Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Oct. 19, 2015

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. Jun. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $203.3700 (0.05%) ($202.1300 - $203.3700) on Mon. Oct. 19, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.33% (three month average)
RSI   88
Latest Price   $203.3700(0.05%)
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 advances 2.1% 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)
IWF(96%)    IVE(94%)    IWD(94%)    QQQ(91%)    VT(91%)
Factors Impacting SPY price   SPY will decline at least -0.665% in a week (0% probabilities).
VIXM(-29%)    TLT(-22%)    UUP(-14%)    IGOV(-6%)    SHY(-5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.665% (StdDev 1.33%)
Hourly BBV 0 ()
Intraday Trend 0.4%

5 Day Moving Average   $201.71(0.82%)
10 Day Moving Average   $201.06(1.15%)
20 Day Moving Average   $197.08(3.19%)
To recent high   -4.3%
To recent low   8.6%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -244.4000 k (Fri. Oct. 16, 2015) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 2.37% (three month std-dev: 1.33%) 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

> 20151119

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	Oct_19_2015	204.04	197.08	201.06	201.71			203.37(0.05%)	UT	HoldLong	65	0.4	26	-10000	3	96	76.52	44%	-0.04	24.1	1.33%	0	1.3	88	0
2	Oct_16_2015	204.12	196.7	200.57	201.34			203.27(0.45%)	UT	HoldLong	65	0.4	31	-10000	3	116	114.58	44%	-0.04	23.5	1.33%	0	1.5	88	0
3	Oct_15_2015	204.21	196.28	199.76	200.95			202.35(1.54%)	UT	OpenLong	75	0.3	31	-10000	2	118	134.14	44%	-0.05	20.7	1.33%	0	1.4	68	0
4	Oct_14_2015	204.32	196.28	198.78	200.72			199.29(-0.48%)	UD	OpenLong	75	-0.3	29	-10000	-0	116	99.11	43%	-0.05	24.6	1.32%	0	0.8	64	0
5	Oct_13_2015	204.43	196.09	198.08	200.74			200.25(-0.63%)	UD	OpenLong	75	-0.1	32	-10000	4	117	88.04	44%	-0.02	31.1	1.32%	0	1	64	0

6	Oct_12_2015	204.48	195.97	196.93	200.25			201.52(0.09%)	UT	OpenLong	75	0.3	29	-10000	5	102	56.4	44%	-0.05	29.9	1.32%	0	1.4	66	0
7	Oct_9_2015	204.59	195.66	195.61	199.64			201.33(0.06%)	UT	OpenLong	75	0.4	27	-10000	10	79	107.07	45%	-0.06	31.4	1.33%	0	1.5	57	0
8	Oct_8_2015	204.72	195.39	194.71	198.38			201.21(0.9%)	UT	OpenLong	75	0.8	26	-10000	14	60	153.06	44%	-0.06	25	1.33%	0	1.6	59	0
9	Oct_7_2015	204.84	195.08	193.81	196.56			199.41(0.82%)	UT	OpenLong	75	0.9	15	-10000	12	22	124.31	44%	-0.07	12.2	1.34%	0	1.3	46	0
10	Oct_6_2015	204.98	194.83	193.16	195			197.79(-0.34%)	N/A	N/A	0	0.9	9	-10000	15	-11	110.27	44%	-0.07	3.6	1.34%	0	0.9	43	0

11	Oct_5_2015	205.13	194.78	192.71	193.07			198.47(1.78%)	N/A	N/A	0	1.7	1	-10000	16	-45	126.32	44%	-0.07	-13.1	1.34%	0	1.1	48	0
12	Oct_2_2015	205.27	194.48	192.4	190.98			195(1.49%)	DP	OpenShort	-65	1.3	-17	-10000	3	-78	211	42%	-0.09	-40.6	1.33%	0	0.2	48	0
13	Oct_1_2015	205.45	194.5	192.39	190.55			192.13(0.26%)	DP	OpenShort	-75	0.5	-23	-10000	-1	-90	131.08	41%	-0.09	-50.3	1.32%	0	-0.7	40	0
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		-55.1	1.26%	0	0.3	66	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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