Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Feb. 13, 2017

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 $232.7700 (0.54%) ($232.0500 - $233.0700) on Mon. Feb. 13, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.44% (three month average)
RSI   74
Latest Price   $232.7700(0.54%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.3% a day on average for past five trading days.
Weekly Trend   SPY advances 0.5% a week on average for past two weeks.
Market Behavior   Broad based rally for large cap. Value stock 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(92%)
Factors Impacting SPY price   SPY will decline at least -0.22% in a week (0% probabilities).
VIXM(-23%)    TLT(-21%)    UUP(-17%)    IPO(-4%)    IGOV(-4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.22% (StdDev 0.44%)
Hourly BBV 0 ()
Intraday Trend 0.3%

5 Day Moving Average   $230.61(0.94%)
10 Day Moving Average   $229.52(1.42%)
20 Day Moving Average   $228.55(1.85%)
To recent high   0%
To recent low   7.5%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   2.4
One Month Target Price   > $232.77
(if BBV positive, VIX trend negative.)
Correction Price   < $227.65

CFTC S&P 500 speculative net positions   54.3000 k (Fri. Feb. 10, 2017) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. The price is 0% 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 -3.1% away from the target price of 232.77.
$. SPY price fluctuates within 0.77% (three month std-dev: 0.44%) 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

> 20170313

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	Feb_13_2017	221.12	228.55	229.52	230.61			232.77(0.54%)	UT	OpenLong	75	1.2	29	-10000	15	71	55.18	73%	0.08	58.4	0.44%	0	2.4	74	0
2	Feb_10_2017	220.95	228.24	228.98	229.84			231.51(0.39%)	UT	HoldLong	65	1.1	20	-10000	9	53	66.02	71%	0.07	53.8	0.44%	0	2.2	76	0
3	Feb_9_2017	220.8	227.98	228.69	229.41			230.6(0.59%)	UT	OpenLong	75	0.9	23	-10000	12	54	65.96	74%	0.07	53.4	0.43%	0	2	69	0
4	Feb_8_2017	220.65	227.8	228.53	228.84			229.24(0.13%)	UT	OpenLong	75	0.3	17	-10000	6	49	51.57	73%	0.08	49	0.45%	0	1.2	68	0
5	Feb_7_2017	220.48	227.66	228.55	228.52			228.94(0%)	UT	HoldLong	50	0.4	17	-10000	5	54	57.93	77%	0.07	47.1	0.45%	0	1.1	61	0

6	Feb_6_2017	220.32	227.53	228.42	228.24			228.93(-0.18%)	UD	OpenLong	75	0.6	16	-10000	5	47	57.79	77%	0.07	52	0.52%	0	1.2	63	0
7	Feb_3_2017	220.16	227.44	228.16	227.96			229.34(0.69%)	UT	OpenLong	75	1.3	9	-10000	1	34	80.56	77%	0.06	60.4	0.52%	0	1.7	60	0
8	Feb_2_2017	220.02	227.28	227.9	227.89			227.77(0.07%)	UD	OpenLong	65	-0.1	4	-10000	-5	31	69.66	73%	0.07	72.7	0.52%	0	0.5	57	0
9	Feb_1_2017	219.87	227.23	227.73	228.2			227.62(0.04%)	UD	OpenLong	65	-0.6	4	-10000	-6	35	79.12	69%	0.07	84.1	0.53%	0	0.4	53	0
10	Jan_31_2017	219.72	227.11	227.66	228.59			227.53(-0.01%)	UD	OpenLong	75	-1	12	-10000	0	49	75.88	69%	0.05	87.5	0.54%	0	0.4	56	0

11	Jan_30_2017	219.6	226.93	227.54	228.6			227.55(-0.62%)	UD	OpenLong	75	-0.9	16	-10000	4	52	79.74	69%	0.07	79.6	0.54%	0	0.6	56	0
12	Jan_27_2017	219.45	226.78	227.5	228.32			228.97(-0.16%)	UD	OpenLong	75	0.5	17	-10000	7	46	59.71	72%	0.05	55	0.53%	0	1.6	57	0
13	Jan_26_2017	219.35	226.55	227.24	227.88			229.33(-0.1%)	UD	OpenLong	75	1.1	17	-10000	11	36	59.97	72%	0.05	40	0.53%	0	2	63	0
14	Jan_25_2017	219.24	226.38	226.99	227.19			229.57(0.87%)	UT	OpenLong	75	1.9	12	-10000	9	19	84.44	72%	0.05	29.8	0.54%	0	2.5	63	0
15	Jan_24_2017	219.13	226.17	226.66	226.63			227.6(0.64%)	UT	OpenLong	75	0.9	6	-10000	5	8	95.56	70%	0.04	23.9	0.53%	0	1.4	63	0

16	Jan_23_2017	219.04	226.06	226.53	226.36			226.15(-0.26%)	N/A	N/A	0	-0.2	0	-10000	-3	10	75.06	68%	0.04	11.4	0.53%	0	0.1	65	0
17	Jan_20_2017	218.96	226.04	226.64	226.54			226.74(0.37%)	UT	OpenLong	75	0.2	8	-10000	1	30	129.17	68%	0.04	15.6	0.53%	0	0.7	62	0
18	Jan_19_2017	218.87	226.02	226.6	226.5			225.91(-0.37%)	UD	OpenLong	65	-0.6	6	-10000	-4	37	66.61	68%	0.04	9.1	0.53%	0	-0.1	59	0
19	Jan_18_2017	218.78	226	226.68	226.74			226.75(0.22%)	UT	OpenLong	75	0	13	-10000	1	49	54.79	70%	0.04	13.6	0.52%	0	0.8	51	0
20	Jan_17_2017	218.69	225.91	226.54	226.68			226.25(-0.35%)	UD	OpenLong	65	-0.4	11	-10000	-1	45	61.24	70%	0.05	4.5	0.53%	0	0.3	52	0

21	Jan_13_2017	218.59	225.93	226.3	226.72			227.05(0.23%)	UT	OpenLong	75	0.3	10	-10000	-0	39	62.72	70%	0.05	13.6	0.52%	0	1.1	58	0
22	Jan_12_2017	218.49	225.87	226.04	226.75			226.53(-0.25%)	UD	OpenLong	75	-0.2	9	-10000	0	35	72.11	70%	0.04	20.9	0.52%	0	0.7	53	0
23	Jan_11_2017	218.4	225.92	225.84	226.73			227.1(0.28%)	UT	OpenLong	75	0.4	8	-10000	2	26	74.65	64%	0.04	50	0.52%	0	1.2	52	0
24	Jan_10_2017	218.32	225.87	225.73	226.62			226.46(0%)	UD	OpenLong	65	-0.2	10	-10000	4	27	63.77	64%	0.04	66.7	0.55%	0	0.6	54	0
25	Jan_9_2017	218.24	225.86	225.65	226.38			226.46(-0.33%)	UD	OpenLong	75	0.1	13	-10000	9	25	46.94	64%		91.1	0.55%	0	0.6	57	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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