Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Aug. 8, 2016

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Wed. May. 22, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $218.0500 (-0.06%) ($217.7400 - $218.5200) on Mon. Aug. 8, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.82% (three month average)
RSI   60
Latest Price   $218.0500(-0.06%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.1% a day on average for past five trading days.
Weekly Trend   SPY advances 0.1% 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)
IVW(97%)    IWF(96%)    IVE(94%)    IWD(94%)    QQQ(91%)
Factors Impacting SPY price   SPY will decline at least -0.41% in a week (0% probabilities).
VIXM(-24%)    TLT(-21%)    UUP(-17%)    IPO(-8%)    IGOV(-4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.41% (StdDev 0.82%)
Hourly BBV 0 ()
Intraday Trend -0.2%

5 Day Moving Average   $216.87(0.54%)
10 Day Moving Average   $216.87(0.54%)
20 Day Moving Average   $216.54(0.7%)
To recent high   -0.1%
To recent low   9.2%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.5
One Month Target Price   > $218.05
(if BBV positive, VIX trend negative.)
Correction Price   < $209.11

CFTC S&P 500 speculative net positions   111.3000 k (Fri. Aug. 5, 2016) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. The price is -0.1% to new high. In the past, the price will move at least 10% above the recent low once it hits new high. Now it's -1% away from the target price of 218.05.
$. SPY price fluctuates within 0.48% (three month std-dev: 0.82%) 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

> 20160908

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_8_2016	209.27	216.54	216.87	216.87			218.05(-0.06%)	UD	OpenLong	75	1.1	3	-10000	2	4	39.91	54%	0.07	137.5	0.82%	0	1.5	60	0
2	Aug_5_2016	209.13	216.32	216.71	216.65			218.18(0.82%)	UT	OpenLong	75	1.2	2	-10000	2	1	71.89	54%	0.07	126.3	0.82%	0	1.5	59	0
3	Aug_4_2016	208.99	216.05	216.6	216.44			216.41(0.11%)	N/A	N/A	0	-0	-1	-10000	-1	0	46.59	52%	0.06	91.6	0.81%	0	0.2	55	0
4	Aug_3_2016	208.86	215.73	216.59	216.51			216.18(0.29%)	N/A	N/A	0	-0.1	-0	-10000	-1	2	53.99	50%	0.07	82.4	0.82%	0	0.2	52	0
5	Aug_2_2016	208.72	215.44	216.68	216.58			215.55(-0.64%)	N/A	N/A	0	-0.4	0	-10000	-3	9	92.3	50%	0.07	81.3	0.83%	0	0	57	0

6	Aug_1_2016	208.58	215.11	216.76	216.82			216.94(-0.08%)	UD	OpenLong	75	0	6	-10000	1	19	73.31	50%	0.07	97.6	0.83%	0	0.7	66	0
7	Jul_29_2016	208.44	214.78	216.71	216.76			217.12(0.16%)	UT	OpenLong	75	0.1	7	-10000	-0	27	79.52	50%	0.09	103.7	0.83%	0	0.8	75	0
8	Jul_28_2016	208.26	214.41	216.58	216.79			216.77(0.12%)	UT	HoldLong	65	-0	10	-10000	1	38	65.04	49%	0.09	97.9	0.84%	0	0.8	76	0
9	Jul_27_2016	208.08	213.93	216.52	216.69			216.52(-0.11%)	UD	OpenLong	65	-0.1	13	-10000	-1	55	84.08	49%	0.09	86.1	0.85%	0	0.8	83	0
10	Jul_26_2016	207.9	213.3	216.38	216.8			216.75(0.05%)	UT	HoldLong	65	-0	20	-10000	1	75	70.08	49%	0.08	68.1	0.85%	0	0.9	84	0

11	Jul_25_2016	207.73	212.49	216.21	216.69			216.65(-0.27%)	UD	OpenLong	75	-0	24	-10000	0	94	55.87	49%	0.08	47.8	0.85%	0	0.9	85	0
12	Jul_22_2016	207.57	211.84	215.9	216.64			217.24(0.45%)	UT	HoldLong	65	0.1	29	-10000	3	107	62.79	49%	0.09	42.8	0.85%	0	1.1	77	0
13	Jul_21_2016	207.39	211.49	215.46	216.36			216.27(-0.38%)	UD	OpenLong	75	-0	29	-10000	0	114	67.78	49%	0.09	45.5	0.84%	0	1	77	0
14	Jul_20_2016	207.21	211.07	214.83	216.33			217.09(0.42%)	UT	HoldLong	65	0.2	35	-10000	5	126	58.16	49%	0.09	46.8	0.85%	0	1.2	85	0
15	Jul_19_2016	207.02	210.61	214.11	215.89			216.19(-0.1%)	UD	OpenLong	75	0.1	38	-10000	3	142	54.35	49%	0.11	47.3	0.84%	0	1.2	88	0

16	Jul_18_2016	206.79	210.17	213.36	215.65			216.41(0.27%)	UT	HoldLong	65	0.2	48	-10000	7	170	58.73	49%	0.11	47	0.84%	0	1.4	91	0
17	Jul_15_2016	206.57	209.66	212.7	215.04			215.83(-0.13%)	UD	OpenLong	75	0.2	51	-10000	7	182	107.16	49%	0.1	42.2	0.85%	0	1.4	76	0
18	Jul_14_2016	206.36	209.26	212.06	214.41			216.12(0.56%)	UT	OpenLong	75	0.4	55	-10000	15	173	91.23	49%	0.11	36.6	0.85%	0	1.7	56	0
19	Jul_13_2016	206.13	208.8	211.11	213.09			214.92(-0.01%)	UD	OpenLong	75	0.5	46	-10000	12	146	87.32	49%	0.11	24.6	0.85%	0	1.6	59	0
20	Jul_12_2016	205.9	208.43	209.97	212.04			214.95(0.73%)	UT	OpenLong	75	0.8	40	-10000	15	115	101.28	49%	0.1	13.9	0.85%	0	1.9	58	0

21	Jul_11_2016	205.69	208.06	208.47	210.73			213.4(0.35%)	UT	OpenLong	75	0.9	22	-10000	8	63	73.63	49%	0.11	-0.7	0.86%	0	1.7	57	0
22	Jul_8_2016	205.47	207.85	207.44	210.03			212.65(1.49%)	UT	OpenLong	75	0.9	15	-10000	7	40	133.97	49%	0.1	-7.9	0.86%	0	1.7	59	0
23	Jul_7_2016	205.26	207.77	207.15	209.4			209.53(-0.06%)	UD	OpenLong	75	0	14	-10000	6	37	85.59	43%	0.08	-12.4	0.84%	0	0.6	51	0
24	Jul_6_2016	205.09	207.88	206.97	208.83			209.66(0.6%)	UT	OpenLong	75	0.3	19	-10000	15	31	96.02	43%	0.1	-13.9	0.85%	0	0.6	53	0
25	Jul_5_2016	204.89	207.95	206.8	207.53			208.41(-0.72%)	UD	OpenLong	75	0.3	17	-10000	20	9	109.8	43%		-23	0.86%	0	0.1	50	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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