Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Mar. 14, 2013

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 $156.7300 (0.53%) ($155.9100 - $156.8000) on Thu. Mar. 14, 2013.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.74% (three month average)
RSI   68
Latest Price   $156.7300(0.53%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.3% a day on average for past five trading days.
Weekly Trend   SPY advances 1.7% 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(79%)
Factors Impacting SPY price   SPY will decline at least -0.37% in a week (0% probabilities).
TLT(-24%)    IGOV(-7%)    SHY(-6%)    TIP(-0%)    GLD(3%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.37% (StdDev 0.74%)
Hourly BBV 0 ()
Intraday Trend 0.3%

5 Day Moving Average   $155.96(0.49%)
10 Day Moving Average   $154.92(1.17%)
20 Day Moving Average   $153.22(2.29%)
To recent high   0%
To recent low   11.9%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.6
One Month Target Price   > $156.73
(if BBV positive, VIX trend negative.)
Correction Price   < $150.93

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 -4.5% away from the target price of 156.73.
$. SPY price fluctuates within 1.4% (three month std-dev: 0.74%) 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

> 20130414

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_14_2013	146.19	153.22	154.92	155.96			156.73(0.53%)	UT	OpenLong	75	0.4	40	-10000	7	137	126.33	64%	0.12	52.9	0.74%	0	1.6	68	0
2	Mar_13_2013	146.02	152.97	154.42	155.57			155.91(0.15%)	UT	OpenLong	75	0.2	37	-10000	5	133	92.55	64%	0.11	54.6	0.74%	0	1.5	71	0
3	Mar_12_2013	145.86	152.77	154.02	155.29			155.68(-0.22%)	UD	OpenLong	75	0.2	36	-10000	5	129	105.76	64%	0.09	56.6	0.75%	0	1.6	65	0
4	Mar_11_2013	145.73	152.56	153.47	155.01			156.03(0.38%)	UT	OpenLong	75	0.6	36	-10000	11	112	83.75	64%	0.09	61.7	0.74%	0	2	57	0
5	Mar_8_2013	145.6	152.33	152.78	154.39			155.44(0.43%)	UT	OpenLong	75	0.7	30	-10000	12	82	123.49	64%	0.07	60.8	0.74%	0	2	59	0

6	Mar_7_2013	145.5	152.1	152.4	153.72			154.78(0.18%)	UT	OpenLong	75	0.8	23	-10000	11	60	86.1	64%	0.06	59.3	0.75%	0	1.9	57	0
7	Mar_6_2013	145.41	151.9	151.95	153.09			154.5(0.14%)	UT	OpenLong	75	1.1	15	-10000	9	33	94.47	64%	0.07	56.6	0.75%	0	2.1	56	0
8	Mar_5_2013	145.31	151.72	151.61	152.57			154.29(0.9%)	UT	OpenLong	75	1.5	16	-10000	15	17	121.66	64%	0.08	53.4	0.75%	0	2.3	56	0
9	Mar_4_2013	145.2	151.48	151.46	151.71			152.92(0.53%)	N/A	N/A	0	1.2	10	-10000	14	-1	99.01	62%	0.07	31.9	0.74%	0	1.4	54	0
10	Mar_1_2013	145.1	151.39	151.46	150.93			152.11(0.33%)	DP	OpenShort	-65	1.2	-7	-10000	1	-29	170.63	62%	0.07	16.9	0.74%	0	0.7	51	0

11	Feb_28_2013	145	151.27	151.35	150.89			151.61(-0.2%)	DP	OpenShort	-65	0.7	-3	-10000	4	-23	126.87	64%	0.06	15.9	0.73%	0	0.3	53	0
12	Feb_27_2013	144.91	151.2	151.35	150.65			151.91(1.26%)	DP	OpenShort	-65	1.2	-5	-10000	2	-27	150.78	64%	0.06	12.9	0.74%	0	0.7	53	0
13	Feb_26_2013	144.83	151.13	151.4	150.53			150.02(0.68%)	DP	OpenShort	-75	-0.5	-17	-10000	-12	-32	186.6	62%	0.03	15.7	0.73%	0	-1	47	0
14	Feb_25_2013	144.79	151.15	151.58	151.18			149(-1.9%)	DT	OpenShort	-75	-2.1	-9	-10000	-11	-1	245.82	62%	0.03	40.6	0.72%	0	-2	51	0
15	Feb_22_2013	144.75	151.23	151.89	151.8			151.89(0.98%)	UT	HoldLong	50	0.1	6	-10000	-1	25	106.36	71%	0.04	74.6	0.7%	0	0.7	53	0

16	Feb_21_2013	144.69	151.11	151.81	151.88			150.42(-0.61%)	UD	OpenLong	65	-1.4	3	-10000	-7	33	183.26	69%	0.03	82.4	0.69%	0	-0.7	56	0
17	Feb_20_2013	144.64	151.07	151.91	152.23			151.34(-1.25%)	UD	OpenLong	65	-0.8	11	-10000	-3	53	160.57	69%	0.06	98.6	0.69%	0	0.3	58	0
18	Feb_19_2013	144.56	150.97	151.89	152.36			153.25(0.75%)	UT	OpenLong	75	0.8	21	-10000	6	67	95.11	78%	0.07	105.3	0.66%	0	2	63	0
19	Feb_15_2013	144.46	150.72	151.53	152.07			152.11(-0.12%)	UD	OpenLong	75	0	13	-10000	1	50	215.23	77%	0.05	103.9	0.7%	0	1.2	62	0
20	Feb_14_2013	144.39	150.52	151.44	152.01			152.29(0.09%)	UT	OpenLong	75	0.2	18	-10000	5	56	80.83	71%	0.07	100	0.7%	0	1.4	62	0

21	Feb_13_2013	144.29	150.27	151.18	151.74			152.15(0.09%)	UT	OpenLong	75	0.3	15	-10000	4	48	82.32	71%	0.06	89	0.72%	0	1.4	65	0
22	Feb_12_2013	144.21	150.02	150.97	151.54			152.02(0.16%)	UT	OpenLong	75	0.3	15	-10000	4	47	65.39	71%	0.05	86.5	0.72%	0	1.4	65	0
23	Feb_11_2013	144.14	149.77	150.83	151.35			151.77(-0.02%)	UD	OpenLong	75	0.3	19	-10000	8	51	73.77	71%	0.04	84	0.73%	0	1.3	65	0
24	Feb_8_2013	144.08	149.53	150.65	150.9			151.8(0.56%)	UT	OpenLong	75	0.6	13	-10000	2	45	103.13	67%	0.04	77.5	0.72%	0	1.5	69	0
25	Feb_7_2013	144.02	149.3	150.49	150.79			150.96(-0.13%)	UD	OpenLong	75	0.1	17	-10000	5	53	162.49	60%		82	0.74%	0	1.1	68	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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