Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Aug. 28, 2015

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Mon. Jun. 24, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $199.2800 (0.01%) ($197.9200 - $199.8400) on Fri. Aug. 28, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.11% (three month average)
RSI   35
Latest Price   $199.2800(0.01%)
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 declines -3.8% a week on average for past two weeks.
Market Behavior   Growth stock rally for large cap. Value stock rally 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 -0.555% 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   -0.555% (StdDev 1.11%)
Hourly BBV 0 ()
Intraday Trend 0.4%

1 - 5 Day Possible Target   $190.8(-4.26%)
Resistance Level   $204.27
5 Day Moving Average   $193.97(2.74%)
10 Day Moving Average   $199.7(-0.21%)
20 Day Moving Average   $204.27(-2.44%)
To recent high   -6.3%
To recent low   6.4%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -75.7000 k (Fri. Aug. 28, 2015) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 3.48% (three month std-dev: 1.11%) 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

> 20150928

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	Aug_28_2015	209.07	204.27	199.7	193.97			199.28(0.01%)	DP	OpenShort	-65	0.7	-49	-10000	3	-203	160.41	42%	-0.05	-57.5	1.11%	0	-0.7	35	0
2	Aug_27_2015	209.17	204.83	200.63	193.64			199.27(2.47%)	DP	OpenShort	-75	0.8	-60	-10000	-9	-212	274.14	43%	-0.04	-57.9	1.11%	0	-0.8	40	0
3	Aug_26_2015	209.26	205.41	201.51	194.58			194.46(3.84%)	DP	OpenShort	-75	-0	-74	-10000	-26	-216	339.26	38%	-0.06	-54.8	1.07%	0	-1.6	33	0
4	Aug_25_2015	209.39	206.26	202.98	197.35			187.27(-1.2%)	DT	HoldShort	-65	-1.5	-88	-10000	-47	-209	369.83	30%	-0.1	-48.6	0.96%	0	-2.9	16	0
5	Aug_24_2015	209.6	207.46	205.27	201.89			189.55(-4.09%)	DT	HoldShort	-65	-2.5	-67	-10000	-43	-137	507.24	31%	-0.1	-42.3	0.96%	0	-3.6	20	0

6	Aug_21_2015	209.8	208.43	207.51	206.1			197.63(-3.11%)	DT	OpenShort	-75	-2.9	-38	-10000	-28	-69	346.59	36%	-0.04	-42	0.82%	0	-3.8	26	0
7	Aug_20_2015	209.89	209.02	208.66	208.46			203.97(-2.09%)	DT	OpenShort	-75	-2.9	-16	-10000	-12	-29	194.33	41%	-0.01	-49.3	0.73%	0	-3.2	33	0
8	Aug_19_2015	209.91	209.35	209.16	209.39			208.32(-0.79%)	DT	OpenShort	-75	-0.9	-5	-10000	-2	-14	172.95	45%	0.01	-52.7	0.68%	0	-0.9	41	0
9	Aug_18_2015	209.89	209.5	209.34	209.51			209.98(-0.29%)	N/A	N/A	0	0.4	0	-10000	4	-12	71.69	47%	0.01	-44.8	0.68%	0	0.4	46	0
10	Aug_17_2015	209.87	209.58	209.27	209.51			210.59(0.56%)	DP	OpenShort	-75	1	-5	-10000	0	-19	79.07	47%	0.02	-43.1	0.68%	0	0.7	55	0

11	Aug_14_2015	209.82	209.65	209.17	209.25			209.42(0.36%)	N/A	N/A	0	0.1	1	-10000	4	-7	72.79	50%	0.02	-31	0.67%	0	-0.2	61	0
12	Aug_13_2015	209.78	209.79	209.26	208.95			208.66(-0.12%)	DT	HoldShort	-50	-0.2	-1	-10000	1	-6	89.38	50%	0.01	-21.3	0.68%	0	-0.7	54	0
13	Aug_12_2015	209.75	209.97	209.47	208.89			208.92(0.12%)	DP	OpenShort	-75	0	-4	-10000	-3	-6	172.12	50%	0	-1.4	0.68%	0	-0.7	46	0
14	Aug_11_2015	209.75	210.06	209.65	209.12			208.67(-0.9%)	DT	OpenShort	-75	-0.3	-2	-10000	-2	-3	126.08	50%	-0	20.5	0.68%	0	-0.9	42	0
15	Aug_10_2015	209.76	210.16	209.73	209.26			210.57(1.26%)	N/A	N/A	0	0.9	-0	-10000	2	-7	80.27	52%	0	32.4	0.68%	0	0.3	45	0

16	Aug_7_2015	209.76	210.12	209.37	209.11			207.95(-0.19%)	DT	OpenShort	-75	-0.7	-14	-10000	-7	-36	117.86	52%	-0.01	36.8	0.68%	0	-1.4	33	0
17	Aug_6_2015	209.78	210.13	209.41	209.62			208.35(-0.82%)	DT	OpenShort	-75	-0.7	-16	-10000	-7	-43	116.03	52%	-0.01	38.9	0.68%	0	-0.9	35	0
18	Aug_5_2015	209.8	209.99	209.59	210.11			210.07(0.33%)	DP	OpenShort	-75	-0	-11	-10000	-2	-38	85.79	51%	0.01	35.2	0.67%	0	0	40	0
19	Aug_4_2015	209.78	209.74	209.7	210.25			209.38(-0.2%)	DT	OpenShort	-75	-0.4	-8	-10000	0	-31	81.82	51%	0	34	0.69%	0	-0.2	46	0
20	Aug_3_2015	209.77	209.69	209.92	210.24			209.79(-0.34%)	N/A	N/A	0	-0.2	-0	-10000	8	-25	113.97	51%	0.02	38.2	0.69%	0	0	47	0

21	Jul_31_2015	209.73	209.55	210.17	209.64			210.5(-0.15%)	DP	OpenShort	-65	0.4	-2	-10000	7	-29	103.27	53%	0.02	24.8	0.69%	0	0.4	53	0
22	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
23	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
24	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
25	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%		-8.9	0.7%	0	-0.8	49	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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