Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Sep. 30, 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 $197.0200 (-0.26%) ($196.6100 - $198.3000) on Tue. Sep. 30, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.58% (three month average)
RSI   41
Latest Price   $197.0200(-0.26%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.1% a day on average for past five trading days.
Weekly Trend   SPY declines -0.6% 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%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.29% (StdDev 0.58%)
Hourly BBV 0 ()
Intraday Trend -0.3%

Resistance Level   $199.41
5 Day Moving Average   $197.67(-0.33%)
10 Day Moving Average   $198.79(-0.89%)
20 Day Moving Average   $199.41(-1.2%)
To recent high   -2.4%
To recent low   3.1%
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 0.71% (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

> 20141030

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_30_2014	196.05	199.41	198.79	197.67			197.02(-0.26%)	DT	OpenShort	-75	-0.5	-17	-10000	-3	-60	131.3	45%	0.04	-50.7	0.58%	0	-1.7	41	0
2	Sep_29_2014	195.97	199.6	199.14	197.87			197.54(-0.18%)	DT	OpenShort	-75	-0.2	-17	-10000	-6	-51	95.11	45%	0.05	-49.3	0.58%	0	-1.5	45	0
3	Sep_26_2014	195.87	199.77	199.31	198.19			197.9(0.79%)	DP	OpenShort	-75	-0.2	-21	-10000	-10	-53	103.55	45%	0.05	-41.3	0.58%	0	-1.5	42	0
4	Sep_25_2014	195.77	199.89	199.45	198.75			196.34(-1.61%)	DT	OpenShort	-75	-2	-27	-10000	-19	-51	150.3	42%	0.05	-28.8	0.57%	0	-3	35	0
5	Sep_24_2014	195.68	200.1	199.87	199.85			199.56(0.78%)	DP	OpenShort	-75	-0.3	-7	-10000	-4	-14	107.28	45%	0.07	2.4	0.54%	0	-0.6	48	0

6	Sep_23_2014	195.55	200.14	199.93	200.09			198.01(-0.57%)	DT	OpenShort	-75	-2.5	-9	-10000	-9	-10	111.39	42%	0.05	21.4	0.53%	0	-2.5	41	0
7	Sep_22_2014	195.46	200.26	200.09	200.58			199.15(-0.77%)	UD	OpenLong	75	-2.1	1	-10000	0	2	125.55	44%	0.06	67.6	0.53%	0	-1.6	44	0
8	Sep_19_2014	195.34	200.28	200.24	200.55			200.7(-0.55%)	UD	OpenLong	75	0.2	5	-10000	6	2	121.65	46%	0.06	88.2	0.52%	0	0.6	49	0
9	Sep_18_2014	195.22	200.22	200.26	200.23			201.82(0.53%)	N/A	N/A	0	2.3	4	-10000	6	-2	94.99	50%	0.07	102.9	0.52%	0	2.3	58	0
10	Sep_17_2014	195.08	200.07	200.09	199.93			200.75(0.13%)	DP	OpenShort	-65	1.3	-1	-10000	3	-14	151.27	48%	0.07	125	0.52%	0	1.1	53	0

11	Sep_16_2014	194.95	199.96	200.09	199.79			200.48(0.75%)	N/A	N/A	0	1	-0	-10000	5	-16	116.2	48%	0.07	136.1	0.52%	0	0.7	51	0
12	Sep_15_2014	194.81	199.81	200.05	199.56			198.98(-0.08%)	DT	OpenShort	-75	-0.6	-11	-10000	-6	-27	76.4	46%	0.07	122.2	0.51%	0	-0.9	42	0
13	Sep_12_2014	194.68	199.68	200.23	199.88			199.13(-0.58%)	DT	OpenShort	-75	-0.6	-9	-10000	-8	-10	117.48	43%	0.06	104.8	0.51%	0	-0.4	52	0
14	Sep_11_2014	194.56	199.53	200.35	200.28			200.3(0.11%)	UT	OpenLong	75	0	2	-10000	0	9	66.82	45%	0.07	109.2	0.52%	0	0.5	57	0
15	Sep_10_2014	194.43	199.28	200.34	200.26			200.07(0.38%)	UD	OpenLong	65	-0.1	2	-10000	-2	15	67.25	45%	0.06	100	0.52%	0	0.4	61	0

16	Sep_9_2014	194.31	198.98	200.37	200.35			199.32(-0.63%)	UD	OpenLong	65	-0.5	3	-10000	-5	27	88.59	45%	0.07	88.1	0.52%	0	0.2	61	0
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		20.9	0.52%	0	1.6	85	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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