Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Oct. 12, 2020

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Tue. Apr. 16, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $352.4300 (1.61%) ($349.0600 - $354.0200) on Mon. Oct. 12, 2020.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.1% (three month average)
RSI   68
Latest Price   $352.4300(1.61%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.7% a day on average for past five trading days.
Weekly Trend   SPY advances 2.4% a week on average for past two weeks.
Market Behavior   Broad based rally for large cap. Broad based rally for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVW(96%)    IWF(95%)    DIA(93%)    QQQ(92%)    IWD(91%)
Factors Impacting SPY price   SPY will decline at least -0.55% in a week (0% probabilities).
VIXM(-54%)    UUP(-28%)    VXX(-19%)    IGOV(-9%)    EDOC(-8%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.55% (StdDev 1.1%)
Hourly BBV 1.5 ()
Intraday Trend 0.8%

Inflection Point   Yes
5 Day Moving Average   $343.75(2.53%)
10 Day Moving Average   $340.01(3.65%)
20 Day Moving Average   $335.69(4.99%)
To recent high   -1.5%
To recent low   11.9%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   74.0000 k (Fri. Oct. 9, 2020) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 2.12% (three month std-dev: 1.1%) daily (68% of days).

Sample size 50 Average positive next day return: 1.39%(50%) Average negative next day return: -1.14%(50%) Sample size 50 Average positive next three day return: 1.32%(60%) Average negative next three day return: -2.79%(40%) Sample size 50 Average positive next weekly return: 2.29%(58%) Average negative next weekly return: -3.4%(42%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20201112

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_12_2020	326.26	335.69	340.01	343.75	345.04	348.71	352.43(1.61%)	UT	OpenLong	75	1.2	280	90	291	248	77.01	50%	0.18	32.5	1.1%	1.5	2.3	68	2.7
2	Oct_9_2020	325.67	334.87	338.09	341.22	341.68	344.62	346.85(0.89%)	UT	OpenLong	75	0.9	218	60	220	211	59.23	47%	0.16	23.2	1.09%	1.3	2	67	2.6
3	Oct_8_2020	325.14	334.17	336.26	338.61	339.63	341.37	343.78(0.89%)	UT	OpenLong	75	1	191	40	196	177	44.53	47%	0.14	3.7	1.09%	1.3	1.8	61	1.7
4	Oct_7_2020	324.67	333.62	334.26	337.27	337.15	338.74	340.76(1.74%)	UT	OpenLong	75	0.7	72	30	64	97	56.77	47%	0.15	-24	1.08%	1.6	1.4	53	1
5	Oct_6_2020	324.17	333.5	332.48	336.09	336.51	337.89	334.93(-1.42%)	UD	OpenLong	75	-0.2	121	30	132	89	89.76	44%	0.13	-44.2	1.08%	-0.9	0.3	45	0.3

6	Oct_5_2020	323.76	333.4	332	335.58	335.75	335.55	339.76(1.77%)	UT	OpenLong	75	0.8	55	-0	59	42	45.37	46%	0.17	-60.7	1.07%	1.9	1.3	47	0.6
7	Oct_2_2020	323.21	333.46	330.67	334.47	334.56	335.14	333.84(-0.95%)	DT	OpenShort	-75	-0.1	-33	10	-36	-25	88.55	42%	0.15	-71.8	1.06%	-0.9	0.1	44	0.4
8	Oct_1_2020	322.72	333.97	330.31	333.44	334.68	335.95	337.04(0.64%)	UT	OpenLong	75	0.6	156	40	191	51	91.48	42%	0.18	-71.8	1.05%	0.6	0.5	52	0.8
9	Sep_30_2020	322.15	334.87	330.05	330.74	331.81	333.99	334.89(0.76%)	UT	OpenLong	75	0.5	96	60	127	1	107.27	42%	0.15	-58.4	1.05%	0.3	0	51	0.8
10	Sep_29_2020	321.66	335.66	330.29	328.29	328.82	333.41	332.37(-0.54%)	UD	OpenLong	75	0.5	174	100	227	16	51.4	42%	0.13	-56.4	1.06%	0.5	-0.4	42	0.9

