Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Aug. 23, 2016

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 30, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $218.9700 (0.2%) ($218.9000 - $219.6000) on Tue. Aug. 23, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.77% (three month average)
RSI   70
Latest Price   $218.9700(0.2%)
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 0.3% a week on average for past two weeks.
Market Behavior   Normal 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 -0.385% in a week (0% probabilities).
VIXM(-24%)    TLT(-21%)    UUP(-17%)    IPO(-8%)    IBUY(-6%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.385% (StdDev 0.77%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $218.65(0.15%)
10 Day Moving Average   $218.52(0.21%)
20 Day Moving Average   $217.8(0.54%)
To recent high   -0.1%
To recent low   9.7%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.2
One Month Target Price   > $218.97
(if BBV positive, VIX trend negative.)
Correction Price   < $210.54

CFTC S&P 500 speculative net positions   154.0000 k (Fri. Aug. 19, 2016) Increase
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 -2% away from the target price of 218.97.
$. SPY price fluctuates within 0.46% (three month std-dev: 0.77%) 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

> 20160923

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_23_2016	210.74	217.8	218.52	218.65			218.97(0.2%)	UT	OpenLong	75	0.3	7	-10000	2	22	53.4	57%	0.06	47.8	0.77%	0	1.2	70	0
2	Aug_22_2016	210.61	217.69	218.44	218.45			218.53(0%)	UT	HoldLong	50	0.1	6	-10000	-1	26	61.37	57%	0.06	46.7	0.77%	0	0.8	71	0
3	Aug_19_2016	210.49	217.59	218.39	218.56			218.54(-0.15%)	UD	OpenLong	75	-0	8	-10000	0	33	75.44	57%	0.06	51.1	0.77%	0	1	59	0
4	Aug_18_2016	210.36	217.53	218.36	218.55			218.86(0.22%)	UT	OpenLong	75	0.3	10	-10000	1	37	52.99	57%	0.06	57.8	0.78%	0	1.4	59	0
5	Aug_17_2016	210.23	217.39	218.12	218.51			218.37(0.19%)	UT	OpenLong	75	-0.2	11	-10000	2	36	75.13	54%	0.06	60.5	0.78%	0	1.1	59	0

6	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
7	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
8	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
9	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
10	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

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		46.8	0.85%	0	1.2	85	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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