Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Nov. 22, 2022

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 9, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $399.9000 (1.35%) ($395.1530 - $400.0700) on Tue. Nov. 22, 2022.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.67% (three month average)
RSI   69
Latest Price   $399.9000(1.35%)
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 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%)    IVE(92%)    QQQ(91%)    DIA(90%)
Factors Impacting SPY price   SPY will decline at least -0.835% in a week (0% probabilities).
VIXM(-8%)    TBT(-8%)    SHY(-4%)    VXX(-2%)    UUP(2%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.835% (StdDev 1.67%)
Hourly BBV 2.3 ()
Intraday Trend 0.8%

5 Day Moving Average   $396.04(0.97%)
10 Day Moving Average   $394.38(1.4%)
20 Day Moving Average   $387.76(3.13%)
To recent high   -4.7%
To recent low   12.2%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -79.9000 k (Fri. Feb. 19, 2021) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 2.3% (three month std-dev: 1.67%) daily (68% of days).

Sample size 50 Average positive next day return: 0.59%(50%) Average negative next day return: -0.87%(50%) Sample size 50 Average positive next three day return: 1.6%(52%) Average negative next three day return: -1.73%(48%) Sample size 50 Average positive next weekly return: 1.79%(60%) Average negative next weekly return: -2.8%(40%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20221222

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_22_2022	390.48	387.76	394.38	396.04	395.25	396.2	399.9(1.35%)	UT	OpenLong	75	0.4	52	10	36	101	60.11	52%	0.03	61.7	1.67%	2.3	1.4	69	1.3
2	Nov_21_2022	390.38	386.95	392.64	395.76	394.81	395.29	394.59(-0.36%)	UD	OpenLong	75	-0.1	29	0	9	88	50.99	52%	0.03	70.9	1.68%	0.4	0.9	57	1.6
3	Nov_18_2022	390.25	386.16	391.26	395.92	395.97	394.3	396.03(0.45%)	UD	OpenLong	65	0	15	-30	-6	79	92.63	52%	0.05	77.5	1.69%	0.7	1.1	56	2.1
4	Nov_17_2022	390.06	385.07	389.37	396.42	396.14	394.33	394.24(-0.31%)	CR	SmallShort	-20	-0.2	-81	-30	-118	29	73.78	52%	0.04	82.8	1.68%	-1.1	1	53	2.4
5	Nov_16_2022	389.92	383.68	387.16	396.51	397.21	397.65	395.45(-0.76%)	UD	OpenLong	75	-0.1	42	10	28	82	68.25	52%	0.04	82	1.69%	-1.4	1.2	60	2.5

6	Nov_15_2022	389.77	382.33	385.11	392.24	395.88	397.94	398.47(0.77%)	UT	OpenLong	75	0.7	132	60	142	101	92.68	52%	0.03	76.9	1.68%	0.2	1.7	60	1.8
7	Nov_14_2022	389.67	380.93	383.55	388.95	390.41	396.78	395.42(-0.78%)	UD	OpenLong	75	0.7	148	130	166	94	71.45	52%	0.02	77.1	1.68%	0.7	1.6	56	2.3
8	Nov_11_2022	389.61	379.48	382.45	385.83	386.58	393.82	398.51(0.97%)	UT	OpenLong	75	1.3	332	140	385	171	93.59	53%	0.05	67.7	1.69%	1.2	2	61	2.6
9	Nov_10_2022	389.41	377.44	381.22	381.4	381.99	384.04	394.69(5.5%)	UT	OpenLong	75	1.5	191	40	222	96	140.92	55%	0.05	57.5	1.69%	1.7	2	63	0.9
10	Nov_9_2022	389.2	375.96	379.6	376.66	378.16	379.34	374.13(-2.06%)	N/A	N/A	0	-0.3	6	30	9	-3	78.23	50%	-0	38.9	1.56%	-1.7	-0.2	59	-0.8