11	Sep_28_2020	321.25	336.46	330.95	327.87	327.2	329.63	334.19(1.66%)	UT	OpenLong	75	0.7	233	50	294	49	66.14	42%	0.13	-52.6	1.07%	1.4	-0.3	51	0.7
12	Sep_25_2020	320.82	337.23	331.27	326.43	326.02	324.23	328.73(1.62%)	DP	OpenShort	-75	0.2	-43	-40	-25	-97	70.37	34%	0.13	-49.8	1.1%	1.5	-0.9	38	0.6
13	Sep_24_2020	320.41	338.2	331.82	326.81	325.96	324.77	323.5(0.27%)	DP	OpenShort	-75	-0.3	-212	-30	-219	-191	77.6	26%	0.12	-44.5	1.09%	-1.3	-1.5	31	0.3
14	Sep_23_2020	320.01	339.45	332.94	329.28	328.34	327.81	322.64(-2.32%)	DT	HoldShort	-65	-0.7	-64	-20	-42	-128	93.51	26%	0.12	-34.6	1.14%	-1.5	-1.9	24	0.1
15	Sep_22_2020	319.63	340.6	334.72	332.52	330.42	327.14	330.3(1.02%)	DP	OpenShort	-75	-0.3	-171	-90	-169	-175	63.31	28%	0.15	-25.1	1.1%	0.7	-1.3	33	0.7

16	Sep_21_2020	319.16	341.28	335.08	334.49	333.31	328.88	326.97(-1.11%)	DT	OpenShort	-75	-1	-314	-100	-335	-249	100.52	28%	0.14	-16.7	1.1%	-1	-1.8	34	0.8
17	Sep_18_2020	318.71	342.01	336.67	336.79	337.11	333.69	330.65(-1.55%)	DT	OpenShort	-75	-0.9	-223	-70	-230	-201	104.13	30%	0.13	-7.8	1.09%	-1.2	-1.6	35	1.1
18	Sep_17_2020	318.3	342.48	338.13	337.47	338.6	337.74	335.84(-0.88%)	DT	OpenShort	-75	-0.2	-133	-10	-124	-161	90.99	32%	0.14	-4.2	1.07%	-1.5	-1	40	1.1
19	Sep_16_2020	317.86	342.61	340.15	337.08	338.46	340.53	338.82(-0.4%)	N/A	N/A	0	0.3	32	60	68	-75	82.29	32%	0.17	-6.3	1.07%	-0.5	-0.6	43	0.7
20	Sep_15_2020	317.32	342.65	341.43	337.27	337.78	339.45	340.17(0.51%)	N/A	N/A	0	0.4	112	40	158	-25	54.09	32%	0.17	-1.6	1.09%	0.5	-0.4	48	0.6

21	Sep_14_2020	316.78	342.57	342.29	335.88	337.41	336.39	338.46(1.32%)	N/A	N/A	0	0.4	2	-10	30	-81	67.43	32%	0.18	-5.8	1.09%	0.5	-0.6	48	0.6
22	Sep_11_2020	316.21	342.55	343.47	336.7	336.63	336.11	334.06(0.05%)	DP	OpenShort	-75	-0.4	-169	-10	-177	-143	84.3	21%	0.18	-0.5	1.09%	-1.2	-1.3	48	0.3
23	Sep_10_2020	315.65	342.77	344.98	338.97	338.73	338.43	333.89(-1.74%)	DT	OpenShort	-75	-0.8	-45	-10	-43	-49	90.32	21%	0.18	11.1	1.32%	-1.6	-1.4	49	-0.6
24	Sep_9_2020	315.09	343.02	346.46	343.73	341.8	337.16	339.79(1.97%)	DP	OpenShort	-75	-0.6	-151	-110	-182	-58	92.2	22%	0.22	36.6	1.3%	1	-0.5	55	-0.4
25	Sep_8_2020	314.41	342.74	347	346.29	346.06	339.03	333.21(-2.73%)	DT	OpenShort	-75	-2	-327	-140	-397	-117	115.93	14%		48.2	1.28%	-1.4	-1.4	48	-1.2
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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