Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Jul. 17, 2017

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 24, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $245.5300 (-0.01%) ($245.3300 - $245.9100) on Mon. Jul. 17, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.47% (three month average)
RSI   56
Latest Price   $245.5300(-0.01%)
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   Normal 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 -0.235% 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   -0.235% (StdDev 0.47%)
Hourly BBV 0 ()
Intraday Trend 0%

5 Day Moving Average   $244.34(0.49%)
10 Day Moving Average   $243.25(0.94%)
20 Day Moving Average   $243(1.04%)
To recent high   -0%
To recent low   5.2%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.9
One Month Target Price   > $245.53
(if BBV positive, VIX trend negative.)
Correction Price   < $239.76

CFTC S&P 500 speculative net positions   78.6000 k (Fri. Jul. 14, 2017) Increase
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 -0.5% away from the target price of 245.53.
$. SPY price fluctuates within 0.54% (three month std-dev: 0.47%) 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

> 20170817

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	Jul_17_2017	239.22	243	243.25	244.34			245.53(-0.01%)	UD	OpenLong	75	0.9	24	-10000	11	64	33.53	63%	0.04	16.7	0.47%	0	1.9	56	0
2	Jul_14_2017	239.13	242.84	242.87	243.71			245.56(0.47%)	UT	OpenLong	75	1.6	19	-10000	12	40	60.26	63%	0.04	2	0.48%	0	2.3	56	0
3	Jul_13_2017	239.03	242.73	242.43	243.02			244.42(0.17%)	UT	OpenLong	75	1.4	14	-10000	13	15	39.47	61%	0.03	-16.7	0.49%	0	1.6	54	0
4	Jul_12_2017	238.95	242.7	242.3	242.25			244.01(0.75%)	N/A	N/A	0	1.7	1	-10000	4	-8	59.61	59%	0.03	-35.7	0.49%	0	1.3	53	0
5	Jul_11_2017	238.87	242.71	242.02	242.25			242.19(-0.07%)	DT	OpenShort	-75	0.2	-6	-10000	0	-24	50.35	57%	0.01	-37.2	0.49%	0	-0.5	47	0

6	Jul_10_2017	238.84	242.77	242.11	242			242.37(0.11%)	DP	OpenShort	-65	0.4	-6	-10000	2	-31	36.66	57%	0.03	-39.5	0.49%	0	-0.4	41	0
7	Jul_7_2017	238.77	242.82	242.18	241.89			242.11(0.65%)	DP	OpenShort	-65	0.2	-7	-10000	2	-32	57.97	57%	0.03	-46.5	0.49%	0	-0.7	49	0
8	Jul_6_2017	238.69	242.91	242.24	241.74			240.55(-0.91%)	DT	OpenShort	-75	-1.1	-19	-10000	-10	-47	66.12	55%	0.03	-47.7	0.49%	0	-2.2	40	0
9	Jul_5_2017	238.63	243.07	242.5	242.32			242.77(0.23%)	DP	OpenShort	-65	0.5	-4	-10000	5	-32	54.43	59%	0.06	-27	0.47%	0	-0.3	44	0
10	Jul_3_2017	238.48	243.1	242.51	242.04			242.21(0.17%)	DP	OpenShort	-75	0.2	-16	-10000	-4	-53	39.15	59%	0.05	-29.7	0.47%	0	-1	41	0

11	Jun_30_2017	238.37	243.19	242.74	242.25			241.8(0.19%)	DP	OpenShort	-75	-0.5	-14	-10000	-5	-42	86.82	59%	0.05	-10.8	0.47%	0	-1.5	45	0
12	Jun_29_2017	238.26	243.31	242.84	242.52			241.35(-0.88%)	DT	OpenShort	-75	-1.4	-13	-10000	-5	-38	106.95	59%	0.05	8.6	0.47%	0	-2.3	44	0
13	Jun_28_2017	238.13	243.42	243.09	242.82			243.49(0.9%)	DP	OpenShort	-65	0.8	-6	-10000	2	-29	70.04	65%	0.06	35.3	0.45%	0	0.1	49	0
14	Jun_27_2017	237.98	243.33	243.15	242.71			241.33(-0.81%)	DT	OpenShort	-75	-1.5	-13	-10000	-6	-33	82.25	62%	0.05	35.1	0.45%	0	-2.2	40	0
15	Jun_26_2017	237.86	243.36	243.48	243.04			243.29(0.07%)	DP	OpenShort	-75	0.3	-8	-10000	-5	-17	56.7	67%	0.06	61.8	0.44%	0	-0.1	51	0

16	Jun_23_2017	237.71	243.29	243.49	243.32			243.13(0.12%)	DT	HoldShort	-50	-0.2	-1	-10000	2	-9	66.99	67%	0.06	83.8	0.44%	0	-0.2	45	0
17	Jun_22_2017	237.56	243.23	243.53	243.22			242.84(-0.05%)	DT	OpenShort	-75	-0.4	-8	-10000	-4	-18	44.15	67%	0.07	100	0.44%	0	-0.4	43	0
18	Jun_21_2017	237.4	243.13	243.63	243.41			242.95(-0.02%)	DT	OpenShort	-75	-0.4	-6	-10000	-5	-10	55.98	60%	0.06	110.9	0.44%	0	-0.2	49	0
19	Jun_20_2017	237.25	243	243.71	243.66			243.01(-0.67%)	N/A	N/A	0	-0.5	-3	-10000	-6	8	56.91	60%	0.07	101.9	0.47%	0	0	60	0
20	Jun_19_2017	237.09	242.85	243.74	243.97			244.66(0.83%)	UT	OpenLong	75	0.5	11	-10000	5	29	65.12	63%	0.07	93.4	0.46%	0	1.2	67	0

21	Jun_16_2017	236.93	242.54	243.66	243.71			242.64(-0.46%)	UD	OpenLong	65	-0.6	5	-10000	-3	30	84.55	58%	0.06	76.1	0.46%	0	0.1	59	0
22	Jun_15_2017	236.79	242.28	243.82	243.71			243.77(-0.19%)	UD	OpenLong	75	-0	12	-10000	0	49	66.46	63%	0.06	58.6	0.45%	0	0.7	66	0
23	Jun_14_2017	236.65	241.9	243.78	243.87			244.24(-0.13%)	UD	OpenLong	75	0.1	17	-10000	2	63	78.6	63%	0.07	42.7	0.46%	0	0.9	75	0
24	Jun_13_2017	236.48	241.69	243.52	243.75			244.55(0.49%)	UT	HoldLong	65	0.3	21	-10000	5	68	60.07	63%	0.08	44.6	0.47%	0	1.2	80	0
25	Jun_12_2017	236.29	241.47	243.22	243.48			243.36(-0.02%)	UD	OpenLong	65	-0.1	16	-10000	-2	71	86.11	61%		43.9	0.46%	0	0.8	79	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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