Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Apr. 30, 2014

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. Jun. 13, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $188.3100 (0.3%) ($187.1800 - $188.5000) on Wed. Apr. 30, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.74% (three month average)
RSI   52
Latest Price   $188.3100(0.3%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.1% a day on average for past five trading days.
Weekly Trend   SPY advances 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%)    VT(92%)    XLK(88%)    IWM(87%)    XLY(85%)
Factors Impacting SPY price   SPY will decline at least -0.37% in a week (0% probabilities).
TLT(-24%)    UUP(-11%)    IGOV(-7%)    SHY(-6%)    GDXJ(-1%)
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 0.5%

5 Day Moving Average   $187.41(0.48%)
10 Day Moving Average   $187.22(0.58%)
20 Day Moving Average   $186.24(1.11%)
To recent high   -0.3%
To recent low   8.1%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1
One Month Target Price   > $188.31
(if BBV positive, VIX trend negative.)
Correction Price   < $181.34

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 -0.3% 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 -0.7% away from the target price of 188.31.
$. SPY price fluctuates within 1.07% (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

> 20140530

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_30_2014	183.83	186.24	187.22	187.41			188.31(0.3%)	UT	OpenLong	75	0.5	21	-10000	2	78	101.51	49%	0.04	18.7	0.74%	0	1	52	0
2	Apr_29_2014	183.75	186.22	186.83	187.24			187.75(0.47%)	UT	HoldLong	50	0.3	17	-10000	-1	70	84.1	47%	0.04	20.6	0.75%	0	0.8	57	0
3	Apr_28_2014	183.68	186.17	186.37	187.27			186.88(0.32%)	UD	OpenLong	65	-0.2	16	-10000	-1	66	135.12	47%	0.03	25.5	0.76%	0	0.4	57	0
4	Apr_25_2014	183.62	186.1	185.88	187.3			186.29(-0.82%)	UD	OpenLong	75	-0.5	13	-10000	-0	50	100.38	47%	0.04	24.5	0.76%	0	0.1	49	0
5	Apr_24_2014	183.54	186.02	185.58	187.32			187.83(0.2%)	UT	OpenLong	75	0.3	12	-10000	5	32	88.17	44%	0.04	17.8	0.76%	0	0.9	46	0

6	Apr_23_2014	183.46	185.87	185.46	186.98			187.45(-0.23%)	UD	OpenLong	75	0.2	11	-10000	9	18	73.87	43%	0.04	9.5	0.81%	0	0.8	45	0
7	Apr_22_2014	183.38	185.8	185.21	186.33			187.89(0.45%)	N/A	N/A	0	0.8	8	-10000	13	-6	85.79	43%	0.04	-2.9	0.81%	0	1.1	47	0
8	Apr_21_2014	183.3	185.67	184.83	185.34			187.04(0.35%)	N/A	N/A	0	0.9	2	-10000	15	-38	68.33	43%	0.03	-19.8	0.81%	0	0.7	49	0
9	Apr_17_2014	183.24	185.62	184.72	184.23			186.39(0.14%)	DP	OpenShort	-65	1.2	-9	-10000	9	-62	105.25	43%	0.03	-33	0.81%	0	0.4	52	0
10	Apr_16_2014	183.18	185.67	184.88	183.59			186.13(1.05%)	DP	OpenShort	-75	1.4	-19	-10000	-2	-68	105.2	43%	0.03	-36.6	0.81%	0	0.2	54	0

11	Apr_15_2014	183.13	185.69	185.11	183.78			184.2(0.69%)	DP	OpenShort	-75	0.2	-15	-10000	-3	-52	157.09	40%	0.02	-35	0.8%	0	-0.8	49	0
12	Apr_14_2014	183.09	185.86	185.49	183.96			182.94(0.79%)	DP	OpenShort	-75	-0.5	-14	-10000	-4	-43	132.38	43%	0.01	-32.7	0.8%	0	-1.6	43	0
13	Apr_11_2014	183.07	186.04	185.92	184.24			181.51(-0.9%)	DT	OpenShort	-75	-1.5	-18	-10000	-13	-34	167.25	40%	0.01	-34.4	0.82%	0	-2.5	42	0
14	Apr_10_2014	183.05	186.24	186.38	185.22			183.16(-2.1%)	DT	OpenShort	-75	-1.4	-15	-10000	-14	-16	172.96	42%	0.03	-35.4	0.82%	0	-2.1	43	0
15	Apr_9_2014	183	186.24	186.58	186.31			187.09(1.08%)	N/A	N/A	0	0.6	-4	-10000	-5	0	100.25	46%	0.04	-26.8	0.77%	0	0.5	47	0

16	Apr_8_2014	182.92	186.36	186.38	186.67			185.1(0.41%)	N/A	N/A	0	-1.2	-7	-10000	-9	1	112.66	43%	0.03	-20.8	0.76%	0	-0.9	46	0
17	Apr_7_2014	182.86	186.47	186.51	187.3			184.34(-1.11%)	N/A	N/A	0	-2.2	-3	-10000	-7	11	140.8	43%	0.03	-8.3	0.76%	0	-1.6	40	0
18	Apr_4_2014	182.81	186.66	186.66	187.83			186.4(-1.18%)	UD	OpenLong	75	-1.1	9	-10000	3	26	169.38	46%	0.04	12.9	0.74%	0	-0.2	51	0
19	Apr_3_2014	182.74	186.75	186.64	187.65			188.63(-0.13%)	UD	OpenLong	75	0.7	17	-10000	12	32	77.44	49%	0.06	15.3	0.73%	0	1.4	63	0
20	Apr_2_2014	182.63	186.71	186.52	186.84			188.88(0.33%)	UT	OpenLong	75	1.6	15	-10000	12	23	78.77	46%	0.07	7.2	0.73%	0	1.7	62	0

21	Apr_1_2014	182.51	186.63	186.27	186.06			188.25(0.66%)	N/A	N/A	0	1.8	4	-10000	6	-1	89.19	46%	0.06	0	0.74%	0	1.3	51	0
22	Mar_31_2014	182.4	186.59	186.17	185.67			187.01(0.82%)	N/A	N/A	0	1.1	2	-10000	5	-9	99.74	46%	0.06	1.5	0.74%	0	0.3	48	0
23	Mar_28_2014	182.29	186.49	186.09	185.36			185.49(0.49%)	DP	OpenShort	-75	0.1	-9	-10000	-2	-28	101.64	44%	0.06	-4.6	0.73%	0	-0.8	40	0
24	Mar_27_2014	182.18	186.54	186.03	185.5			184.58(-0.21%)	DT	OpenShort	-75	-0.8	-17	-10000	-9	-41	142.38	44%	0.04	6.2	0.74%	0	-1.6	37	0
25	Mar_26_2014	182.11	186.62	186.12	186.13			184.97(-0.72%)	DT	OpenShort	-75	-1	-13	-10000	-5	-37	119.84	44%		28.1	0.74%	0	-1.4	38	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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