Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Apr. 5, 2012

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 $139.7900 (-0.05%) ($139.2600 - $140.2000) on Thu. Apr. 5, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.59% (three month average)
RSI   48
Latest Price   $139.7900(-0.05%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.1% a day on average for past five trading days.
Weekly Trend   SPY advances 0.2% 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 -0.295% in a week (0% probabilities).
TLT(-26%)    SHY(-7%)    IGOV(-4%)    TIP(-2%)    GLD(4%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.295% (StdDev 0.59%)
Hourly BBV 0 ()
Intraday Trend 0.3%

Resistance Level   $140.21
5 Day Moving Average   $140.71(-0.65%)
10 Day Moving Average   $140.66(-0.62%)
20 Day Moving Average   $140.21(-0.3%)
To recent high   -1.4%
To recent low   9.5%
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 0.89% (three month std-dev: 0.59%) 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

> 20120505

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	Apr_5_2012	131.54	140.21	140.66	140.71			139.79(-0.05%)	UD	OpenLong	65	-0.7	3	-10000	-2	16	137.44	70%	0.12	84.3	0.59%	0	-0.3	48	0
2	Apr_4_2012	131.38	140.09	140.63	140.8			139.86(-0.99%)	UD	OpenLong	65	-0.6	1	-10000	-3	11	146.9	70%	0.11	67.6	0.59%	0	-0.1	46	0
3	Apr_3_2012	131.24	139.91	140.68	140.92			141.26(-0.41%)	UD	OpenLong	75	0.2	5	-10000	0	20	155.81	77%	0.13	54.8	0.57%	0	0.7	57	0
4	Apr_2_2012	131.07	139.6	140.59	140.9			141.84(0.73%)	UT	OpenLong	75	0.5	6	-10000	1	22	151.74	77%	0.12	47.1	0.59%	0	1.1	59	0
5	Mar_30_2012	130.91	139.35	140.47	140.86			140.81(0.41%)	UT	OpenLong	75	-0	14	-10000	5	42	135.49	75%	0.13	46.7	0.6%	0	0.8	67	0

6	Mar_29_2012	130.74	139.17	140.42	140.63			140.23(-0.17%)	UD	OpenLong	75	-0.2	17	-10000	5	52	164.96	75%	0.14	45.3	0.6%	0	0.6	66	0
7	Mar_28_2012	130.56	139.05	140.47	140.42			140.47(-0.5%)	UD	OpenLong	75	0	17	-10000	1	65	148.56	75%	0.1	44.9	0.61%	0	0.7	69	0
8	Mar_27_2012	130.43	138.88	140.42	140.37			141.17(-0.31%)	UD	OpenLong	75	0.4	25	-10000	3	90	119.87	75%	0.12	47.1	0.63%	0	1.2	77	0
9	Mar_26_2012	130.28	138.69	140.3	140.22			141.61(1.4%)	UT	HoldLong	65	0.8	32	-10000	3	120	120.16	75%	0.13	49.6	0.63%	0	1.6	82	0
10	Mar_23_2012	130.11	138.46	139.91	140.07			139.65(0.32%)	UD	OpenLong	65	-0.2	29	-10000	-3	124	120.52	71%	0.11	52.4	0.61%	0	0.7	63	0

11	Mar_22_2012	129.97	138.32	139.73	140.2			139.2(-0.72%)	UD	OpenLong	65	-0.6	27	-10000	-7	130	135.22	71%	0.12	57.5	0.62%	0	0.5	59	0
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		121	0.81%	0	1.2	71	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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