Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Nov. 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 $217.8700 (-0.19%) ($217.4200 - $218.1400) on Wed. Nov. 16, 2016.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.67% (three month average)
RSI   63
Latest Price   $217.8700(-0.19%)
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 1.4% a week on average for past two weeks.
Market Behavior   Rotation from value to growth 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 -0.335% in a week (0% probabilities).
VIXM(-23%)    TLT(-21%)    UUP(-16%)    IGOV(-5%)    GDXJ(-4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.335% (StdDev 0.67%)
Hourly BBV 0 ()
Intraday Trend 0.1%

5 Day Moving Average   $217.22(0.3%)
10 Day Moving Average   $214.9(1.38%)
20 Day Moving Average   $213.91(1.85%)
To recent high   -0.5%
To recent low   4.5%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.5
One Month Target Price   > $222.66
(if BBV positive, VIX trend negative.)
Correction Price   < $215.2

CFTC S&P 500 speculative net positions   -3.3000 k (Mon. Nov. 14, 2016) Increase
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 2.2% away from the target price of 222.66.
$. SPY price fluctuates within 1.25% (three month std-dev: 0.67%) 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

> 20161216

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	Nov_16_2016	215.29	213.91	214.9	217.22			217.87(-0.19%)	UD	OpenLong	75	0.2	34	-10000	4	122	65.62	50%	0.07	40.8	0.67%	0	1.5	63	0
2	Nov_15_2016	215.14	213.71	214.09	216.92			218.28(0.78%)	UT	OpenLong	75	0.5	36	-10000	12	106	91.65	50%	0.09	41.5	0.67%	0	1.8	61	0
3	Nov_14_2016	214.95	213.45	213.34	216.08			216.59(0.08%)	UT	OpenLong	75	0.2	27	-10000	10	76	94.58	48%	0.07	36.1	0.67%	0	1.4	56	0
4	Nov_11_2016	214.81	213.23	212.9	215.4			216.42(-0.23%)	UD	OpenLong	75	0.5	31	-10000	22	56	100.55	48%	0.02	21.4	0.67%	0	1.5	52	0
5	Nov_10_2016	214.76	213.04	212.47	213.82			216.92(0.25%)	UT	OpenLong	75	1.5	21	-10000	23	15	172.11	48%	0.04	-2.1	0.67%	0	1.9	57	0

6	Nov_9_2016	214.67	212.83	212.04	212.19			216.38(1.06%)	N/A	N/A	0	2.2	7	-10000	19	-28	258.43	48%	0.04	-32.6	0.67%	0	1.9	56	0
7	Nov_8_2016	214.59	212.67	211.7	210.87			214.11(0.45%)	DP	OpenShort	-65	1.9	-10	-10000	9	-67	106.77	44%	0.03	-63	0.66%	0	0.8	47	0
8	Nov_7_2016	214.52	212.62	211.65	210.25			213.15(2.21%)	DP	OpenShort	-65	1.6	-20	-10000	2	-86	109.79	44%	0.03	-71.3	0.65%	0	0.3	47	0
9	Nov_4_2016	214.46	212.75	211.78	210.13			208.55(-0.11%)	DT	OpenShort	-75	-0.8	-32	-10000	-12	-93	109.12	39%	0	-71.1	0.6%	0	-2.2	34	0
10	Nov_3_2016	214.46	213.09	212.34	210.92			208.78(-0.46%)	DT	OpenShort	-75	-1.2	-29	-10000	-14	-72	88.94	39%	0.01	-68.3	0.6%	0	-2.5	32	0

11	Nov_2_2016	214.44	213.45	212.88	211.8			209.74(-0.6%)	DT	OpenShort	-75	-1.4	-21	-10000	-13	-45	103.33	39%	0	-61.4	0.6%	0	-2.5	36	0
12	Nov_1_2016	214.43	213.76	213.36	212.6			211.01(-0.72%)	DT	OpenShort	-75	-1.3	-13	-10000	-10	-22	122.78	41%	0.01	-61.4	0.6%	0	-2.3	37	0
13	Oct_31_2016	214.4	213.95	213.66	213.23			212.55(0%)	DT	HoldShort	-50	-0.6	-6	-10000	-7	-3	61.27	43%	0.01	-55.8	0.59%	0	-1.3	45	0
14	Oct_28_2016	214.38	214.11	213.67	213.7			212.54(-0.3%)	DT	OpenShort	-75	-1	-5	-10000	-5	-6	140.62	43%	0	-37	0.59%	0	-1.4	32	0
15	Oct_27_2016	214.37	214.3	213.67	213.99			213.17(-0.27%)	DT	OpenShort	-75	-0.8	-3	-10000	-2	-5	77.22	43%	0	-31.4	0.59%	0	-1	41	0

16	Oct_26_2016	214.36	214.38	213.75	214.13			213.74(-0.2%)	DT	OpenShort	-75	-0.3	-5	-10000	-2	-14	75.71	43%	0.01	-37	0.59%	0	-0.6	40	0
17	Oct_25_2016	214.34	214.52	213.74	214.24			214.17(-0.34%)	DT	HoldShort	-50	-0.1	-4	-10000	1	-18	66.54	43%	0.01	-31.5	0.59%	0	-0.3	42	0
18	Oct_24_2016	214.31	214.58	213.67	214.15			214.89(0.43%)	N/A	N/A	0	0.6	0	-10000	8	-23	60.15	43%	0.02	-25.9	0.59%	0	0.3	50	0
19	Oct_21_2016	214.27	214.55	213.75	213.65			213.98(0.05%)	DP	OpenShort	-65	0.3	-7	-10000	3	-37	89.09	43%	0.01	-33.9	0.59%	0	-0.5	41	0
20	Oct_20_2016	214.24	214.65	213.84	213.47			213.88(-0.19%)	DP	OpenShort	-65	0.3	-10	-10000	3	-49	73.64	43%	0.02	-26.2	0.59%	0	-0.6	39	0

21	Oct_19_2016	214.2	214.8	214.01	213.3			214.28(0.27%)	DP	OpenShort	-65	0.8	-11	-10000	2	-49	66.52	43%	0.02	-23	0.6%	0	-0.4	49	0
22	Oct_18_2016	214.16	214.8	214.13	213.19			213.71(0.63%)	DP	OpenShort	-65	0.4	-14	-10000	1	-59	76.87	43%	0	-16.1	0.59%	0	-0.9	39	0
23	Oct_17_2016	214.16	214.88	214.23	213.13			212.38(-0.35%)	DT	OpenShort	-75	-0.6	-27	-10000	-12	-71	58.28	40%	0.01	-17.7	0.59%	0	-1.9	40	0
24	Oct_14_2016	214.14	214.96	214.58	213.89			213.12(0.05%)	DP	OpenShort	-75	-0.6	-15	-10000	-6	-43	93.35	40%	0.02	-11.9	0.59%	0	-1.4	48	0
25	Oct_13_2016	214.1	214.99	214.9	214.27			213.01(-0.33%)	DT	OpenShort	-75	-1	-15	-10000	-9	-33	101.36	40%		-3.6	0.59%	0	-1.6	42	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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