Trading Signals: SPY Stock Price Prediction and Forecast

^ SPY: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Mon. Oct. 26, 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 $207.0000 (-0.25%) ($206.5600 - $207.3700) on Mon. Oct. 26, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.35% (three month average)
RSI   76
Latest Price   $207.0000(-0.25%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.4% 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. Broad based sell-off 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 -0.675% in a week (0% probabilities).
VIXM(-29%)    TLT(-22%)    UUP(-14%)    SHY(-5%)    IGOV(-5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.675% (StdDev 1.35%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $204.94(1.01%)
10 Day Moving Average   $203.47(1.73%)
20 Day Moving Average   $200.28(3.36%)
To recent high   -1.8%
To recent low   10.5%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -259.5000 k (Fri. Oct. 23, 2015) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 2.72% (three month std-dev: 1.35%) 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

> 20151126

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_26_2015	203.74	200.28	203.47	204.94			207(-0.25%)	UD	OpenLong	75	0.4	18	-10000	5	55	69.03	47%	-0.01	59.6	1.35%	0	1.2	76	0
2	Oct_23_2015	203.77	199.35	202.89	204.22			207.51(1.1%)	UT	OpenLong	75	0.6	18	-10000	6	54	144.44	46%	-0.01	50.4	1.35%	0	1.5	75	0
3	Oct_22_2015	203.79	198.6	202.23	203.37			205.26(1.69%)	UT	HoldLong	65	0.4	17	-10000	4	57	174.91	46%	-0.03	46.3	1.35%	0	1.3	78	0
4	Oct_21_2015	203.86	197.97	201.8	202.79			201.85(-0.61%)	UD	OpenLong	75	-0.2	21	-10000	4	70	102.04	44%	-0.05	38.7	1.33%	0	0.8	78	0
5	Oct_20_2015	203.96	197.56	201.57	202.27			203.09(-0.14%)	UD	OpenLong	75	0.2	23	-10000	4	81	78.45	44%	-0.04	30.4	1.33%	0	1.1	83	0

6	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
7	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
8	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
9	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
10	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

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		-33.3	1.29%	0	-0.7	56	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

Click to see actual return for next trading day.