Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Nov. 28, 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 $207.2000 (-0.21%) ($206.9100 - $207.8700) on Fri. Nov. 28, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.76% (three month average)
RSI   82
Latest Price   $207.2000(-0.21%)
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 0.8% a week on average for past two weeks.
Market Behavior   Value stocks sell-off 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 -0.38% in a week (0% probabilities).
VIXM(-33%)    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   -0.38% (StdDev 0.76%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $207.18(0.01%)
10 Day Moving Average   $206.16(0.5%)
20 Day Moving Average   $204.64(1.25%)
To recent high   -0.2%
To recent low   11.2%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.3
One Month Target Price   > $207.2
(if BBV positive, VIX trend negative.)
Correction Price   < $199.33

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 -0.2% 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 -3.6% away from the target price of 207.2.
$. SPY price fluctuates within 0.95% (three month std-dev: 0.76%) 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

> 20141228

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	Nov_28_2014	198.12	204.64	206.16	207.18			207.2(-0.21%)	UD	OpenLong	75	0	20	-10000	4	66	57.89	52%	0.06	121.1	0.76%	0	1.3	82	0
2	Nov_26_2014	198	204.27	205.86	206.85			207.64(0.26%)	UT	HoldLong	65	0.3	21	-10000	6	64	62.17	52%	0.06	100.8	0.76%	0	1.4	88	0
3	Nov_25_2014	197.88	203.8	205.49	206.37			207.11(-0.07%)	UD	OpenLong	75	0.3	18	-10000	4	60	79.11	52%	0.05	103.2	0.76%	0	1.3	89	0
4	Nov_24_2014	197.79	203.37	205.19	206.06			207.26(0.28%)	UT	HoldLong	65	0.4	22	-10000	7	67	65.88	52%	0.05	97.1	0.76%	0	1.4	93	0
5	Nov_21_2014	197.69	202.83	204.84	205.48			206.68(0.54%)	UT	HoldLong	65	0.4	20	-10000	6	63	142.33	52%	0.04	97.3	0.76%	0	1.3	82	0

6	Nov_20_2014	197.61	202.33	204.5	204.99			205.58(0.18%)	UT	HoldLong	65	0.2	18	-10000	4	59	72.84	52%	0.05	98.1	0.76%	0	1	80	0
7	Nov_19_2014	197.52	201.81	204.26	204.71			205.22(-0.16%)	UD	OpenLong	75	0.1	19	-10000	3	67	82.37	52%	0.04	96.7	0.76%	0	0.9	85	0
8	Nov_18_2014	197.44	201.21	203.98	204.46			205.55(0.58%)	UT	HoldLong	65	0.3	22	-10000	3	78	76.07	53%	0.05	98.4	0.76%	0	1.1	90	0
9	Nov_17_2014	197.34	200.65	203.54	204.19			204.37(0.06%)	UT	HoldLong	65	0	22	-10000	1	83	80.44	53%	0.05	94.8	0.76%	0	0.9	85	0
10	Nov_14_2014	197.25	199.98	203.28	204.11			204.24(0.02%)	UT	HoldLong	65	0	27	-10000	2	103	80.42	53%	0.04	87.9	0.76%	0	0.9	89	0

11	Nov_13_2014	197.17	199.22	203.03	203.93			204.19(0.11%)	UT	HoldLong	65	0	32	-10000	3	120	85.36	54%	0.05	75.9	0.77%	0	0.9	86	0
12	Nov_12_2014	197.08	198.36	202.57	203.72			203.96(-0.11%)	UD	OpenLong	75	0	37	-10000	4	134	90.12	54%	0.05	65.5	0.77%	0	1	88	0
13	Nov_11_2014	196.99	197.51	202.01	203.4			204.18(0.1%)	UT	HoldLong	65	0.1	44	-10000	8	151	54.5	54%	0.05	55	0.77%	0	1.1	91	0
14	Nov_10_2014	196.9	196.7	201.44	202.78			203.98(0.31%)	UT	HoldLong	65	0.2	44	-10000	6	156	66.32	54%	0.04	47.5	0.77%	0	1.2	82	0
15	Nov_7_2014	196.82	195.87	200.68	202.33			203.34(0.09%)	UT	HoldLong	65	0.2	45	-10000	4	169	89.54	55%	0.04	40.4	0.78%	0	1.3	85	0

16	Nov_6_2014	196.75	195.21	199.99	202			203.15(0.4%)	UT	HoldLong	65	0.2	57	-10000	10	197	107.09	55%	0.04	36.3	0.78%	0	1.4	87	0
17	Nov_5_2014	196.68	194.65	199.18	201.24			202.34(0.63%)	UT	HoldLong	65	0.2	63	-10000	11	217	91.71	53%	0.04	33.1	0.78%	0	1.5	88	0
18	Nov_4_2014	196.61	194.31	198.24	200.4			201.07(-0.35%)	UD	OpenLong	75	0.1	61	-10000	7	222	93.34	55%	0.04	32.7	0.79%	0	1.4	87	0
19	Nov_3_2014	196.54	193.88	197.54	199.87			201.77(0.05%)	UT	HoldLong	65	0.4	71	-10000	14	242	93.73	55%	0.04	28	0.79%	0	1.7	83	0
20	Oct_31_2014	196.46	193.55	196.41	198.74			201.66(1.14%)	UT	HoldLong	65	0.7	68	-10000	13	234	146.9	51%	0.04	21.5	0.79%	0	1.8	83	0

21	Oct_30_2014	196.38	193.23	195.1	197.7			199.38(0.64%)	UT	OpenLong	75	0.4	58	-10000	11	200	113.33	50%	0.03	14.8	0.82%	0	1.5	68	0
22	Oct_29_2014	196.33	192.93	193.82	196.81			198.11(-0.15%)	UD	OpenLong	75	0.3	52	-10000	14	164	142.56	50%	0.01	7.1	0.82%	0	1.4	59	0
23	Oct_28_2014	196.31	192.71	192.67	195.72			198.41(1.15%)	UT	OpenLong	75	0.7	35	-10000	11	108	106.74	50%	0.02	-7.2	0.82%	0	1.5	50	0
24	Oct_27_2014	196.28	192.58	191.57	194.86			196.16(-0.14%)	UD	OpenLong	75	0.4	30	-10000	15	73	82.95	48%	0.01	-15.2	0.81%	0	1	53	0
25	Oct_24_2014	196.27	192.6	190.68	193.68			196.43(0.77%)	UT	OpenLong	75	0.7	20	-10000	20	20	117.93	47%		-25.5	0.81%	0	1	48	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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