Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Sep. 8, 2014

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 $200.5900 (-0.26%) ($200.0000 - $201.2100) on Mon. Sep. 8, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.51% (three month average)
RSI   78
Latest Price   $200.5900(-0.26%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Weekly Trend   SPY advances 0.5% 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 -0.255% in a week (0% probabilities).
VIXM(-34%)    TLT(-24%)    UUP(-11%)    IGOV(-7%)    SHY(-6%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.255% (StdDev 0.51%)
Hourly BBV 0 ()
Intraday Trend -0.2%

5 Day Moving Average   $200.6(-0%)
10 Day Moving Average   $200.48(0.05%)
20 Day Moving Average   $198.72(0.94%)
To recent high   -0.3%
To recent low   5%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   0.8
One Month Target Price   > $200.79
(if BBV positive, VIX trend negative.)
Correction Price   < $195.67

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 0.1% away from the target price of 200.79.
$. SPY price fluctuates within 1.22% (three month std-dev: 0.51%) 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

> 20141008

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_8_2014	194.18	198.72	200.48	200.6			200.59(-0.26%)	UD	OpenLong	75	-0	14	-10000	-0	54	64.15	47%	0.03	82.8	0.51%	0	0.8	78	0
2	Sep_5_2014	194.12	198.37	200.35	200.63			201.11(0.45%)	UT	HoldLong	65	0.2	22	-10000	4	77	102.18	50%	0.08	78.2	0.51%	0	1	88	0
3	Sep_4_2014	193.96	197.89	200.18	200.43			200.21(-0.14%)	UD	OpenLong	75	-0.1	23	-10000	0	91	85.24	50%	0.07	64.9	0.51%	0	0.8	86	0
4	Sep_3_2014	193.82	197.5	200.07	200.44			200.5(-0.05%)	TP	CloseLong	-10	0	29	-10000	0	114	57.46	50%	0.09	55	0.51%	0	0.9	91	0
5	Sep_2_2014	193.65	197.08	199.87	200.41			200.61(-0.05%)	UT	HoldLong	50	0.1	37	-10000	2	143	72.43	50%	0.16	46.4	0.51%	0	1.1	93	0

6	Aug_29_2014	193.35	196.74	199.56	200.33			200.71(0.28%)	UT	HoldLong	65	0.1	46	-10000	6	165	65.91	50%	0.09	41	0.51%	0	1.2	91	0
7	Aug_28_2014	193.17	196.33	199.08	200.02			200.14(-0.05%)	TP	CloseLong	-10	0	45	-10000	3	172	58.33	50%	0.07	32.9	0.51%	0	1.2	91	0
8	Aug_27_2014	193.03	195.97	198.66	199.89			200.25(-0.04%)	UD	OpenLong	75	0.1	53	-10000	5	198	47.87	50%	0.08	25.2	0.51%	0	1.4	94	0
9	Aug_26_2014	192.88	195.77	198.14	199.63			200.33(0.06%)	UT	HoldLong	65	0.2	58	-10000	8	206	47.3	50%	0.08	20.9	0.52%	0	1.6	85	0
10	Aug_25_2014	192.72	195.57	197.47	199.24			200.2(0.51%)	UT	HoldLong	65	0.3	60	-10000	11	207	63.86	50%	0.07	16.3	0.52%	0	1.7	85	0

11	Aug_22_2014	192.58	195.41	196.83	198.67			199.19(-0.16%)	UD	OpenLong	75	0.2	58	-10000	13	194	76.11	50%	0.06	12	0.52%	0	1.5	69	0
12	Aug_21_2014	192.47	195.3	196.24	197.98			199.5(0.29%)	UT	OpenLong	75	0.6	56	-10000	15	180	67.79	53%	0.06	4.6	0.52%	0	1.6	74	0
13	Aug_20_2014	192.36	195.21	195.4	197.23			198.92(0.27%)	UT	OpenLong	75	0.7	49	-10000	16	146	72.76	53%	0.06	1.6	0.53%	0	1.5	69	0
14	Aug_19_2014	192.25	195.16	194.71	196.41			198.39(0.52%)	UT	OpenLong	75	0.8	39	-10000	19	97	59.13	53%	0.06	-6.3	0.53%	0	1.3	51	0
15	Aug_18_2014	192.13	195.12	194.05	195.44			197.36(0.84%)	UT	OpenLong	75	0.8	20	-10000	14	38	75.42	53%	0.06	-16.3	0.53%	0	0.9	48	0

16	Aug_15_2014	192.01	195.09	193.66	194.73			195.72(-0.02%)	N/A	N/A	0	0.4	6	-10000	10	-6	139.95	47%	0.06	-25	0.52%	0	0.3	41	0
17	Aug_14_2014	191.9	195.18	193.32	194.23			195.76(0.47%)	N/A	N/A	0	0.6	2	-10000	18	-46	57.37	47%	0.06	-28.2	0.54%	0	0.2	41	0
18	Aug_13_2014	191.79	195.17	193.03	193.29			194.84(0.68%)	DP	OpenShort	-65	0.6	-19	-10000	11	-109	69.05	47%	0.05	-40.2	0.54%	0	-0.1	35	0
19	Aug_12_2014	191.7	195.31	193.18	192.73			193.53(-0.14%)	DP	OpenShort	-65	0.3	-31	-10000	6	-143	73.63	48%	0.04	-44.2	0.53%	0	-0.7	30	0
20	Aug_11_2014	191.62	195.5	193.48	192.43			193.8(0.29%)	DP	OpenShort	-75	0.5	-40	-10000	-0	-161	74.54	48%	0.04	-46.9	0.54%	0	-0.7	33	0

21	Aug_8_2014	191.54	195.69	193.84	192.45			193.24(1.16%)	DP	OpenShort	-65	0.3	-38	-10000	3	-160	117.01	48%	0.03	-47.6	0.54%	0	-1	36	0
22	Aug_7_2014	191.49	195.87	194.26	192.3			191.03(-0.54%)	DT	HoldShort	-65	-0.5	-50	-10000	-8	-175	135.73	44%	0.03	-53.7	0.53%	0	-2	24	0
23	Aug_6_2014	191.44	196.16	195.02	192.71			192.07(0.03%)	DP	OpenShort	-75	-0.3	-53	-10000	-19	-155	94.82	43%	0.02	-57.8	0.53%	0	-1.9	39	0
24	Aug_5_2014	191.4	196.43	195.68	193.69			192.01(-0.97%)	DT	OpenShort	-75	-0.9	-44	-10000	-19	-120	152.69	43%	0.03	-50	0.54%	0	-2.3	32	0
25	Aug_4_2014	191.34	196.67	196.32	194.68			193.89(0.72%)	DP	OpenShort	-75	-0.5	-33	-10000	-15	-88	91.34	46%		-41.7	0.52%	0	-1.7	40	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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