DT	OpenShort	-75	-0.9	-22	-10000	-17	-37	325.79	49%	-0.02	-10.9	0.89%	0	-1.9	42	0
4	Jul_29_2011	131.82	132.53	132.19	131.46			129.33(-0.68%)	DT	OpenShort	-75	-1.3	-17	-10000	-18	-15	307.04	49%	-0.01	23.8	0.89%	0	-1.9	42	0
5	Jul_28_2011	131.83	132.69	132.47	132.51			130.22(-0.29%)	N/A	N/A	0	-1.5	-10	-10000	-14	4	207.94	49%	-0.02	57.5	0.89%	0	-1.6	36	0

6	Jul_27_2011	131.85	132.74	132.58	133.37			130.6(-2.05%)	N/A	N/A	0	-1.9	-3	-10000	-7	11	249.02	49%	-0.02	82	0.89%	0	-1.5	34	0
7	Jul_26_2011	131.87	132.72	132.73	133.78			133.33(-0.37%)	UD	OpenLong	75	-0.3	6	-10000	2	17	131.28	54%	0.02	87.2	0.86%	0	0.4	47	0
8	Jul_25_2011	131.85	132.47	132.55	133.66			133.83(-0.56%)	UD	OpenLong	75	0.1	10	-10000	11	6	136.65	54%	0.01	72.1	0.86%	0	0.7	49	0
9	Jul_22_2011	131.84	132.14	132.35	133.01			134.58(0.07%)	N/A	N/A	0	0.7	2	-10000	10	-23	126.02	54%	0.02	53	0.86%	0	1.1	51	0
10	Jul_21_2011	131.82	131.83	132.28	132.43			134.49(1.39%)	N/A	N/A	0	0.9	2	-10000	12	-28	245.27	54%	0.02	46.8	0.87%	0	1.2	58	0

11	Jul_20_2011	131.79	131.54	132.31	131.72			132.65(-0.06%)	DP	OpenShort	-65	0.4	-6	-10000	3	-32	137.15	54%	0.02	41.9	0.85%	0	0.5	58	0
12	Jul_19_2011	131.77	131.38	132.42	131.56			132.73(1.62%)	N/A	N/A	0	0.5	0	-10000	5	-15	166.55	54%	-0.01	39.7	0.87%	0	0.6	62	0
13	Jul_18_2011	131.78	131.14	132.52	131.29			130.61(-0.82%)	N/A	N/A	0	-0.3	-4	-10000	-5	0	196.87	49%	-0.02	35.7	0.85%	0	-0.2	63	0
14	Jul_15_2011	131.8	130.99	132.86	131.57			131.69(0.58%)	UD	OpenLong	65	0	3	-10000	-10	40	220.12	49%	0.01	36.1	0.85%	0	0.3	70	0
15	Jul_14_2011	131.79	130.78	132.91	132.11			130.93(-0.69%)	UD	OpenLong	65	-0.4	7	-10000	-16	74	226.11	49%	0	36.9	0.85%	0	0.1	61	0

16	Jul_13_2011	131.79	130.6	132.94	132.99			131.84(0.33%)	UD	OpenLong	65	-0.4	23	-10000	-8	116	204.06	49%	0	42.7	0.85%	0	0.4	62	0
17	Jul_12_2011	131.79	130.48	132.76	133.42			131.4(-0.43%)	UD	OpenLong	65	-0.7	28	-10000	-8	134	214.68	49%	0	48.1	0.85%	0	0.3	58	0
18	Jul_11_2011	131.79	130.3	132.48	133.9			131.97(-1.81%)	UD	OpenLong	65	-0.7	33	-10000	-7	153	195.92	49%	-0.02	50.7	0.85%	0	0.6	65	0
19	Jul_8_2011	131.82	130.08	132.02	134.29			134.4(-0.71%)	UD	OpenLong	75	0	52	-10000	9	181	194.17	52%	0	50.2	0.82%	0	1.5	75	0
20	Jul_7_2011	131.82	129.81	131.41	133.81			135.36(1.04%)	UT	HoldLong	65	0.6	58	-10000	17	181	170.46	52%	0.02	44.8	0.81%	0	2.1	77	0

21	Jul_6_2011	131.8	129.44	130.72	132.88			133.97(0.12%)	UT	HoldLong	65	0.5	53	-10000	16	163	143.33	51%	0.01	33.9	0.81%	0	2	76	0
22	Jul_5_2011	131.79	129.16	130.24	132.01			133.81(-0.08%)	UD	OpenLong	75	0.9	52	-10000	22	141	165.94	51%	-0.01	13.4	0.81%	0	2.3	62	0
23	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
24	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
25	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%		-69.6	0.77%	0	1.4	53	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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