Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Jul. 21, 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 $211.7500 (-0.4%) ($211.3900 - $212.7400) on Tue. Jul. 21, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.68% (three month average)
RSI   68
Latest Price   $211.7500(-0.4%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.1% a day on average for past five trading days.
Weekly Trend   SPY advances 1.2% 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 -0.34% in a week (0% probabilities).
VIXM(-31%)    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   -0.34% (StdDev 0.68%)
Hourly BBV 0 ()
Intraday Trend -0.3%

5 Day Moving Average   $211.95(-0.09%)
10 Day Moving Average   $209.88(0.89%)
20 Day Moving Average   $209.06(1.29%)
To recent high   -0.8%
To recent low   3.5%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -135.1000 k (Fri. Jul. 17, 2015) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 1.24% (three month std-dev: 0.68%) 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

> 20150821

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	Jul_21_2015	209.59	209.06	209.88	211.95			211.75(-0.4%)	UD	OpenLong	75	-0.1	30	-10000	3	110	77.97	51%	0	12.1	0.68%	0	1	68	0
2	Jul_20_2015	209.59	209.04	209.49	211.73			212.59(0.05%)	UT	OpenLong	75	0.3	36	-10000	8	119	70.45	53%	0.01	14.4	0.68%	0	1.4	72	0
3	Jul_17_2015	209.57	208.92	208.89	211.17			212.48(0.08%)	UT	OpenLong	75	0.5	35	-10000	14	97	89.03	50%	0	10.7	0.69%	0	1.4	54	0
4	Jul_16_2015	209.56	208.9	208.35	210.17			212.3(0.8%)	UT	OpenLong	75	0.8	32	-10000	20	66	106.68	50%	0	1.6	0.71%	0	1.3	54	0
5	Jul_15_2015	209.56	208.78	207.82	208.69			210.61(-0.03%)	UD	OpenLong	75	0.8	18	-10000	17	21	97.91	48%	-0	-16.2	0.7%	0	0.7	48	0

6	Jul_14_2015	209.57	208.75	207.33	207.47			210.68(0.43%)	DP	OpenShort	-65	1.3	-3	-10000	7	-33	81.71	48%	0	-26.5	0.7%	0	0.8	44	0
7	Jul_13_2015	209.57	208.75	206.78	206.94			209.77(1.1%)	DP	OpenShort	-65	1.2	-11	-10000	9	-70	106.07	48%	-0.01	-32.2	0.7%	0	0.5	42	0
8	Jul_10_2015	209.59	208.66	206.72	206.33			207.48(1.26%)	DP	OpenShort	-75	0.5	-24	-10000	0	-94	129.46	46%	-0.01	-39.1	0.69%	0	-0.5	40	0
9	Jul_9_2015	209.61	208.86	206.92	206.3			204.9(0.18%)	DP	OpenShort	-75	-0.6	-34	-10000	-7	-114	144.11	42%	-0.03	-36.4	0.67%	0	-1.6	28	0
10	Jul_8_2015	209.67	209.17	207.47	206.82			204.53(-1.68%)	DT	OpenShort	-75	-1	-28	-10000	-4	-101	164.02	42%	-0.02	-34.5	0.68%	0	-2	36	0

11	Jul_7_2015	209.72	209.4	208.21	207.08			208.02(0.63%)	DP	OpenShort	-65	0.5	-17	-10000	8	-91	173.82	46%	-0.01	-41.8	0.64%	0	-0.7	44	0
12	Jul_6_2015	209.74	209.44	208.57	206.56			206.72(-0.28%)	DT	OpenShort	-75	0.1	-32	-10000	-9	-101	117.98	46%	-0.01	-56.7	0.64%	0	-1.3	45	0
13	Jul_2_2015	209.76	209.6	208.98	207.18			207.31(-0.09%)	DT	OpenShort	-75	0.1	-27	-10000	-8	-85	104.37	46%	0	-56	0.64%	0	-1.2	43	0
14	Jul_1_2015	209.76	209.75	209.51	207.69			207.5(0.8%)	DP	OpenShort	-75	-0.1	-24	-10000	-9	-68	135.98	46%	0	-54.4	0.65%	0	-1.2	39	0
15	Jun_30_2015	209.75	209.98	209.84	208.29			205.85(0.21%)	DP	OpenShort	-75	-1.3	-29	-10000	-18	-61	182.93	45%	0	-49.4	0.64%	0	-2.3	37	0

16	Jun_29_2015	209.74	210.27	210.33	209.53			205.42(-2.1%)	DT	OpenShort	-75	-2.6	-19	-10000	-18	-23	202.62	45%	0	-34.7	0.66%	0	-3.1	45	0
17	Jun_26_2015	209.74	210.6	210.77	210.82			209.82(-0.02%)	UD	OpenLong	65	-0.9	2	-10000	-3	18	104.17	51%	0.01	-22.2	0.61%	0	-0.7	56	0
18	Jun_25_2015	209.71	210.67	210.81	211.02			209.86(-0.3%)	N/A	N/A	0	-1	-1	-10000	-9	22	97.11	47%	0.03	-26.8	0.61%	0	-0.7	51	0
19	Jun_24_2015	209.65	210.79	210.99	211.6			210.5(-0.73%)	UD	OpenLong	75	-0.9	12	-10000	-0	47	92.31	47%	0.03	-13.6	0.63%	0	-0.2	52	0
20	Jun_23_2015	209.59	210.89	211.04	211.62			212.04(0.07%)	UT	OpenLong	75	0.3	15	-10000	5	46	68.48	49%	0.05	-15.3	0.63%	0	0.9	49	0

21	Jun_22_2015	209.48	210.82	210.69	211.26			211.89(0.51%)	UT	OpenLong	75	0.5	13	-10000	8	27	70.7	49%	0.06	-32.2	0.63%	0	0.9	51	0
22	Jun_19_2015	209.36	210.86	210.35	210.71			210.81(-0.93%)	N/A	N/A	0	0.1	2	-10000	3	-1	130.48	49%	0.04	-40.3	0.63%	0	-0	47	0
23	Jun_18_2015	209.27	210.98	210.25	210.55			212.78(1.04%)	N/A	N/A	0	1.6	1	-10000	4	-10	165.87	54%	0.06	-37.3	0.62%	0	1.3	54	0
24	Jun_17_2015	209.14	210.97	209.95	210.32			210.59(0.16%)	DP	OpenShort	-75	0.2	-8	-10000	-1	-28	126.71	52%	0.04	-32.4	0.63%	0	-0.3	42	0
25	Jun_16_2015	209.06	211.08	210.06	210.39			210.25(0.55%)	DT	HoldShort	-50	-0.1	-3	-10000	5	-28	85.31	55%		-21.1	0.63%	0	-0.6	39	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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