Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Jan. 24, 2023

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 10, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $400.2000 (-0.11%) ($397.6400 - $401.1500) on Tue. Jan. 24, 2023.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.38% (three month average)
RSI   70
Latest Price   $400.2000(-0.11%)
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 1.4% a week on average for past two weeks.
Market Behavior   Normal for large cap. Normal for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVW(95%)    IWF(95%)    VT(95%)    VUG(93%)    IVE(91%)
Factors Impacting SPY price   SPY will decline at least -0.69% in a week (0% probabilities).
VIXM(-62%)    UUP(-26%)    VXX(-25%)    SHY(-14%)    TBT(-10%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.69% (StdDev 1.38%)
Hourly BBV 0.7 ()
Intraday Trend 0.3%

5 Day Moving Average   $395.39(1.22%)
10 Day Moving Average   $395.72(1.13%)
20 Day Moving Average   $389.57(2.73%)
To recent high   -1.8%
To recent low   7.9%
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 1.91% (three month std-dev: 1.38%) daily (68% of days).

Sample size 50 Average positive next day return: 1.5%(58%) Average negative next day return: -0.62%(42%) Sample size 50 Average positive next three day return: 2.49%(46%) Average negative next three day return: -1.53%(54%) Sample size 50 Average positive next weekly return: 3.66%(42%) Average negative next weekly return: -2.04%(58%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

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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	Jan_24_2023	385.27	389.57	395.72	395.39	395.01	399.19	400.2(-0.11%)	UD	OpenLong	75	0.6	141	70	148	119	58.77	61%	0.04	46.1	1.38%	0.7	1.4	70	-1.5
2	Jan_23_2023	385.12	388.58	394.51	394.91	394.01	395.74	400.63(1.2%)	UT	OpenLong	75	0.8	171	20	182	136	84.01	61%	0.02	40.3	1.39%	1.2	1.7	68	-1.6
3	Jan_20_2023	385.03	387.8	393.24	394.49	393.87	390.82	395.88(1.83%)	N/A	N/A	0	0.2	-44	-60	-71	38	91.52	64%	0	33.3	1.41%	1.2	1.2	64	-1.3
4	Jan_19_2023	385.03	387.02	391.7	394.71	394.77	392.27	388.76(-0.7%)	DT	OpenShort	-75	-0.9	-159	-40	-208	-10	86.66	61%	-0.02	20.5	1.4%	-1	0.3	66	-1.2
5	Jan_18_2023	385.1	386.6	391.31	396.06	396.53	396.91	391.49(-1.58%)	UD	OpenLong	65	-0.7	20	10	-2	85	99.38	61%	-0.02	13.5	1.4%	-2	0.7	61	-1.1

6	Jan_17_2023	385.17	386.18	390.34	395.88	396.08	397.27	397.77(-0.2%)	UD	OpenLong	75	0.3	106	20	100	125	62.4	67%	-0.07	5.8	1.39%	0.7	1.7	66	-1.6
7	Jan_13_2023	385.43	385.68	388.79	393.9	393.66	396.14	398.56(0.4%)	UT	OpenLong	75	0.8	90	40	84	107	63.86	66%	-0.05	-7.6	1.44%	1.5	2.1	68	-1.9
8	Jan_12_2023	385.64	385.57	387.2	391.8	392.08	394.89	396.96(0.36%)	UT	OpenLong	75	1	180	50	195	136	90.01	66%	-0.05	-14.5	1.48%	1.2	2.1	59	-1.6
9	Jan_11_2023	385.82	385.67	385.15	388.28	389.26	391.17	395.52(1.26%)	UT	OpenLong	75	1.3	128	40	140	90	68.62	66%	-0.04	-24.7	1.48%	1.6	1.8	63	-1.9
10	Jan_10_2023	385.99	385.72	383.65	385.93	385.95	389.27	390.58(0.7%)	UT	OpenLong	75	0.7	91	60	100	63	65.04	66%	-0.06	-32.5	1.47%	0.2	0.8	60	-2.1

