Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Apr. 28, 2017

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. Jun. 6, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $238.0800 (-0.22%) ($237.9300 - $238.9300) on Fri. Apr. 28, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.45% (three month average)
RSI   59
Latest Price   $238.0800(-0.22%)
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 0.9% a week on average for past two weeks.
Market Behavior   Value stocks 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(92%)
Factors Impacting SPY price   SPY will decline at least -0.225% in a week (0% probabilities).
VIXM(-23%)    TLT(-21%)    UUP(-18%)    IGOV(-4%)    GDXJ(-4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.225% (StdDev 0.45%)
Hourly BBV 0 ()
Intraday Trend -0.3%

5 Day Moving Average   $238.16(-0.03%)
10 Day Moving Average   $236.37(0.72%)
20 Day Moving Average   $235.63(1.04%)
To recent high   -0.7%
To recent low   4.6%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   122.1000 k (Fri. Apr. 28, 2017) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 0.72% (three month std-dev: 0.45%) 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

> 20170528

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	Apr_28_2017	231.96	235.63	236.37	238.16			238.08(-0.22%)	UD	OpenLong	75	-0	40	-10000	13	119	63.53	69%	0.06	52.8	0.45%	0	1.4	59	0
2	Apr_27_2017	231.82	235.52	235.83	237.46			238.6(0.08%)	UT	OpenLong	75	0.7	30	-10000	12	82	57.41	69%	0.06	50	0.46%	0	1.9	60	0
3	Apr_26_2017	231.68	235.35	235.36	236.81			238.4(-0.06%)	UD	OpenLong	75	1.1	29	-10000	18	61	84.7	69%	0.08	47.5	0.46%	0	2.1	62	0
4	Apr_25_2017	231.5	235.18	234.99	235.82			238.55(0.58%)	UT	OpenLong	75	2.2	20	-10000	17	29	76.7	71%	0.08	39.6	0.46%	0	2.7	59	0
5	Apr_24_2017	231.32	234.92	234.62	234.88			237.17(1.1%)	N/A	N/A	0	2.2	7	-10000	10	-3	119.21	71%	0.08	9.1	0.46%	0	2.2	55	0

6	Apr_21_2017	231.14	234.75	234.38	234.36			234.59(-0.32%)	N/A	N/A	0	0.2	0	-10000	8	-23	110.39	68%	0.07	-23.1	0.45%	0	-0.2	44	0
7	Apr_20_2017	230.98	234.73	234.45	233.95			235.34(0.81%)	DP	OpenShort	-65	1.5	-7	-10000	5	-42	92.57	68%	0.06	-55	0.45%	0	0.7	44	0
8	Apr_19_2017	230.83	234.67	234.38	233.68			233.44(-0.18%)	DT	OpenShort	-75	-0.3	-20	-10000	-6	-61	68.7	66%	0.06	-87.2	0.44%	0	-1.3	40	0
9	Apr_18_2017	230.7	234.7	234.59	234.01			233.87(-0.3%)	DT	OpenShort	-75	-0.2	-17	-10000	-5	-51	83.23	66%	0.06	-94.9	0.44%	0	-0.9	43	0
10	Apr_17_2017	230.56	234.84	234.74	234.3			234.57(0.89%)	DP	OpenShort	-75	0.3	-11	-10000	-3	-33	68.41	66%	0.06	-85.7	0.44%	0	-0.3	56	0

11	Apr_13_2017	230.42	234.95	234.85	234.43			232.51(-0.65%)	DT	OpenShort	-75	-1.5	-15	-10000	-12	-23	92.88	64%	0.05	-65.5	0.43%	0	-1.9	46	0
12	Apr_12_2017	230.3	235.25	235.24	235.01			234.03(-0.44%)	UD	OpenLong	65	-0.7	1	-10000	-3	12	81.86	68%	0.06	-43.3	0.42%	0	-0.9	53	0
13	Apr_11_2017	230.16	235.48	235.4	235.16			235.06(-0.12%)	UD	OpenLong	65	-0.1	5	-10000	-2	25	88.05	70%	0.07	-33.9	0.42%	0	-0.3	57	0
14	Apr_10_2017	230	235.57	235.44	235.16			235.34(0.06%)	UT	OpenLong	75	0.1	9	-10000	0	37	67.62	70%	0.07	-32.3	0.42%	0	-0.2	63	0
15	Apr_7_2017	229.83	235.68	235.28	235.25			235.2(-0.1%)	UD	OpenLong	65	-0	4	-10000	-2	21	74.41	70%	0.07	-30.8	0.42%	0	-0.3	41	0

16	Apr_6_2017	229.66	235.8	235.16	235.35			235.44(0.28%)	N/A	N/A	0	0.1	-1	-10000	-3	6	69.14	70%	0.08	-30.8	0.42%	0	-0.2	40	0
17	Apr_5_2017	229.48	235.87	235.03	235.52			234.78(-0.3%)	DT	OpenShort	-75	-0.5	-5	-10000	-3	-11	108.8	70%	0.08	-32.3	0.42%	0	-0.7	31	0
18	Apr_4_2017	229.3	235.96	234.99	235.68			235.48(0.06%)	DT	HoldShort	-50	-0.1	-7	-10000	1	-31	56.47	72%	0.08	-38.5	0.42%	0	-0.3	31	0
19	Apr_3_2017	229.11	236.03	234.82	235.64			235.33(-0.17%)	DT	HoldShort	-50	-0.2	-6	-10000	7	-46	85.55	74%	0.09	-37.9	0.43%	0	-0.4	43	0
20	Mar_31_2017	228.91	236.15	234.94	235.3			235.74(-0.23%)	DP	OpenShort	-65	0.3	-11	-10000	7	-63	73.73	74%	0.09	-40.6	0.44%	0	-0.3	41	0

21	Mar_30_2017	228.71	236.27	235.04	234.93			236.29(0.32%)	DP	OpenShort	-65	0.8	-13	-10000	9	-80	56.74	74%	0.09	-42.3	0.44%	0	0	43	0
22	Mar_29_2017	228.51	236.36	235.21	234.47			235.54(0.09%)	DP	OpenShort	-65	0.6	-19	-10000	5	-89	61.95	74%	0.1	-41.6	0.44%	0	-0.5	45	0
23	Mar_28_2017	228.28	236.56	235.51	234.22			235.32(0.73%)	DP	OpenShort	-65	0.6	-17	-10000	6	-86	93.48	69%	0.1	-38.2	0.44%	0	-0.7	46	0
24	Mar_27_2017	228.05	236.63	235.66	233.9			233.62(-0.1%)	DT	OpenShort	-75	-0.2	-35	-10000	-12	-103	87.45	67%	0.11	-44	0.45%	0	-1.7	36	0
25	Mar_24_2017	227.79	236.82	236.08	234.53			233.86(-0.07%)	DT	OpenShort	-75	-0.4	-30	-10000	-12	-85	112.5	67%		-31.9	0.45%	0	-1.8	35	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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