Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Mar. 21, 2012

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Wed. May. 22, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $140.2100 (-0.16%) ($139.9200 - $140.6500) on Wed. Mar. 21, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.62% (three month average)
RSI   60
Latest Price   $140.2100(-0.16%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Weekly Trend   SPY advances 1.5% 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%)    XLK(88%)    IWM(87%)    XLY(85%)    EWG(78%)
Factors Impacting SPY price   SPY will decline at least -0.31% in a week (0% probabilities).
TLT(-27%)    SHY(-7%)    IGOV(-4%)    TIP(-2%)    GLD(4%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.31% (StdDev 0.62%)
Hourly BBV 0 ()
Intraday Trend -0.2%

5 Day Moving Average   $140.5(-0.21%)
10 Day Moving Average   $139.54(0.48%)
20 Day Moving Average   $138.2(1.45%)
To recent high   -0.5%
To recent low   12.9%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.1
One Month Target Price   > $140.21
(if BBV positive, VIX trend negative.)
Correction Price   < $135.86

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 -0.5% 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 -6.7% away from the target price of 140.21.
$. SPY price fluctuates within 1.3% (three month std-dev: 0.62%) 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

> 20120421

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	Mar_21_2012	129.81	138.2	139.54	140.5			140.21(-0.16%)	UD	OpenLong	75	-0.2	37	-10000	1	145	122.39	78%	0.15	66.2	0.62%	0	1.1	60	0
2	Mar_20_2012	129.62	137.99	139.12	140.44			140.44(-0.29%)	UD	OpenLong	75	0	36	-10000	2	139	121.73	85%	0.12	70.1	0.61%	0	1.4	64	0
3	Mar_19_2012	129.47	137.78	138.57	140.37			140.85(0.39%)	UT	OpenLong	75	0.3	37	-10000	13	109	125.29	85%	0.1	74.8	0.71%	0	1.8	63	0
4	Mar_16_2012	129.34	137.55	138.15	139.71			140.3(-0.3%)	UD	OpenLong	75	0.4	29	-10000	11	83	152.89	85%	0.09	77	0.73%	0	1.8	63	0
5	Mar_15_2012	129.22	137.33	137.83	139.17			140.72(0.58%)	UT	OpenLong	75	1.1	29	-10000	15	70	165.12	85%	0.13	75.2	0.73%	0	2.4	65	0

6	Mar_14_2012	129.05	137.01	137.5	138.43			139.91(-0.11%)	UD	OpenLong	75	1.1	26	-10000	17	54	145.16	85%	0.14	65.6	0.73%	0	2.2	64	0
7	Mar_13_2012	128.87	136.77	137.18	137.59			140.06(1.8%)	UT	OpenLong	75	2.1	24	-10000	21	32	184.09	85%	0.12	54	0.75%	0	2.8	67	0
8	Mar_12_2012	128.72	136.52	136.89	136.53			137.58(0.01%)	N/A	N/A	0	1.1	1	-10000	3	-4	104	82%	0.11	42	0.73%	0	1.1	56	0
9	Mar_9_2012	128.58	136.37	136.84	136.36			137.57(0.39%)	DP	OpenShort	-65	1.2	-1	-10000	1	-6	122.84	82%	0.13	33.3	0.76%	0	1.2	56	0
10	Mar_8_2012	128.41	136.25	136.77	136.31			137.04(0.99%)	DP	OpenShort	-75	0.7	-4	-10000	-3	-5	116.97	64%	0.12	45.2	0.78%	0	0.8	56	0

11	Mar_7_2012	128.25	136.16	136.72	136.45			135.69(0.7%)	N/A	N/A	0	-0.8	-2	-10000	-5	9	143.69	60%	0.11	63	0.83%	0	-0.5	59	0
12	Mar_6_2012	128.11	136.16	136.78	136.71			134.75(-1.46%)	N/A	N/A	0	-1.9	-3	-10000	-10	19	202.13	60%	0.12	82.9	0.83%	0	-1.3	51	0
13	Mar_5_2012	127.96	136.13	136.98	137.27			136.75(-0.41%)	UD	OpenLong	65	-0.5	10	-10000	-2	46	140.76	72%	0.12	110.3	0.8%	0	0.6	61	0
14	Mar_2_2012	127.81	136.02	136.95	137.36			137.31(-0.3%)	UD	OpenLong	75	-0	16	-10000	1	60	120.64	72%	0.13	121	0.81%	0	1.2	71	0
15	Mar_1_2012	127.64	135.8	136.83	137.28			137.73(0.52%)	UT	OpenLong	75	0.4	19	-10000	4	65	145.03	72%	0.14	107.5	0.81%	0	1.5	64	0

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		83.6	1.12%	0	0.8	69	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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