Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Mar. 17, 2015

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Tue. Jun. 25, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $207.9600 (-0.3%) ($206.9800 - $208.4200) on Tue. Mar. 17, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.88% (three month average)
RSI   40
Latest Price   $207.9600(-0.3%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.3% a day on average for past five trading days.
Weekly Trend   SPY declines -1.1% 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)
IVE(94%)    QQQ(92%)    VT(92%)    VYM(88%)    XLK(88%)
Factors Impacting SPY price   SPY will decline at least -0.44% in a week (0% probabilities).
VIXM(-32%)    TLT(-23%)    UUP(-12%)    IGOV(-7%)    SHY(-5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.44% (StdDev 0.88%)
Hourly BBV 0 ()
Intraday Trend 0.1%

Resistance Level   $209.23
5 Day Moving Average   $206.79(0.57%)
10 Day Moving Average   $207.5(0.22%)
20 Day Moving Average   $209.23(-0.61%)
To recent high   -1.9%
To recent low   4.5%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -52.9000 k (Fri. Mar. 13, 2015) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 1.07% (three month std-dev: 0.88%) 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

> 20150417

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	Mar_17_2015	205.39	209.23	207.5	206.79			207.96(-0.3%)	DP	OpenShort	-65	0.5	-12	-10000	7	-69	94.51	63%	0.06	-23.4	0.88%	0	-0.6	40	0
2	Mar_16_2015	205.27	209.34	207.78	206.2			208.58(1.34%)	DP	OpenShort	-75	1	-21	-10000	0	-84	136.1	63%	0.06	-20.4	0.91%	0	-0.3	40	0
3	Mar_13_2015	205.15	209.4	208.07	206.15			205.83(-0.61%)	DT	OpenShort	-75	-0.1	-25	-10000	-4	-86	162.41	61%	0.06	-13	0.9%	0	-1.6	34	0
4	Mar_12_2015	205.03	209.58	208.55	206.49			207.1(1.27%)	DP	OpenShort	-75	0.3	-26	-10000	-7	-84	93.99	58%	0.07	-3	0.91%	0	-1.2	36	0
5	Mar_11_2015	204.88	209.6	208.97	207.16			204.5(-0.23%)	DT	OpenShort	-75	-1.3	-27	-10000	-12	-71	110.15	56%	0.05	11.9	0.92%	0	-2.4	33	0

6	Mar_10_2015	204.77	209.76	209.72	208.31			204.98(-1.62%)	DT	OpenShort	-75	-1.8	-22	-10000	-13	-49	157.12	53%	0.07	35.6	0.92%	0	-2.5	34	0
7	Mar_9_2015	204.62	209.8	210.44	209.53			208.36(0.41%)	DP	OpenShort	-75	-0.6	-12	-10000	-8	-22	89.82	56%	0.1	58.7	0.92%	0	-0.7	44	0
8	Mar_6_2015	204.41	209.69	210.74	210.26			207.5(-1.41%)	DT	OpenShort	-75	-1.3	-7	-10000	-7	-5	188.13	56%	0.11	77.2	0.91%	0	-1	42	0
9	Mar_5_2015	204.19	209.65	211.15	210.89			210.46(0.11%)	UD	OpenLong	65	-0.2	2	-10000	-2	15	76.87	59%	0.12	91.4	0.9%	0	0.4	63	0
10	Mar_4_2015	203.94	209.35	211.13	211.08			210.23(-0.42%)	UD	OpenLong	65	-0.3	5	-10000	-3	27	114.5	59%	0.11	91.6	0.9%	0	0.4	71	0

11	Mar_3_2015	203.71	209.1	211.14	211.36			211.12(-0.41%)	UD	OpenLong	65	-0.1	10	-10000	-1	42	110.33	59%	0.12	93.7	0.9%	0	0.8	78	0
12	Mar_2_2015	203.46	208.66	211.05	211.49			211.99(0.63%)	UT	HoldLong	65	0.2	17	-10000	2	63	87.49	59%	0.11	79.2	0.9%	0	1.1	89	0
13	Feb_27_2015	203.24	208.06	210.83	211.34			210.66(-0.34%)	UD	OpenLong	65	-0.2	18	-10000	-1	74	108.08	59%	0.09	61.1	0.89%	0	0.7	78	0
14	Feb_26_2015	203.05	207.65	210.67	211.45			211.38(-0.12%)	UD	OpenLong	75	-0	24	-10000	3	87	72.7	59%	0.07	54.9	0.9%	0	1	77	0
15	Feb_25_2015	202.9	207.1	210.25	211.17			211.63(-0.08%)	UD	OpenLong	75	0.1	25	-10000	3	92	73.06	59%	0.1	46.8	0.9%	0	1.2	83	0

16	Feb_24_2015	202.7	206.65	209.79	210.87			211.81(0.28%)	UT	HoldLong	65	0.2	27	-10000	4	95	72.47	59%	0.08	46.4	0.9%	0	1.4	78	0
17	Feb_23_2015	202.54	206.3	209.09	210.53			211.21(-0.01%)	UD	OpenLong	75	0.2	27	-10000	3	99	74.41	59%	0.07	51.7	0.9%	0	1.4	82	0
18	Feb_20_2015	202.39	205.97	208.54	210.25			211.24(0.6%)	UT	HoldLong	65	0.3	33	-10000	5	115	140.9	59%	0.09	60.6	0.9%	0	1.6	85	0
19	Feb_19_2015	202.21	205.68	208.01	209.78			209.98(-0.07%)	UD	OpenLong	75	0.1	35	-10000	6	122	91.46	59%	0.08	69.9	0.9%	0	1.4	71	0
20	Feb_18_2015	202.05	205.32	207.43	209.17			210.13(0.01%)	UT	OpenLong	75	0.3	37	-10000	7	125	80.65	59%	0.07	69.4	0.9%	0	1.6	75	0

21	Feb_17_2015	201.91	204.9	206.89	208.51			210.11(0.16%)	UT	OpenLong	75	0.6	40	-10000	12	124	76.97	59%	0.08	66.4	0.9%	0	1.8	65	0
22	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
23	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
24	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
25	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%		30.4	0.89%	0	1.6	56	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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