Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Feb. 29, 2012

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 $137.0200 (-0.39%) ($136.5400 - $138.1900) on Wed. Feb. 29, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.94% (three month average)
RSI   62
Latest Price   $137.0200(-0.39%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY advances 0.7% 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(88%)    IWM(87%)    XLY(85%)    EWG(78%)
Factors Impacting SPY price   SPY will decline at least -0.47% in a week (0% probabilities).
TLT(-27%)    SHY(-7%)    IGOV(-4%)    TIP(-2%)    GLD(4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.47% (StdDev 0.94%)
Hourly BBV 0 ()
Intraday Trend -0.5%

5 Day Moving Average   $137.06(-0.03%)
10 Day Moving Average   $136.52(0.37%)
20 Day Moving Average   $135.54(1.09%)
To recent high   -0.4%
To recent low   14.1%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.1
One Month Target Price   > $137.02
(if BBV positive, VIX trend negative.)
Correction Price   < $130.58

CFTC S&P 500 speculative net positions   37.8000 k (Sat. Apr. 25, 2020) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. The price is -0.4% to new high. In the past, the price will move at least 10% above the recent low once it hits new high. Now it's -4.7% away from the target price of 137.02.
$. SPY price fluctuates within 1% (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

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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	Feb_29_2012	127.46	135.54	136.52	137.06			137.02(-0.39%)	UD	OpenLong	75	-0	14	-10000	3	48	185.93	82%	0.14	97	0.94%	0	1.1	62	0
2	Feb_28_2012	127.28	135.27	136.35	136.86			137.56(0.29%)	UT	OpenLong	75	0.4	14	-10000	3	46	129.36	85%	0.15	79.5	0.94%	0	1.4	68	0
3	Feb_27_2012	127.09	134.96	136.12	136.64			137.16(0.17%)	UT	OpenLong	75	0.3	12	-10000	2	42	145.73	85%	0.17	71.2	1%	0	1.3	68	0
4	Feb_24_2012	126.87	134.7	135.85	136.49			136.93(0.22%)	UT	OpenLong	75	0.3	11	-10000	2	38	105.54	85%	0.17	68.8	1%	0	1.3	66	0
5	Feb_23_2012	126.65	134.45	135.68	136.32			136.63(0.44%)	UT	OpenLong	75	0.2	16	-10000	6	47	137.7	74%	0.18	67.4	1.01%	0	1.3	74	0

6	Feb_22_2012	126.42	134.24	135.53	135.9			136.03(-0.32%)	UD	OpenLong	75	0.1	13	-10000	2	44	124.46	74%	0.19	68.3	1.06%	0	1.1	73	0
7	Feb_21_2012	126.18	134.02	135.4	135.74			136.47(0.04%)	UT	HoldLong	65	0.4	16	-10000	3	55	134.04	67%	0.33	69.8	1.06%	0	1.4	80	0
8	Feb_17_2012	125.77	133.77	135.2	135.51			136.41(0.26%)	UT	HoldLong	65	0.5	20	-10000	6	63	129.87	67%	0.17	74.4	1.08%	0	1.5	79	0
9	Feb_16_2012	125.56	133.52	135	135.1			136.05(1.11%)	UT	OpenLong	75	0.6	17	-10000	2	62	186.57	67%	0.18	77.4	1.1%	0	1.5	74	0
10	Feb_15_2012	125.34	133.29	134.68	134.97			134.56(-0.47%)	UD	OpenLong	65	-0.3	14	-10000	-2	61	195.2	64%	0.14	83.6	1.12%	0	0.8	69	0

11	Feb_14_2012	125.17	133.1	134.49	135.09			135.19(-0.13%)	UD	OpenLong	75	0.1	17	-10000	1	66	166	64%	0.16	83.5	1.12%	0	1.2	67	0
12	Feb_13_2012	124.97	132.82	134.12	135.01			135.36(0.74%)	UT	OpenLong	75	0.2	18	-10000	2	66	115.84	64%	0.18	89.2	1.13%	0	1.5	73	0
13	Feb_10_2012	124.75	132.5	133.74	134.83			134.36(-0.74%)	UD	OpenLong	65	-0.3	15	-10000	-1	61	167.91	68%	0.18	85.4	1.14%	0	1	68	0
14	Feb_9_2012	124.53	132.26	133.49	134.87			135.36(0.13%)	UT	HoldLong	65	0.3	22	-10000	7	67	148.6	57%	0.16	88.7	1.14%	0	1.7	77	0
15	Feb_8_2012	124.33	131.95	133.13	134.33			135.19(0.3%)	UT	HoldLong	65	0.5	18	-10000	6	53	139.36	57%	0.12	87.6	1.24%	0	1.8	77	0

16	Feb_7_2012	124.18	131.64	132.85	133.79			134.79(0.25%)	UT	HoldLong	65	0.6	18	-10000	8	49	135.53	57%	0.12	87.8	1.25%	0	1.8	78	0
17	Feb_6_2012	124.03	131.3	132.51	133.09			134.45(-0.07%)	UD	OpenLong	75	0.8	16	-10000	7	43	107.69	57%	0.11	84.7	1.25%	0	1.8	82	0
18	Feb_3_2012	123.89	130.96	132.21	132.48			134.54(1.4%)	UT	HoldLong	65	1.2	15	-10000	7	40	160.6	57%	0.11	79.4	1.26%	0	2.1	84	0
19	Feb_2_2012	123.76	130.63	131.88	131.93			132.68(0.16%)	UT	OpenLong	75	0.5	10	-10000	2	34	113.09	54%	0.11	86.1	1.26%	0	1.3	72	0
20	Feb_1_2012	123.62	130.38	131.76	131.77			132.47(0.88%)	UT	OpenLong	75	0.4	10	-10000	-0	38	166.23	48%	0.12	85.6	1.28%	0	1.3	73	0

21	Jan_31_2012	123.47	130.14	131.59	131.79			131.32(-0.04%)	UD	OpenLong	75	-0.3	11	-10000	-0	43	157.21	44%	0.12	89	1.33%	0	0.7	69	0
22	Jan_30_2012	123.32	129.86	131.41	131.82			131.37(-0.34%)	UD	OpenLong	65	-0.3	11	-10000	-1	47	147.31	44%	0.13	89.9	1.36%	0	0.9	75	0
23	Jan_27_2012	123.16	129.61	131.19	131.87			131.82(-0.05%)	UD	OpenLong	75	-0	14	-10000	1	53	135.26	50%	0.11	85	1.36%	0	1.2	80	0
24	Jan_26_2012	123.03	129.27	130.96	131.81			131.88(-0.51%)	UD	OpenLong	75	0	15	-10000	1	55	184.88	50%	0.1	83.8	1.43%	0	1.3	76	0
25	Jan_25_2012	122.91	129	130.7	131.73			132.56(0.84%)	UT	HoldLong	65	0.4	18	-10000	4	61	198.61	50%		91	1.43%	0	1.7	83	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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