Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. May. 30, 2017

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. Jun. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $241.5000 (-0.09%) ($241.1600 - $241.7900) on Tue. May. 30, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.46% (three month average)
RSI   57
Latest Price   $241.5000(-0.09%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY advances 0.4% 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 -0.23% in a week (0% probabilities).
VIXM(-22%)    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   -0.23% (StdDev 0.46%)
Hourly BBV 0 ()
Intraday Trend 0.1%

5 Day Moving Average   $241.13(0.15%)
10 Day Moving Average   $239.71(0.75%)
20 Day Moving Average   $239.51(0.83%)
To recent high   -0.1%
To recent low   3.9%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.4
One Month Target Price   > $243.19
(if BBV positive, VIX trend negative.)
Correction Price   < $237.6

CFTC S&P 500 speculative net positions   404.4000 k (Fri. May. 26, 2017) 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 0.7% away from the target price of 243.19.
$. SPY price fluctuates within 0.6% (three month std-dev: 0.46%) 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

> 20170630

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	May_30_2017	234.83	239.51	239.71	241.13			241.5(-0.09%)	UD	OpenLong	75	0.3	18	-10000	7	52	35.2	55%	0.1	48.3	0.46%	0	1.4	57	0
2	May_26_2017	234.6	239.36	239.56	240.73			241.71(-0.02%)	UD	OpenLong	75	0.7	19	-10000	11	42	46.63	60%	0.07	49.1	0.49%	0	1.7	56	0
3	May_25_2017	234.44	239.17	239.26	240.05			241.76(0.48%)	UT	OpenLong	75	1.4	18	-10000	17	22	64.07	60%	0.06	50.9	0.5%	0	2.1	56	0
4	May_24_2017	234.29	239	238.99	239.05			240.61(0.23%)	N/A	N/A	0	1.4	11	-10000	16	-3	49.18	60%	0.07	46.8	0.5%	0	1.4	57	0
5	May_23_2017	234.13	238.89	238.89	238.09			240.05(0.22%)	DP	OpenShort	-75	1.8	-8	-10000	0	-30	48.34	60%	0.03	45.5	0.5%	0	1.1	56	0

6	May_22_2017	234.07	238.81	238.89	238.1			239.52(0.51%)	DP	OpenShort	-75	1.3	-10	-10000	-3	-29	61.01	60%	0.07	64.4	0.5%	0	0.7	53	0
7	May_19_2017	233.91	238.69	238.81	238.26			238.31(0.65%)	DP	OpenShort	-75	0	-7	-10000	-2	-20	115.01	60%	0.06	62.1	0.49%	0	-0.3	49	0
8	May_18_2017	233.76	238.53	238.95	238.39			236.77(0.4%)	DP	OpenShort	-75	-1.1	-10	-10000	-9	-12	107.05	58%	0.05	65.6	0.49%	0	-1.2	46	0
9	May_17_2017	233.64	238.49	239.17	238.91			235.82(-1.77%)	N/A	N/A	0	-1.7	-10	-10000	-14	2	172.17	58%	0.04	66.2	0.49%	0	-1.5	39	0
10	May_16_2017	233.54	238.41	239.49	239.72			240.08(-0.09%)	UD	OpenLong	75	0.2	10	-10000	2	35	51.24	68%	0.03	71.1	0.44%	0	0.8	64	0

11	May_15_2017	233.47	238.11	239.36	239.59			240.3(0.55%)	UT	OpenLong	75	0.3	10	-10000	2	34	61.92	69%	0.06	63.2	0.44%	0	1.1	64	0
12	May_12_2017	233.32	237.83	239.19	239.47			238.98(-0.17%)	UD	OpenLong	65	-0.2	7	-10000	-3	36	53.91	69%	0.06	61.6	0.44%	0	0.6	67	0
13	May_11_2017	233.18	237.53	239.11	239.61			239.38(-0.2%)	UD	OpenLong	75	-0.1	17	-10000	2	61	62.36	69%	0.06	51	0.44%	0	0.8	81	0
14	May_10_2017	233.03	237.26	239.04	239.49			239.87(0.18%)	UT	HoldLong	65	0.2	23	-10000	5	77	54.29	69%	0.06	48	0.44%	0	1.1	77	0
15	May_9_2017	232.89	237.02	238.88	239.21			239.44(-0.09%)	UD	OpenLong	75	0.1	26	-10000	3	94	51.36	71%	0.06	44.4	0.44%	0	1	81	0

16	May_8_2017	232.75	236.81	238.79	239.07			239.66(-0.02%)	UD	OpenLong	75	0.3	32	-10000	4	115	48.39	71%	0.06	44.8	0.45%	0	1.3	78	0
17	May_5_2017	232.6	236.57	238.55	238.88			239.7(0.39%)	UT	OpenLong	75	0.4	37	-10000	6	128	62	71%	0.06	43	0.44%	0	1.4	73	0
18	May_4_2017	232.46	236.35	238.06	238.55			238.76(0.12%)	UT	HoldLong	65	0.1	33	-10000	0	130	61.46	71%	0.06	39.8	0.44%	0	1.2	77	0
19	May_3_2017	232.33	236.14	237.74	238.52			238.48(-0.12%)	UD	OpenLong	75	-0	34	-10000	0	135	73.14	72%	0.05	40	0.45%	0	1.2	66	0
20	May_2_2017	232.22	235.98	237.26	238.51			238.77(0.04%)	UT	OpenLong	75	0.1	33	-10000	1	130	57.38	72%	0.06	41.5	0.45%	0	1.4	62	0

21	May_1_2017	232.09	235.8	236.79	238.46			238.68(0.25%)	UT	OpenLong	75	0.1	36	-10000	6	126	66.88	72%	0.06	48.1	0.45%	0	1.6	60	0
22	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
23	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
24	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
25	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%		39.6	0.46%	0	2.7	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

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