Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Jul. 30, 2015

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 23, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $210.8200 (0.02%) ($209.4200 - $211.0200) on Thu. Jul. 30, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.71% (three month average)
RSI   63
Latest Price   $210.8200(0.02%)
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 declines -0.3% 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)
IVE(94%)    QQQ(92%)    VT(92%)    VYM(88%)    XLK(88%)
Factors Impacting SPY price   SPY will decline at least -0.355% 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   -0.355% (StdDev 0.71%)
Hourly BBV 0 ()
Intraday Trend 0.3%

5 Day Moving Average   $209.14(0.8%)
10 Day Moving Average   $210.35(0.22%)
20 Day Moving Average   $209.39(0.68%)
To recent high   -1.3%
To recent low   3.1%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -90.5000 k (Fri. Jul. 24, 2015) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 1.15% (three month std-dev: 0.71%) 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

> 20150830

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_30_2015	209.69	209.39	210.35	209.14			210.82(0.02%)	DP	OpenShort	-65	0.7	-5	-10000	2	-25	91.3	51%	0.03	13.9	0.71%	0	0.6	63	0
2	Jul_29_2015	209.63	209.23	210.47	209.01			210.77(0.69%)	DP	OpenShort	-75	0.7	-2	-10000	-2	-2	105.79	51%	0.03	7	0.72%	0	0.6	69	0
3	Jul_28_2015	209.57	208.99	210.45	209.13			209.33(1.23%)	UT	HoldLong	50	0.1	1	-10000	-6	20	123.54	51%	0	-3.4	0.71%	0	0.1	68	0
4	Jul_27_2015	209.56	208.81	210.6	209.62			206.79(-0.58%)	N/A	N/A	0	-1.1	-2	-10000	-16	39	132.36	48%	-0	-8.9	0.7%	0	-0.8	49	0
5	Jul_24_2015	209.57	208.97	210.95	210.78			208(-1.04%)	UD	OpenLong	65	-1.1	11	-10000	-12	80	117.75	48%	-0.01	1.6	0.7%	0	-0.4	56	0

6	Jul_23_2015	209.59	208.97	210.97	211.67			210.18(-0.56%)	UD	OpenLong	65	-0.6	23	-10000	-6	109	90.51	51%	0	6.6	0.68%	0	0.4	60	0
7	Jul_22_2015	209.59	208.97	210.51	212.1			211.37(-0.18%)	UD	OpenLong	75	-0.3	30	-10000	2	115	88.67	51%	0	10.6	0.68%	0	0.9	62	0
8	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
9	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
10	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

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		-26.8	0.61%	0	-0.7	51	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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