Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Nov. 7, 2012

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. Jun. 7, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $139.7200 (-2.27%) ($139.0600 - $141.6800) on Wed. Nov. 7, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.69% (three month average)
RSI   28
Latest Price   $139.7200(-2.27%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.2% a day on average for past five trading days.
Weekly Trend   SPY declines -1% 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 -0.345% in a week (0% probabilities).
TLT(-25%)    SHY(-6%)    IGOV(-6%)    TIP(-1%)    GLD(3%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.345% (StdDev 0.69%)
Hourly BBV 0 ()
Intraday Trend -1.4%

Resistance Level   $142.81
5 Day Moving Average   $141.78(-1.45%)
10 Day Moving Average   $141.55(-1.29%)
20 Day Moving Average   $142.81(-2.16%)
To recent high   -5.1%
To recent low   0%
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 1.18% (three month std-dev: 0.69%) 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

> 20121207

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	Nov_7_2012	140.61	142.81	141.55	141.78			139.72(-2.27%)	DT	OpenShort	-75	-1.2	-28	-10000	-7	-90	264.3	52%	0.03	-54.2	0.69%	0	-1.8	28	0
2	Nov_6_2012	140.57	143.11	141.92	142.11			142.96(0.78%)	DP	OpenShort	-65	0.5	-17	-10000	7	-87	107.07	60%	0.06	-50	0.63%	0	-0.1	45	0
3	Nov_5_2012	140.48	143.26	141.94	141.79			141.85(0.2%)	DP	OpenShort	-65	0	-24	-10000	2	-101	98.38	57%	0.06	-47	0.62%	0	-0.9	47	0
4	Nov_2_2012	140.4	143.47	142.3	141.7			141.56(-0.89%)	DT	HoldShort	-50	-0.1	-20	-10000	2	-84	137.7	63%	0.06	-43	0.67%	0	-1.1	44	0
5	Nov_1_2012	140.32	143.65	142.74	141.6			142.83(1.05%)	DP	OpenShort	-65	0.7	-14	-10000	6	-73	101	66%	0.08	-39.2	0.66%	0	-0.5	48	0

6	Oct_31_2012	140.21	143.73	142.98	141.31			141.35(0%)	DP	OpenShort	-65	0	-28	-10000	-9	-84	103.44	64%	0.18	-42.4	0.65%	0	-1.3	37	0
7	Oct_26_2012	139.96	143.89	143.26	141.73			141.35(-0.06%)	DT	OpenShort	-75	-0.2	-25	-10000	-8	-76	146.02	71%	0.06	-44.2	0.68%	0	-1.6	32	0
8	Oct_25_2012	139.87	144.04	143.45	142.13			141.43(0.29%)	DP	OpenShort	-75	-0.5	-33	-10000	-17	-81	134.46	71%	0.07	-45.3	0.71%	0	-1.7	31	0
9	Oct_24_2012	139.77	144.21	143.67	143.01			141.02(-0.28%)	DT	OpenShort	-75	-1.4	-33	-10000	-20	-70	120.18	71%	0.09	-38.8	0.71%	0	-2.2	29	0
10	Oct_23_2012	139.65	144.35	143.93	144.05			141.42(-1.39%)	DT	OpenShort	-75	-2.1	-23	-10000	-16	-45	192.06	67%	0.09	-34.1	0.72%	0	-2.4	37	0

11	Oct_22_2012	139.52	144.5	144.24	144.87			143.41(0.01%)	DP	OpenShort	-75	-1.4	-6	-10000	-3	-16	125.58	73%	0.11	-29.7	0.71%	0	-1	46	0
12	Oct_19_2012	139.36	144.61	144.45	145.01			143.39(-1.67%)	N/A	N/A	0	-1.5	1	-10000	2	-3	185.65	73%	0.09	-31.1	0.72%	0	-1.1	47	0
13	Oct_18_2012	139.24	144.74	144.45	144.91			145.82(-0.26%)	UD	OpenLong	75	0.8	10	-10000	10	8	148.11	80%	0.1	-37.7	0.69%	0	1	60	0
14	Oct_17_2012	139.1	144.74	144.73	144.41			146.2(0.45%)	N/A	N/A	0	1.5	9	-10000	12	0	128.83	80%	0.09	-46.9	0.69%	0	1.2	57	0
15	Oct_16_2012	138.97	144.77	144.6	143.83			145.54(1.01%)	N/A	N/A	0	1.4	2	-10000	6	-12	108.82	80%	0.04	-52.4	0.69%	0	0.6	61	0

16	Oct_15_2012	138.91	144.81	144.48	143.56			144.08(0.83%)	DP	OpenShort	-75	0.4	-11	-10000	-6	-24	107.69	79%	0.09	-46.5	0.68%	0	-0.6	51	0
17	Oct_12_2012	138.78	144.94	144.52	143.87			142.89(-0.33%)	DT	OpenShort	-75	-0.7	-16	-10000	-13	-23	124.18	80%	0.07	-27.5	0.7%	0	-1.6	37	0
18	Oct_11_2012	138.68	145.16	144.65	144.52			143.36(0.06%)	DP	OpenShort	-75	-0.9	-11	-10000	-11	-11	123.6	80%	0.09	-3.4	0.71%	0	-1.4	38	0
19	Oct_10_2012	138.56	145.32	144.8	145.08			143.28(-0.64%)	DT	OpenShort	-75	-1.5	-6	-10000	-7	-2	124.25	80%	0.08	19.3	0.71%	0	-1.7	34	0
20	Oct_9_2012	138.45	145.32	144.8	145.44			144.2(-0.99%)	DT	OpenShort	-75	-1.1	-2	-10000	-1	-5	148.87	80%	0.09	42.5	0.71%	0	-1	37	0

21	Oct_8_2012	138.33	145.4	144.83	145.5			145.64(-0.34%)	N/A	N/A	0	0.1	0	-10000	5	-15	78.42	86%	0.12	53	0.7%	0	0.2	42	0
22	Oct_5_2012	138.16	145.3	144.82	145.24			146.14(0.01%)	DP	OpenShort	-65	0.7	-1	-10000	8	-28	124.84	86%	0.11	56	0.71%	0	0.7	44	0
23	Oct_4_2012	138.01	145.21	144.76	144.81			146.13(0.72%)	DP	OpenShort	-65	1.1	-8	-10000	6	-51	124.31	86%	0.1	60	0.71%	0	0.7	41	0
24	Oct_3_2012	137.87	145.09	144.78	144.51			145.09(0.41%)	DP	OpenShort	-65	0.4	-10	-10000	7	-61	121.28	85%	0.09	51	0.71%	0	0	40	0
25	Oct_2_2012	137.75	144.91	144.92	144.15			144.5(0.1%)	DP	OpenShort	-65	0.2	-14	-10000	2	-63	113.42	85%		37.8	0.72%	0	-0.2	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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