Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Jun. 20, 2016

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 $207.8500 (0.64%) ($207.7500 - $209.6100) on Mon. Jun. 20, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.6% (three month average)
RSI   43
Latest Price   $207.8500(0.64%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.1% a day on average for past five trading days.
Weekly Trend   SPY declines -0.7% a week on average for past two weeks.
Market Behavior   Broad based rally for large cap. Broad based rally for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVW(97%)    IWF(96%)    IVE(94%)    IWD(94%)    QQQ(91%)
Factors Impacting SPY price   SPY will decline at least -0.3% in a week (0% probabilities).
VIXM(-25%)    TLT(-21%)    UUP(-17%)    IPO(-7%)    IGOV(-4%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.3% (StdDev 0.6%)
Hourly BBV 0 ()
Intraday Trend -0.5%

Resistance Level   $209.38
5 Day Moving Average   $207.71(0.07%)
10 Day Moving Average   $209.21(-0.65%)
20 Day Moving Average   $209.38(-0.73%)
To recent high   -2.1%
To recent low   2.3%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   118.2000 k (Fri. Jun. 17, 2016) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 0.87% (three month std-dev: 0.6%) 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

> 20160720

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	Jun_20_2016	202.98	209.38	209.21	207.71			207.85(0.64%)	DP	OpenShort	-75	0.1	-20	-10000	-2	-73	82.79	33%	0.07	26.4	0.6%	0	-0.8	43	0
2	Jun_17_2016	202.83	209.29	209.55	207.83			206.52(-0.89%)	DT	OpenShort	-75	-0.7	-26	-10000	-11	-70	117.06	30%	0.08	27.1	0.6%	0	-1.4	35	0
3	Jun_16_2016	202.66	209.22	209.96	208.54			208.37(0.3%)	DP	OpenShort	-75	-0.1	-22	-10000	-12	-50	149.53	32%	0.1	29.2	0.59%	0	-0.4	47	0
4	Jun_15_2016	202.45	209.07	210.23	209.28			207.75(-0.14%)	DT	OpenShort	-75	-0.6	-17	-10000	-15	-24	109.12	32%	0.09	33.3	0.59%	0	-0.6	45	0
5	Jun_14_2016	202.27	208.96	210.51	210.2			208.04(-0.2%)	N/A	N/A	0	-0.8	-6	-10000	-12	11	125.06	32%	0.1	35.2	0.59%	0	-0.4	55	0

6	Jun_13_2016	202.06	208.91	210.73	210.93			208.45(-0.77%)	UD	OpenLong	65	-1	7	-10000	-9	53	117.75	32%	0.09	44.7	0.59%	0	-0.2	67	0
7	Jun_10_2016	201.88	208.75	210.94	211.51			210.07(-0.95%)	UD	OpenLong	65	-0.5	22	-10000	-1	92	113.83	44%	0.12	47.7	0.61%	0	0.5	72	0
8	Jun_9_2016	201.64	208.57	210.89	211.55			212.08(-0.14%)	UD	OpenLong	75	0.2	34	-10000	4	122	73.79	47%	0.13	50.4	0.6%	0	1.3	86	0
9	Jun_8_2016	201.37	208.28	210.61	211.32			212.37(0.33%)	UT	HoldLong	65	0.4	40	-10000	7	138	66.17	47%	0.12	53.2	0.6%	0	1.6	82	0
10	Jun_7_2016	201.12	208.06	210.17	210.9			211.68(0.16%)	UT	HoldLong	65	0.3	39	-10000	6	138	60.97	47%	0.05	56.8	0.62%	0	1.5	81	0

11	Jun_6_2016	201.01	207.76	209.55	210.53			211.35(0.51%)	UT	OpenLong	75	0.4	33	-10000	3	124	64.89	47%	0.12	52.7	0.62%	0	1.5	67	0
12	Jun_3_2016	200.77	207.47	208.98	210.31			210.28(-0.3%)	UD	OpenLong	75	-0	33	-10000	3	124	101.76	47%	0.09	51.9	0.62%	0	1.3	70	0
13	Jun_2_2016	200.58	207.2	208.4	210.12			210.91(0.3%)	UT	OpenLong	75	0.4	32	-10000	5	113	63.04	47%	0.11	46.2	0.62%	0	1.7	63	0
14	Jun_1_2016	200.35	206.89	207.8	209.79			210.27(0.2%)	UT	OpenLong	75	0.2	31	-10000	7	102	69.94	57%	0.08	35.1	0.62%	0	1.7	62	0
15	May_31_2016	200.18	206.67	207.26	209.31			209.84(-0.19%)	UD	OpenLong	75	0.3	30	-10000	14	77	109.88	47%	0.13	24.4	0.63%	0	1.7	52	0

16	May_27_2016	199.92	206.55	206.92	208.39			210.24(0.43%)	UT	OpenLong	75	1.1	23	-10000	13	53	64.21	57%	0.09	9.8	0.69%	0	2.2	61	0
17	May_26_2016	199.75	206.33	206.35	207.44			209.34(0.03%)	UT	OpenLong	75	1.3	18	-10000	14	28	55.28	57%	0.05	-13.9	0.69%	0	2	59	0
18	May_25_2016	199.65	206.21	206.03	206.41			209.28(0.68%)	UT	OpenLong	75	1.9	11	-10000	12	9	79.22	57%	0.05	-37.5	0.69%	0	2.1	61	0
19	May_24_2016	199.56	206.18	205.71	205.54			207.87(1.3%)	N/A	N/A	0	1.6	5	-10000	9	-7	93.54	57%	0.04	-58.6	0.7%	0	1.2	58	0
20	May_23_2016	199.49	206.21	205.72	204.93			205.21(-0.14%)	DT	OpenShort	-75	0.2	-9	-10000	-5	-19	58.68	47%	0.03	-71.2	0.69%	0	-0.7	47	0

21	May_20_2016	199.44	206.38	205.79	205.25			205.49(0.63%)	DP	OpenShort	-65	0.2	-2	-10000	2	-15	104.99	52%	0.01	-65.8	0.72%	0	-0.6	42	0
22	May_19_2016	199.42	206.54	205.82	205.1			204.2(-0.35%)	DT	OpenShort	-75	-0.6	-11	-10000	-6	-24	115.43	52%	-0.01	-62	0.72%	0	-1.4	44	0
23	May_18_2016	199.44	206.78	205.92	205.57			204.91(0.03%)	DP	OpenShort	-75	-0.4	-9	-10000	-4	-22	123.49	52%	-0.01	-51.9	0.72%	0	-1.1	43	0
24	May_17_2016	199.46	207.04	205.96	205.89			204.85(-0.93%)	DT	OpenShort	-75	-0.6	-16	-10000	-10	-34	114.92	57%	-0.01	-39.8	0.73%	0	-1.3	38	0
25	May_16_2016	199.47	207.29	206.1	206.61			206.78(0.99%)	DP	OpenShort	-65	0.1	-4	-10000	2	-23	77.49	64%		-18.5	0.74%	0	-0.3	43	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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