Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Sep. 30, 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 $191.6300 (1.87%) ($189.4400 - $191.8300) on Wed. Sep. 30, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.32% (three month average)
RSI   42
Latest Price   $191.6300(1.87%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.2% a day on average for past five trading days.
Weekly Trend   SPY declines -1.8% a week on average for past two weeks.
Market Behavior   Broad based rally for large cap. Value stock rally for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IWF(96%)    IVE(94%)    IWD(94%)    QQQ(92%)    VT(91%)
Factors Impacting SPY price   SPY will decline at least -0.66% in a week (0% probabilities).
VIXM(-29%)    TLT(-23%)    UUP(-14%)    IGOV(-6%)    SHY(-5%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.66% (StdDev 1.32%)
Hourly BBV 0 ()
Intraday Trend 0.7%

1 - 5 Day Possible Target   $188.94(-1.4%)
Resistance Level   $194.67
5 Day Moving Average   $190.7(0.49%)
10 Day Moving Average   $193.08(-0.75%)
20 Day Moving Average   $194.67(-1.56%)
To recent high   -9.9%
To recent low   2.3%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -240.0000 k (Fri. Sep. 25, 2015) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 1.62% (three month std-dev: 1.32%) 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

> 20151030

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	Sep_30_2015	205.63	194.67	193.08	190.7			191.63(1.87%)	DP	OpenShort	-75	0.3	-23	-10000	-3	-82	163.45	41%	-0.09	-48.8	1.32%	0	-1	42	0
2	Sep_29_2015	205.82	194.72	193.89	191.1			188.12(0.06%)	DP	OpenShort	-75	-0.9	-25	-10000	-9	-71	159.05	37%	-0.11	-39.5	1.3%	0	-2.1	37	0
3	Sep_28_2015	206.05	195.22	194.95	192.25			188.01(-2.51%)	DT	OpenShort	-75	-1.5	-24	-10000	-13	-56	178.52	37%	-0.12	-20.8	1.32%	0	-2.6	32	0
4	Sep_25_2015	206.29	195.8	195.83	193.94			192.85(-0.03%)	DT	OpenShort	-75	-0.5	-9	-10000	-4	-25	155.05	39%	-0.08	-1.6	1.29%	0	-1.2	53	0
5	Sep_24_2015	206.45	196.12	196.25	194.46			192.9(-0.36%)	DT	OpenShort	-75	-0.7	-13	-10000	-11	-18	159.38	38%	-0.08	-4.1	1.29%	0	-1.3	47	0

6	Sep_23_2015	206.61	196.23	196.59	195.83			193.6(-0.16%)	N/A	N/A	0	-1	-7	-10000	-10	1	92.79	38%	-0.07	-15.3	1.29%	0	-1.1	48	0
7	Sep_22_2015	206.76	195.97	196.76	197.15			193.91(-1.3%)	UD	OpenLong	65	-1.1	1	-10000	-7	26	153.89	38%	-0.09	-33.3	1.29%	0	-0.7	56	0
8	Sep_21_2015	206.94	195.8	197.14	198.06			196.46(0.52%)	UT	OpenLong	75	-0.5	11	-10000	1	42	105.73	39%	-0.07	-51.2	1.28%	0	0.2	48	0
9	Sep_18_2015	207.09	195.84	196.81	197.97			195.45(-2.14%)	UD	OpenLong	65	-0.8	5	-10000	-2	26	223.66	40%	-0.06	-68	1.28%	0	-0.1	44	0
10	Sep_17_2015	207.22	196.23	196.84	198.22			199.73(-0.22%)	UD	OpenLong	75	0.4	11	-10000	6	25	276.05	42%	-0.05	-64.4	1.27%	0	0.9	50	0

11	Sep_16_2015	207.33	196.57	196.39	197.45			200.18(0.87%)	UT	OpenLong	75	0.6	12	-10000	9	19	99.58	42%	-0.06	-58.9	1.27%	0	0.8	58	0
12	Sep_15_2015	207.45	196.97	195.55	196.37			198.46(1.25%)	UT	OpenLong	75	0.4	4	-10000	2	11	113.81	42%	-0.06	-55.1	1.26%	0	0.3	66	0
13	Sep_14_2015	207.57	197.5	195.41	196.16			196.01(-0.37%)	UD	OpenLong	75	-0	12	-10000	6	28	79.45	42%	-0.08	-49.8	1.25%	0	-0.2	60	0
14	Sep_11_2015	207.73	198.12	195.69	195.48			196.74(0.45%)	UT	OpenLong	75	0.2	7	-10000	2	21	119.69	41%	-0.07	-48.3	1.26%	0	-0.2	49	0
15	Sep_10_2015	207.88	198.67	195.89	195.24			195.85(0.54%)	UT	OpenLong	75	0.1	3	-10000	1	8	158.61	43%	-0.07	-47.1	1.25%	0	-0.4	42	0

16	Sep_9_2015	208.03	199.29	195.77	195.15			194.79(-1.34%)	DP	OpenShort	-65	-0	-2	-10000	5	-22	149.35	43%	-0.07	-46.8	1.26%	0	-0.6	37	0
17	Sep_8_2015	208.18	199.97	195.12	194.55			197.43(2.51%)	DP	OpenShort	-75	0.4	-21	-10000	-0	-82	116.03	44%	-0.06	-48.8	1.25%	0	-0.3	38	0
18	Sep_4_2015	208.3	200.59	194.35	194.6			192.59(-1.51%)	DT	OpenShort	-75	-0.3	-43	-10000	-11	-138	207.08	40%	-0.09	-47.1	1.2%	0	-1	32	0
19	Sep_3_2015	208.48	201.37	194.85	195.94			195.55(0.07%)	DP	OpenShort	-75	-0.1	-42	-10000	-6	-148	152.09	41%	-0.07	-45.2	1.19%	0	-0.8	35	0
20	Sep_2_2015	208.63	202.01	195.59	196.68			195.41(1.9%)	DT	HoldShort	-50	-0.2	-35	-10000	2	-147	160.27	41%	-0.07	-44.3	1.19%	0	-0.9	36	0

21	Sep_1_2015	208.78	202.74	196.76	196.49			191.77(-2.98%)	DT	HoldShort	-50	-0.6	-33	-10000	8	-154	256	38%	-0.08	-46.2	1.17%	0	-1.5	32	0
22	Aug_31_2015	208.95	203.65	198.51	195.59			197.67(-0.81%)	DP	OpenShort	-65	0.3	-32	-10000	15	-172	163.3	42%	-0.06	-52.3	1.11%	0	-0.8	36	0
23	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
24	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
25	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%		-54.8	1.07%	0	-1.6	33	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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