11	Nov_8_2022	389.21	375.19	380.44	376.81	376.7	379.94	382(0.58%)	UT	OpenLong	75	0.5	85	60	98	46	84.25	52%	-0.02	27.2	1.55%	1.1	0.7	62	-1.2
12	Nov_7_2022	389.28	374.03	380.67	377.31	376.47	376.98	379.81(0.92%)	UT	OpenLong	75	0.3	64	0	68	50	68.02	52%	0.04	18.7	1.54%	2	0.6	58	-0.2
13	Nov_4_2022	389.14	373.07	380.61	378.59	378.64	373.45	376.35(1.44%)	DP	OpenShort	-75	-0.2	-112	-100	-144	-15	103.29	52%	0.03	19.6	1.54%	-0.2	0.3	59	-0.6
14	Nov_3_2022	389.04	372.44	380.52	381.11	381.4	375.96	371.01(-1.03%)	DT	OpenShort	-75	-1	-260	-100	-328	-57	86.01	52%	-0.02	29.5	1.53%	-1.3	-0.1	63	0.5
15	Nov_2_2022	389.13	372.56	380.22	382.9	384.69	383.82	374.87(-2.51%)	CR	SmallShort	-20	-0.8	-71	-0	-109	43	125.88	52%	0	40	1.54%	-2.5	0.2	58	0.5

16	Nov_1_2022	389.12	372.62	379.76	384.33	385.01	386.84	384.52(-0.44%)	UD	OpenLong	75	0	80	40	62	135	85.13	55%	0.03	47.2	1.51%	-0.7	1.2	69	1.2
17	Oct_31_2022	389.02	372.19	378.44	384.41	384.03	385.55	386.21(-0.7%)	UD	OpenLong	75	0.2	123	20	107	170	96.27	55%	-0.01	56.4	1.51%	0.6	1.5	69	2.2
18	Oct_28_2022	389.06	371.16	376.52	382.94	382.85	383.18	388.92(2.35%)	UT	OpenLong	75	0.6	91	10	69	155	100.23	55%	-0.03	54.7	1.52%	1.9	1.9	69	1.4
19	Oct_27_2022	389.18	369.54	373.41	380.02	380.97	382.51	379.98(-0.53%)	UD	OpenLong	75	-0	89	40	72	138	80.56	55%	-0.08	45.3	1.5%	-1.7	1.2	62	1.8
20	Oct_26_2022	389.5	368.65	372	377.1	377.87	382.53	382.02(-0.75%)	UD	OpenLong	75	0.6	179	90	186	159	102.6	55%	-0.09	31.4	1.53%	0.2	1.6	54	1.3

21	Oct_25_2022	389.85	367.98	369.47	374.4	374	379.44	384.92(1.6%)	UT	OpenLong	75	1.3	249	100	278	161	77.84	55%	-0.07	19.8	1.53%	1.4	2.2	52	1.4
22	Oct_24_2022	390.12	366.83	366.67	371.64	370.71	373.22	378.87(1.22%)	UT	OpenLong	75	1.1	161	40	185	89	82.77	53%	-0.08	-2.2	1.52%	1.6	1.8	48	1.1
23	Oct_21_2022	390.44	366.05	364.7	369.23	369.53	368.56	374.29(2.43%)	UT	OpenLong	75	0.8	34	-20	42	11	128.65	53%	-0.11	-30.6	1.52%	2.2	1.3	55	0.9
24	Oct_20_2022	390.88	365.67	363.47	365.9	368.6	368.21	365.41(-0.84%)	DT	OpenShort	-75	-0.1	-53	10	-56	-44	87.88	51%	-0.11	-58.2	1.49%	-1.7	-0	57	1.4
25	Oct_19_2022	391.33	366.07	364.15	366.01	367.51	370.51	368.5(-0.71%)	UD	OpenLong	75	0.4	95	70	115	36	79.19	54%		-64.8	1.49%	-0.5	0.4	54	0.3
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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