Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Sep. 13, 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 $146.5900 (1.52%) ($143.9900 - $147.0400) on Thu. Sep. 13, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.85% (three month average)
RSI   78
Latest Price   $146.5900(1.52%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.4% a day on average for past five trading days.
Weekly Trend   SPY advances 1.2% 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 -0.425% in a week (0% probabilities).
TLT(-25%)    SHY(-6%)    IGOV(-6%)    TIP(-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   -0.425% (StdDev 0.85%)
Hourly BBV 0 ()
Intraday Trend 1.5%

5 Day Moving Average   $144.55(1.41%)
10 Day Moving Average   $143.12(2.42%)
20 Day Moving Average   $142.39(2.95%)
To recent high   0%
To recent low   11.6%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   2.7
One Month Target Price   > $146.59
(if BBV positive, VIX trend negative.)
Correction Price   < $140.36

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% 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 -3.1% away from the target price of 146.59.
$. SPY price fluctuates within 1.08% (three month std-dev: 0.85%) 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

> 20121013

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	Sep_13_2012	136.76	142.39	143.12	144.55			146.59(1.52%)	UT	HoldLong	65	1.3	29	-10000	9	88	225.47	76%	0.06	64.8	0.85%	0	2.7	78	0
2	Sep_12_2012	136.68	142.09	142.58	143.98			144.39(0.33%)	UT	OpenLong	75	0.3	27	-10000	11	74	87.64	75%	0.05	71.8	0.84%	0	1.9	62	0
3	Sep_11_2012	136.61	141.91	142.27	143.29			143.91(0.28%)	UT	OpenLong	75	0.6	21	-10000	10	54	88.76	71%	0.05	62.8	0.85%	0	1.8	61	0
4	Sep_10_2012	136.54	141.74	142.02	142.71			143.51(-0.57%)	UD	OpenLong	75	0.8	15	-10000	8	35	86.46	71%	0.04	57.5	0.86%	0	1.7	56	0
5	Sep_7_2012	136.48	141.61	141.81	142.24			144.33(0.39%)	UT	OpenLong	75	2.2	15	-10000	13	21	107.27	71%	0.05	55.9	0.86%	0	2.8	61	0

6	Sep_6_2012	136.41	141.41	141.42	141.47			143.77(2.03%)	N/A	N/A	0	3.1	3	-10000	7	-8	158.27	74%	0.04	67.9	0.86%	0	3.1	59	0
7	Sep_5_2012	136.36	141.24	141.19	141.02			140.91(-0.09%)	DT	OpenShort	-75	-0.2	-7	-10000	-2	-20	100.66	71%	0.01	97.4	0.87%	0	-0.6	51	0
8	Sep_4_2012	136.34	141.21	141.28	141.12			141.03(-0.09%)	DT	OpenShort	-75	-0.2	-5	-10000	-2	-14	120.23	71%	0.02	117.5	0.87%	0	-0.3	54	0
9	Aug_31_2012	136.31	141.15	141.39	141.22			141.16(0.48%)	DP	OpenShort	-75	-0.1	-2	-10000	-1	-4	151.97	64%	0.01	98.1	0.93%	0	0	55	0
10	Aug_30_2012	136.29	141.07	141.48	141.29			140.49(-0.72%)	N/A	N/A	0	-0.7	0	-10000	-1	3	96.59	60%	0.03	67.1	0.93%	0	-0.5	49	0

11	Aug_29_2012	136.25	140.9	141.64	141.33			141.51(0.08%)	UT	HoldLong	50	0.1	2	-10000	-1	9	65.42	62%	0.04	60.6	0.94%	0	0.4	61	0
12	Aug_28_2012	136.19	140.72	141.59	141.39			141.4(-0.1%)	UD	OpenLong	65	0	3	-10000	-1	13	75.69	62%	0.02	69.2	0.95%	0	0.5	62	0
13	Aug_27_2012	136.16	140.55	141.54	141.46			141.54(0.02%)	UT	HoldLong	50	0.1	3	-10000	-2	17	68.79	62%	0.04	80.9	0.96%	0	0.6	65	0
14	Aug_24_2012	136.11	140.41	141.47	141.59			141.51(0.6%)	UD	OpenLong	65	-0.1	5	-10000	-2	25	99.48	62%	0.01	93.7	0.96%	0	0.7	71	0
15	Aug_23_2012	136.09	140.27	141.41	141.72			140.67(-0.81%)	UD	OpenLong	65	-0.6	6	-10000	-4	34	111.47	62%	0.01	92	0.96%	0	0.2	69	0

16	Aug_22_2012	136.08	140.06	141.42	141.99			141.82(0.04%)	UT	HoldLong	65	-0.1	18	-10000	3	61	133.24	62%	0	75.5	0.95%	0	0.8	93	0
17	Aug_21_2012	136.08	139.69	141.29	141.81			141.76(-0.3%)	UD	OpenLong	75	-0	20	-10000	3	69	105.58	64%	0	59.8	0.95%	0	0.9	80	0
18	Aug_20_2012	136.08	139.31	141.15	141.62			142.19(0.01%)	UT	HoldLong	65	0.2	22	-10000	4	76	78.26	64%	0.01	51.4	0.97%	0	1.1	82	0
19	Aug_17_2012	136.06	138.96	140.9	141.34			142.18(0.13%)	UT	OpenLong	75	0.3	22	-10000	4	74	90.81	59%	0.01	49.4	0.98%	0	1.3	70	0
20	Aug_16_2012	136.04	138.67	140.61	141.07			141.99(0.74%)	UT	OpenLong	75	0.4	21	-10000	4	70	112.01	59%	0.01	50.9	1%	0	1.4	70	0

21	Aug_15_2012	136.03	138.44	140.1	140.79			140.95(0.11%)	UT	HoldLong	65	0.1	17	-10000	1	66	71.09	59%	0	59	1%	0	1.1	76	0
22	Aug_14_2012	136.03	138.25	139.78	140.7			140.79(0.01%)	UT	HoldLong	65	0	21	-10000	1	80	102.38	57%	-0.01	66.5	1%	0	1.2	81	0
23	Aug_13_2012	136.04	138.02	139.48	140.61			140.77(-0.05%)	UD	OpenLong	75	0.1	26	-10000	3	94	79.43	57%	0.01	71.8	1.01%	0	1.3	81	0
24	Aug_10_2012	136.03	137.75	139.26	140.38			140.84(0.16%)	UT	OpenLong	75	0.2	30	-10000	4	106	99.79	57%	0.01	71.7	1.01%	0	1.5	73	0
25	Aug_9_2012	136.01	137.49	139.03	140.08			140.61(0.09%)	UT	OpenLong	75	0.2	36	-10000	11	112	90.29	57%		67.7	1.01%	0	1.5	64	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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