11	Jan_9_2023	386.23	385.79	382.81	384	384.58	387.34	387.86(-0.06%)	UD	OpenLong	75	0.6	174	50	201	92	73.78	66%	-0.09	-46.2	1.48%	0.6	0.3	54	-2
12	Jan_6_2023	386.58	386.14	382.05	382.92	382.72	382.63	388.08(2.29%)	UT	OpenLong	75	0.7	40	-0	48	16	104.03	61%	-0.11	-57	1.52%	2	0.3	47	-1.8
13	Jan_5_2023	386.99	386.35	381.75	381.99	381.77	381.83	379.38(-1.14%)	DT	OpenShort	-75	-0.3	-37	-0	-37	-36	76.57	59%	-0.13	-66.7	1.5%	-0.7	-0.9	31	-1
14	Jan_4_2023	387.48	387.08	381.9	381.44	382.07	382.81	383.76(0.74%)	N/A	N/A	0	0.3	37	20	57	-22	85.74	62%	-0.12	-70.1	1.49%	0.7	-0.4	32	-0.9
15	Jan_3_2023	387.95	387.83	381.53	380.98	381.13	381.72	380.93(-0.39%)	DP	OpenShort	-65	-0	-3	10	15	-58	74.63	64%	-0.23	-69.9	1.54%	0.6	-0.9	33	-0.1

16	Dec_30_2022	388.84	389.07	381.75	381.38	380.97	381.33	382.43(-0.26%)	N/A	N/A	0	0.1	5	0	27	-60	83.96	62%	-0.1	-58.6	1.57%	-0	-0.8	41	1
17	Dec_29_2022	389.22	390.27	382.39	381.04	380.94	380.55	383.44(1.8%)	DP	OpenShort	-75	0.3	-22	-10	-2	-81	66.97	59%	-0.1	-53.6	1.58%	0	-0.7	39	-57.9
18	Dec_28_2022	389.6	391.43	383.8	381.6	380.84	380.62	376.66(-1.26%)	DT	OpenShort	-75	-0.5	-62	-10	-51	-93	70.81	59%	-0.09	-46.2	1.59%	-1.7	-1.5	37	1.3
19	Dec_27_2022	389.95	392.43	386.25	382.37	382.2	381.34	381.46(-0.38%)	N/A	N/A	0	-0.1	-0	-20	18	-55	51.52	59%	-0.14	-47.4	1.6%	0.2	-1.2	39	1.2
20	Dec_23_2022	390.51	393.21	387.94	382.08	381.75	381.06	382.91(0.58%)	DP	OpenShort	-75	0.1	-72	-20	-65	-92	59.75	57%	-0.08	-50.9	1.59%	0.1	-1.2	35	1.3

21	Dec_22_2022	390.82	394.19	388.99	382.16	381.87	383.06	380.72(-1.43%)	DT	HoldShort	-50	-0.2	-18	20	1	-76	99.9	57%	-0.09	-47.7	1.61%	-0.8	-1.6	29	1.8
22	Dec_21_2022	391.16	395.32	390.58	383.94	382.56	382.45	386.23(1.5%)	DP	OpenShort	-65	0.3	-7	-10	15	-73	78	55%	-0.06	-41.3	1.6%	1.3	-1.1	31	1.6
23	Dec_20_2022	391.38	396.03	391.31	386.57	384.28	380.68	380.54(0.14%)	DP	OpenShort	-75	-0.8	-166	-80	-172	-147	74.18	55%	-0.08	-33.3	1.61%	-0.3	-1.9	24	1
24	Dec_19_2022	391.69	396.84	392.75	390.86	389.46	382.67	380.02(-0.85%)	DT	OpenShort	-75	-1.5	-257	-130	-285	-173	79.63	55%	-0.08	-21.8	1.61%	-1.4	-2.4	41	1.8
25	Dec_16_2022	392.01	397.74	394.8	394.64	395.47	387.88	383.27(-1.63%)	DT	OpenShort	-75	-1.9	-285	-130	-324	-167	118.94	55%		-10.1	1.61%	-0.9	-2.4	42	0.6
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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