Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Feb. 13, 2015

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 $209.7800 (0.41%) ($208.7600 - $209.8400) on Fri. Feb. 13, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.89% (three month average)
RSI   57
Latest Price   $209.7800(0.41%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.4% a day on average for past five trading days.
Weekly Trend   SPY advances 1.4% a week on average for past two weeks.
Market Behavior   Value stock rally for large cap. Normal for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVE(94%)    QQQ(92%)    VT(92%)    VYM(88%)    XLK(88%)
Factors Impacting SPY price   SPY will decline at least -0.445% in a week (0% probabilities).
VIXM(-32%)    TLT(-23%)    UUP(-12%)    IGOV(-6%)    SHY(-5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.445% (StdDev 0.89%)
Hourly BBV 0 ()
Intraday Trend 0.3%

5 Day Moving Average   $207.41(1.14%)
10 Day Moving Average   $206.08(1.8%)
20 Day Moving Average   $204.47(2.6%)
To recent high   0%
To recent low   6%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   2
One Month Target Price   > $215.86
(if BBV positive, VIX trend negative.)
Correction Price   < $206.25

CFTC S&P 500 speculative net positions   97.5000 k (Fri. Feb. 13, 2015) 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 215.86.
$. SPY price fluctuates within 1.31% (three month std-dev: 0.89%) 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

> 20150313

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	Feb_13_2015	201.74	204.47	206.08	207.41			209.78(0.41%)	UT	OpenLong	75	0.9	31	-10000	9	97	93.67	59%	0.06	55.7	0.89%	0	2	57	0
2	Feb_12_2015	201.61	203.92	205.07	206.57			208.92(0.96%)	UT	OpenLong	75	0.9	21	-10000	6	65	97.55	59%	0.05	36.7	0.89%	0	1.9	56	0
3	Feb_11_2015	201.51	203.51	204.36	206.01			206.93(0.06%)	UT	OpenLong	75	0.4	16	-10000	6	44	91.09	58%	0.04	30.5	0.89%	0	1.4	50	0
4	Feb_10_2015	201.42	203.25	203.68	205.43			206.81(1.07%)	UT	OpenLong	75	0.6	9	-10000	4	24	96.16	58%	0.04	30.4	0.89%	0	1.6	56	0
5	Feb_9_2015	201.34	203.03	203.25	205.04			204.63(-0.45%)	UD	OpenLong	75	-0.2	10	-10000	6	20	87.22	56%	0.02	29.8	0.88%	0	0.8	55	0

6	Feb_6_2015	201.3	202.99	203.29	204.5			205.55(-0.28%)	UD	OpenLong	75	0.5	17	-10000	14	25	125.67	56%	0.02	20.2	0.87%	0	1.2	58	0
7	Feb_5_2015	201.26	202.98	203.18	203.28			206.12(1.01%)	UT	OpenLong	75	1.3	12	-10000	9	19	97.95	56%	0.03	4.8	0.87%	0	1.5	64	0
8	Feb_4_2015	201.2	202.77	203.12	202.45			204.06(-0.38%)	UD	OpenLong	75	0.8	12	-10000	9	19	134.31	54%	0.01	-18.2	0.87%	0	0.6	56	0
9	Feb_3_2015	201.17	202.57	203.01	201.67			204.84(1.45%)	UT	OpenLong	75	1.5	5	-10000	5	6	124.21	54%	0.03	-46.6	0.87%	0	1.1	55	0
10	Feb_2_2015	201.11	202.4	202.72	201.25			201.92(1.24%)	DP	OpenShort	-75	0.3	-8	-10000	-8	-9	163.11	51%	0.01	-69	0.85%	0	-0.2	49	0

11	Jan_30_2015	201.08	202.57	202.71	201.95			199.45(-1.26%)	DT	OpenShort	-75	-1.2	-11	-10000	-13	-5	197.73	51%	-0	-62.9	0.85%	0	-1.5	40	0
12	Jan_29_2015	201.09	202.87	202.75	203.06			201.99(0.92%)	DP	OpenShort	-75	-0.5	-9	-10000	-10	-4	173.59	54%	0.01	-55.4	0.83%	0	-0.4	41	0
13	Jan_28_2015	201.07	203.13	202.66	203.88			200.14(-1.28%)	N/A	N/A	0	-1.8	-3	-10000	-7	9	168.51	54%	0	-42.9	0.83%	0	-1.4	47	0
14	Jan_27_2015	201.06	203.55	202.89	204.47			202.74(-1.32%)	UD	OpenLong	75	-0.8	10	-10000	2	32	134.04	58%	0.01	-29.7	0.82%	0	-0.4	57	0
15	Jan_26_2015	201.04	203.82	202.88	204.33			205.45(0.23%)	UT	OpenLong	75	0.4	16	-10000	9	37	92.01	61%	0.02	-24.6	0.8%	0	0.6	57	0

16	Jan_23_2015	200.99	203.9	202.72	203.57			204.97(-0.55%)	UD	OpenLong	75	0.5	16	-10000	15	19	117.52	63%	0.02	-21.5	0.81%	0	0.4	48	0
17	Jan_22_2015	200.94	204.02	202.75	202.38			206.1(1.49%)	RB	SmallLong	20	1.3	9	-10000	13	-4	174.36	63%	0.03	-17.4	0.82%	0	0.7	49	0
18	Jan_21_2015	200.88	204.06	202.33	201.33			203.08(0.5%)	DP	OpenShort	-65	0.6	-10	-10000	3	-48	122.94	64%	0.01	-14.7	0.8%	0	-0.3	40	0
19	Jan_20_2015	200.86	204.22	202.03	201.13			202.06(0.21%)	DP	OpenShort	-75	0.3	-21	-10000	-1	-80	130.99	66%	0.01	-8.1	0.84%	0	-0.7	36	0
20	Jan_16_2015	200.84	204.46	201.99	201.25			201.63(1.31%)	DP	OpenShort	-75	0.1	-30	-10000	-6	-101	211.88	67%	0	-3.4	0.85%	0	-0.9	36	0

21	Jan_15_2015	200.83	204.5	202.35	201.77			199.02(-0.92%)	DT	OpenShort	-75	-0.9	-39	-10000	-16	-107	176.61	66%	-0	0	0.83%	0	-1.8	31	0
22	Jan_14_2015	200.84	204.51	203.01	203.15			200.86(-0.6%)	DT	OpenShort	-75	-0.8	-23	-10000	-3	-84	192.99	68%	0	0	0.83%	0	-1.3	34	0
23	Jan_13_2015	200.84	204.49	203.66	203.44			202.08(-0.28%)	DT	HoldShort	-50	-0.4	-15	-10000	5	-76	214.55	64%	0.01	-8	0.83%	0	-0.8	37	0
24	Jan_12_2015	200.82	204.46	204.3	202.99			202.65(-0.78%)	DT	HoldShort	-50	-0.1	-18	-10000	2	-78	144.4	64%	0.02	-21.5	0.85%	0	-0.6	41	0
25	Jan_9_2015	200.78	204.55	204.86	202.8			204.25(-0.8%)	DT	OpenShort	-75	0.4	-22	-10000	-3	-79	158.57	56%		-27.2	0.86%	0	-0.1	43	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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