Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Oct. 19, 2017

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

(SPDR S&P 500 ETF Trust)
SPY latest price $255.7900 (0.03%) ($254.3500 - $255.8300) on Thu. Oct. 19, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.41% (three month average)
RSI   84
Latest Price   $255.7900(0.03%)
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 0.5% a week on average for past two weeks.
Market Behavior   Value stock rally 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(92%)
Factors Impacting SPY price   SPY will decline at least -0.205% in a week (0% probabilities).
VIXM(-22%)    TLT(-21%)    UUP(-19%)    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   -0.205% (StdDev 0.41%)
Hourly BBV 0 ()
Intraday Trend 0.4%

5 Day Moving Average   $255.44(0.14%)
10 Day Moving Average   $255.02(0.3%)
20 Day Moving Average   $253.24(1.01%)
To recent high   0%
To recent low   5.4%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.1
One Month Target Price   > $255.79
(if BBV positive, VIX trend negative.)
Correction Price   < $250.55

CFTC S&P 500 speculative net positions   140.5000 k (Fri. Oct. 13, 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 -1.3% away from the target price of 255.79.
$. SPY price fluctuates within 0.95% (three month std-dev: 0.41%) 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

> 20171119

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	Oct_19_2017	246.93	253.24	255.02	255.44			255.79(0.03%)	UT	HoldLong	65	0.1	22	-10000	4	75	61.9	59%	0.06	61.1	0.41%	0	1.1	84	0
2	Oct_18_2017	246.79	252.92	254.9	255.21			255.72(0.1%)	UT	HoldLong	65	0.2	24	-10000	2	90	40.89	59%	0.06	57.9	0.41%	0	1.2	86	0
3	Oct_17_2017	246.65	252.63	254.65	255.07			255.47(0.07%)	UT	HoldLong	65	0.2	29	-10000	3	105	31.56	59%	0.04	58.1	0.41%	0	1.2	86	0
4	Oct_16_2017	246.56	252.36	254.39	254.9			255.29(0.13%)	UT	HoldLong	65	0.2	34	-10000	5	122	38.22	59%	0.06	56.5	0.41%	0	1.3	88	0
5	Oct_13_2017	246.42	252.07	254.1	254.64			254.95(0.12%)	UT	HoldLong	65	0.1	34	-10000	2	131	54.8	59%	0.06	56.7	0.42%	0	1.3	88	0

6	Oct_12_2017	246.28	251.78	253.75	254.64			254.64(-0.15%)	UD	OpenLong	75	0.1	35	-10000	0	139	47.07	62%	0.06	63.2	0.42%	0	1.3	81	0
7	Oct_11_2017	246.14	251.54	253.34	254.52			255.02(0.16%)	UT	HoldLong	65	0.2	43	-10000	7	150	47.67	62%	0.06	73.5	0.42%	0	1.7	85	0
8	Oct_10_2017	245.99	251.29	252.86	254.15			254.62(0.26%)	UT	HoldLong	65	0.2	41	-10000	7	141	43.06	62%	0.07	82.1	0.42%	0	1.7	76	0
9	Oct_9_2017	245.83	251.04	252.32	253.8			253.95(-0.17%)	UD	OpenLong	75	0.1	37	-10000	6	128	35.8	62%	0.07	94.4	0.42%	0	1.6	75	0
10	Oct_6_2017	245.67	250.8	251.82	253.47			254.37(-0.11%)	UD	OpenLong	75	0.5	38	-10000	12	115	80.65	59%	0.07	88.2	0.43%	0	1.9	79	0

11	Oct_5_2017	245.49	250.41	251.32	252.85			254.66(0.59%)	UT	HoldLong	65	1	37	-10000	16	99	63.52	59%	0.08	79.7	0.44%	0	2.3	83	0
12	Oct_4_2017	245.3	250.01	250.77	251.98			253.16(0.12%)	UT	OpenLong	75	0.7	26	-10000	11	70	55.95	57%	0.05	77.6	0.44%	0	1.9	68	0
13	Oct_3_2017	245.17	249.7	250.44	251.36			252.86(0.21%)	UT	OpenLong	75	0.9	24	-10000	14	52	66.81	57%	0.05	72.1	0.44%	0	1.9	66	0
14	Oct_2_2017	245.04	249.36	250.12	250.61			252.32(0.43%)	UT	OpenLong	75	1.1	16	-10000	12	29	59.02	57%	0.06	71	0.44%	0	1.9	65	0
15	Sep_29_2017	244.9	249.12	249.84	249.93			251.23(0.35%)	UT	OpenLong	75	0.9	7	-10000	6	9	85.58	53%	0.05	76.8	0.44%	0	1.5	65	0

16	Sep_28_2017	244.78	248.93	249.62	249.57			250.35(0.12%)	UT	OpenLong	75	0.6	5	-10000	3	9	44.78	56%	0.04	85.2	0.46%	0	1.1	75	0
17	Sep_27_2017	244.67	248.72	249.62	249.57			250.05(0.39%)	UT	OpenLong	75	0.5	4	-10000	0	17	81	53%	0.04	81	0.47%	0	0.9	71	0
18	Sep_26_2017	244.57	248.47	249.58	249.38			249.08(0.06%)	UD	OpenLong	65	-0.2	6	-10000	-3	31	54.08	53%	0.04	70.8	0.48%	0	0.4	68	0
19	Sep_25_2017	244.47	248.26	249.68	249.56			248.93(-0.2%)	UD	OpenLong	65	-0.3	12	-10000	-3	55	57.06	53%	0.04	71.2	0.48%	0	0.4	71	0
20	Sep_22_2017	244.38	248.06	249.73	249.72			249.44(0.02%)	UT	OpenLong	75	-0.1	18	-10000	1	69	51.21	53%	0.05	73.4	0.48%	0	0.7	59	0

21	Sep_21_2017	244.27	247.8	249.47	249.67			249.39(-0.27%)	UD	OpenLong	65	-0.1	14	-10000	-3	63	48.21	53%	0.05	70.6	0.48%	0	0.8	60	0
22	Sep_20_2017	244.16	247.57	249.25	249.81			250.06(0.04%)	UT	OpenLong	75	0.1	19	-10000	-0	74	59.57	50%	0.05	64.8	0.48%	0	1.1	70	0
23	Sep_19_2017	244.04	247.33	248.94	249.83			249.97(0.1%)	UT	OpenLong	75	0.1	21	-10000	0	85	47.11	53%	0.05	65.1	0.48%	0	1.2	73	0
24	Sep_18_2017	243.93	246.98	248.57	249.84			249.72(0.21%)	UT	OpenLong	75	-0.1	25	-10000	2	94	46.24	53%	0.05	56.7	0.49%	0	1.2	73	0
25	Sep_15_2017	243.81	246.64	248.37	249.74			249.19(-0.36%)	UD	OpenLong	75	-0.2	33	-10000	8	108	95.43	51%		51.6	0.5%	0	1.1	72	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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