Trading Signals: SPY Stock Price Prediction and Forecast

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

Tue. Aug. 16, 2016

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. Jun. 20, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $217.9600 (-0.52%) ($217.9600 - $218.6800) on Tue. Aug. 16, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.79% (three month average)
RSI   59
Latest Price   $217.9600(-0.52%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Weekly Trend   SPY advances 0.4% a week on average for past two weeks.
Market Behavior   Broad based 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)
IVW(97%)    IWF(96%)    IVE(94%)    IWD(94%)    QQQ(91%)
Factors Impacting SPY price   SPY will decline at least -0.395% in a week (0% probabilities).
VIXM(-24%)    TLT(-20%)    UUP(-16%)    IPO(-8%)    IBUY(-6%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.395% (StdDev 0.79%)
Hourly BBV 0 ()
Intraday Trend -0.3%

5 Day Moving Average   $218.36(-0.18%)
10 Day Moving Average   $217.92(0.02%)
20 Day Moving Average   $217.33(0.29%)
To recent high   -0.5%
To recent low   9.2%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   0.7
One Month Target Price   > $217.96
(if BBV positive, VIX trend negative.)
Correction Price   < $209.35

CFTC S&P 500 speculative net positions   100.7000 k (Fri. Aug. 12, 2016) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. The price is -0.5% 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 -1.3% away from the target price of 217.96.
$. SPY price fluctuates within 0.43% (three month std-dev: 0.79%) 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

> 20160916

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_16_2016	210.1	217.33	217.92	218.36			217.96(-0.52%)	UD	OpenLong	65	-0.4	7	-10000	-1	31	53.21	56%	0.07	67.4	0.79%	0	0.7	59	0
2	Aug_15_2016	209.95	217.24	217.7	218.4			219.09(0.29%)	UT	OpenLong	75	0.7	9	-10000	2	30	49.81	56%	0.05	74.4	0.79%	0	2	64	0
3	Aug_12_2016	209.85	217.1	217.48	218.2			218.46(-0.09%)	UD	OpenLong	75	0.3	8	-10000	1	27	61.31	54%	0.07	90	0.8%	0	1.6	62	0
4	Aug_11_2016	209.7	216.96	217.33	218.14			218.65(0.46%)	UT	OpenLong	75	0.6	11	-10000	5	28	72.5	52%	0.08	110.5	0.8%	0	2.1	58	0
5	Aug_10_2016	209.54	216.83	217.13	217.69			217.64(-0.25%)	UD	OpenLong	75	-0.1	7	-10000	3	20	57.94	54%	0.06	134.2	0.81%	0	1	59	0

6	Aug_9_2016	209.41	216.7	217.02	217.4			218.18(0.06%)	UT	OpenLong	75	0.9	8	-10000	6	14	51.25	54%	0.07	143.9	0.82%	0	1.7	56	0
7	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
8	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
9	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
10	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

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		24.6	0.85%	0	1.6	59	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.