Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Nov. 29, 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 $262.7100 (-0.06%) ($262.2000 - $263.6300) on Wed. Nov. 29, 2017.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.35% (three month average)
RSI   63
Latest Price   $262.7100(-0.06%)
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 0.6% a week on average for past two weeks.
Market Behavior   Rotation from growth to value for large cap. Rotation from growth to value 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 -0.175% in a week (0% probabilities).
VIXM(-22%)    TLT(-21%)    UUP(-19%)    GDXJ(-4%)    IGOV(-3%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.175% (StdDev 0.35%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $261.19(0.58%)
10 Day Moving Average   $259.83(1.11%)
20 Day Moving Average   $259.05(1.41%)
To recent high   -0.1%
To recent low   7.3%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   2.3
One Month Target Price   > $262.71
(if BBV positive, VIX trend negative.)
Correction Price   < $258.11

CFTC S&P 500 speculative net positions   112.5000 k (Fri. Nov. 24, 2017) Decrease
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 -3.8% away from the target price of 262.71.
$. SPY price fluctuates within 0.61% (three month std-dev: 0.35%) 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

> 20171229

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	Nov_29_2017	251.25	259.05	259.83	261.19			262.71(-0.06%)	UD	OpenLong	75	1	36	-10000	12	108	77.51	79%	0.08	75.4	0.35%	0	2.3	63	0
2	Nov_28_2017	251.05	258.76	259.31	260.64			262.87(1.01%)	UT	OpenLong	75	1.6	38	-10000	21	90	98.97	79%	0.08	79.2	0.34%	0	3	65	0
3	Nov_27_2017	250.84	258.44	258.82	259.73			260.23(-0.05%)	UD	OpenLong	75	0.5	22	-10000	12	52	52.27	76%	0.07	82.9	0.33%	0	1.7	56	0
4	Nov_24_2017	250.66	258.31	258.6	259.25			260.36(0.23%)	UT	OpenLong	75	1.1	14	-10000	8	30	27.86	76%	0.11	78.9	0.33%	0	2.1	58	0
5	Nov_22_2017	250.38	258.07	258.36	258.91			259.76(-0.09%)	UD	OpenLong	75	0.7	18	-10000	16	23	45.03	79%	0.04	57.8	0.33%	0	1.5	60	0

6	Nov_21_2017	250.29	257.85	258.27	258.24			259.99(0.65%)	UT	OpenLong	75	1.6	9	-10000	10	6	69.18	79%	0.07	44.2	0.35%	0	1.9	62	0
7	Nov_20_2017	250.11	257.68	258.12	257.79			258.3(0.17%)	DP	OpenShort	-75	0.5	-2	-10000	0	-7	48.08	78%	0.07	39	0.34%	0	0.6	58	0
8	Nov_17_2017	249.94	257.57	258.16	257.8			257.86(-0.29%)	UT	HoldLong	50	0.1	1	-10000	-1	7	75.76	65%	0.07	45	0.34%	0	0.3	58	0
9	Nov_16_2017	249.77	257.53	258.22	257.84			258.62(0.85%)	UT	OpenLong	75	0.7	4	-10000	2	11	67.78	65%	0.06	51.2	0.4%	0	1	55	0
10	Nov_15_2017	249.62	257.39	258.12	257.75			256.44(-0.5%)	N/A	N/A	0	-1.2	-4	-10000	-11	16	80.81	61%	0.06	52.3	0.39%	0	-0.8	58	0

11	Nov_14_2017	249.47	257.37	258.25	258.29			257.73(-0.23%)	UD	OpenLong	65	-0.5	9	-10000	-4	49	61.32	69%	0.06	68.9	0.38%	0	0.3	68	0
12	Nov_13_2017	249.32	257.27	258.21	258.47			258.33(0.09%)	UD	OpenLong	65	-0.1	13	-10000	-2	59	50.23	69%	0.06	72.9	0.39%	0	0.9	60	0
13	Nov_10_2017	249.17	257.12	258.07	258.58			258.09(-0.03%)	UD	OpenLong	65	-0.4	16	-10000	-2	68	59.98	59%	0.06	76	0.39%	0	0.8	62	0
14	Nov_9_2017	249.01	256.97	258.03	258.65			258.17(-0.36%)	UD	OpenLong	75	-0.4	19	-10000	2	68	95.09	59%	0.06	77.4	0.44%	0	0.9	55	0
15	Nov_8_2017	248.86	256.79	257.8	258.53			259.11(0.17%)	UT	OpenLong	75	0.4	22	-10000	6	68	50.47	59%	0.06	75.5	0.43%	0	1.7	65	0

16	Nov_7_2017	248.7	256.58	257.42	258.21			258.67(-0.07%)	UD	OpenLong	75	0.4	19	-10000	6	58	57.5	59%	0.06	78.4	0.43%	0	1.6	65	0
17	Nov_6_2017	248.56	256.38	257.2	257.91			258.85(0.15%)	UT	OpenLong	75	0.7	19	-10000	7	56	49.65	59%	0.07	78.4	0.43%	0	1.9	67	0
18	Nov_3_2017	248.39	256.13	256.92	257.49			258.45(0.33%)	UT	OpenLong	75	0.8	14	-10000	3	46	59.59	59%	0.06	81.3	0.43%	0	1.9	66	0
19	Nov_2_2017	248.24	255.92	256.76	257.34			257.59(0.04%)	UT	OpenLong	75	0.2	19	-10000	7	54	56.45	59%	0.05	97.7	0.43%	0	1.5	65	0
20	Nov_1_2017	248.11	255.77	256.58	256.94			257.49(0.13%)	UT	OpenLong	75	0.5	19	-10000	8	51	54.2	59%	0.05	102.2	0.43%	0	1.5	66	0

21	Oct_31_2017	247.98	255.56	256.4	256.5			257.15(0.16%)	UT	OpenLong	75	0.5	11	-10000	2	38	60.3	59%	0.06	100	0.43%	0	1.3	62	0
22	Oct_30_2017	247.84	255.35	256.23	256.39			256.75(-0.37%)	UD	OpenLong	75	0.3	12	-10000	2	40	54.29	59%	0.06	103.8	0.43%	0	1.1	62	0
23	Oct_27_2017	247.7	255.14	256.09	256.26			257.71(0.82%)	UT	OpenLong	75	1	13	-10000	2	44	85.56	59%	0.06	100	0.43%	0	1.7	71	0
24	Oct_26_2017	247.56	254.82	255.81	256.14			255.62(0.13%)	UT	OpenLong	75	-0.3	11	-10000	-0	44	69.8	56%	0.05	93.9	0.42%	0	0.5	60	0
25	Oct_25_2017	247.44	254.57	255.72	256.17			255.29(-0.5%)	UD	OpenLong	65	-0.5	10	-10000	-2	45	103.72	56%		86.7	0.42%	0	0.4	55	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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