Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Jul. 2, 2014

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Tue. May. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $197.2300 (0.1%) ($196.9600 - $197.4800) on Wed. Jul. 2, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.58% (three month average)
RSI   74
Latest Price   $197.2300(0.1%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY advances 0.4% 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 -0.29% in a week (0% probabilities).
VIXM(-34%)    TLT(-24%)    UUP(-11%)    IGOV(-7%)    SHY(-6%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.29% (StdDev 0.58%)
Hourly BBV 0 ()
Intraday Trend 0.1%

5 Day Moving Average   $196.25(0.5%)
10 Day Moving Average   $196(0.63%)
20 Day Moving Average   $195.47(0.9%)
To recent high   0%
To recent low   8.7%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.7
One Month Target Price   > $197.23
(if BBV positive, VIX trend negative.)
Correction Price   < $191.51

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 -2.9% away from the target price of 197.23.
$. SPY price fluctuates within 0.52% (three month std-dev: 0.58%) 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

> 20140802

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	Jul_2_2014	188.79	195.47	196	196.25			197.23(0.1%)	UT	OpenLong	75	1	16	-10000	6	45	52.47	40%	0.08	82.7	0.58%	0	1.7	74	0
2	Jul_1_2014	188.64	195.27	195.89	195.92			197.03(0.67%)	UT	OpenLong	75	1	17	-10000	8	44	90.47	40%	0.1	79.6	0.58%	0	1.7	61	0
3	Jun_30_2014	188.46	195.07	195.66	195.45			195.72(-0.05%)	UT	HoldLong	50	0.3	5	-10000	-1	23	70.5	40%	0.08	72.7	0.58%	0	0.6	50	0
4	Jun_27_2014	188.3	194.93	195.53	195.48			195.82(0.19%)	UT	HoldLong	50	0.3	4	-10000	-1	18	71.45	40%	0.1	78.3	0.59%	0	0.8	50	0
5	Jun_26_2014	188.11	194.78	195.37	195.51			195.44(-0.07%)	N/A	N/A	0	-0.1	0	-10000	-4	12	84.31	40%	0.11	85.9	0.59%	0	0.5	50	0

6	Jun_25_2014	187.9	194.64	195.2	195.72			195.58(0.45%)	UD	OpenLong	65	-0.1	2	-10000	-2	14	82.78	40%	0.11	91.7	0.59%	0	0.7	57	0
7	Jun_24_2014	187.7	194.44	195.13	195.85			194.7(-0.6%)	UD	OpenLong	65	-0.8	6	-10000	-1	28	96.24	40%	0.11	100	0.6%	0	0.2	60	0
8	Jun_23_2014	187.49	194.29	195.22	195.88			195.88(-0.03%)	UD	OpenLong	75	0	15	-10000	5	45	70.61	42%	0.1	108.9	0.59%	0	1	69	0
9	Jun_20_2014	187.31	194.02	195.18	195.56			195.94(-0.27%)	UD	OpenLong	75	0.2	17	-10000	6	48	100.59	40%	0.09	100	0.6%	0	1.1	69	0
10	Jun_19_2014	187.14	193.72	195.11	195.2			196.48(0.11%)	UT	OpenLong	75	0.7	21	-10000	10	53	85.93	40%	0.11	91.8	0.6%	0	1.5	73	0

11	Jun_18_2014	186.94	193.36	194.9	194.61			196.26(0.73%)	UT	OpenLong	75	0.8	15	-10000	5	44	105.27	40%	0.09	78.6	0.61%	0	1.4	74	0
12	Jun_17_2014	186.77	192.93	194.59	194.34			194.83(0.28%)	UT	HoldLong	50	0.2	9	-10000	-3	43	84.83	40%	0.09	62.9	0.61%	0	0.9	74	0
13	Jun_16_2014	186.6	192.64	194.4	194.5			194.29(0.08%)	UD	OpenLong	65	-0.1	11	-10000	-4	54	87.42	40%	0.09	60.7	0.62%	0	0.7	71	0
14	Jun_13_2014	186.44	192.34	194.28	194.75			194.13(0.3%)	UD	OpenLong	65	-0.2	16	-10000	-4	74	82.02	37%	0.06	60	0.62%	0	0.7	75	0
15	Jun_12_2014	186.32	192.02	194.15	195			193.54(-0.71%)	UD	OpenLong	65	-0.5	21	-10000	-3	93	106.35	37%	0.05	59	0.64%	0	0.6	77	0

16	Jun_11_2014	186.23	191.8	194.06	195.19			194.92(-0.35%)	UD	OpenLong	75	-0.1	35	-10000	6	120	68.77	39%	0.06	63.1	0.63%	0	1.2	89	0
17	Jun_10_2014	186.12	191.54	193.72	194.84			195.6(0.01%)	UT	HoldLong	65	0.3	40	-10000	9	132	57.13	39%	0.05	67.6	0.63%	0	1.6	97	0
18	Jun_9_2014	186.02	191.23	193.31	194.28			195.58(0.1%)	UT	HoldLong	65	0.5	40	-10000	9	132	65.12	39%	0.06	69.5	0.63%	0	1.8	84	0
19	Jun_6_2014	185.9	190.84	192.79	193.74			195.38(0.48%)	UT	HoldLong	65	0.7	40	-10000	9	131	78.7	39%	0.06	67.8	0.63%	0	2	85	0
20	Jun_5_2014	185.78	190.45	192.21	193.2			194.45(0.65%)	UT	HoldLong	65	0.6	38	-10000	7	129	92.1	39%	0.05	65.2	0.63%	0	1.9	85	0

21	Jun_4_2014	185.68	190.11	191.67	192.79			193.19(0.2%)	UT	OpenLong	75	0.2	35	-10000	6	121	55.53	42%	0.05	64.4	0.62%	0	1.6	68	0
22	Jun_3_2014	185.59	189.79	191.13	192.43			192.8(-0.05%)	UD	OpenLong	75	0.2	27	-10000	4	97	65.05	42%	0.06	58.3	0.65%	0	1.5	61	0
23	Jun_2_2014	185.47	189.55	190.73	192.17			192.9(0.11%)	UT	OpenLong	75	0.4	28	-10000	8	89	64.66	42%	0.05	61.9	0.65%	0	1.8	62	0
24	May_30_2014	185.38	189.3	190.24	191.66			192.68(0.16%)	UT	OpenLong	75	0.6	27	-10000	10	77	76.32	42%	0.05	65.9	0.66%	0	2	68	0
25	May_29_2014	185.29	189.07	189.71	191.04			192.37(0.52%)	UT	OpenLong	75	0.9	23	-10000	10	61	64.38	42%		64.1	0.66%	0	2.2	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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