Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Oct. 27, 2023

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Wed. May. 8, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $410.6800 (-0.48%) ($409.2100 - $414.6000) on Fri. Oct. 27, 2023.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.77% (three month average)
RSI   28
Latest Price   $410.6800(-0.48%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.5% a day on average for past five trading days.
Weekly Trend   SPY declines -2% a week on average for past two weeks.
Market Behavior   Broad based sell-off for large cap. Broad based sell-off for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
VT(99%)    IWF(97%)    VUG(96%)    IVW(94%)    QQQ(93%)
Factors Impacting SPY price   SPY will decline at least -0.385% in a week (0% probabilities).
VXX(-69%)    VIXM(-58%)    UUP(-31%)    TBT(-31%)    USO(7%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.385% (StdDev 0.77%)
Hourly BBV -1.6 ()
Intraday Trend -0.8%

Resistance Level   $426.32
5 Day Moving Average   $417(-1.52%)
10 Day Moving Average   $423(-2.91%)
20 Day Moving Average   $426.32(-3.67%)
To recent high   -10.3%
To recent low   0%
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 1.7% (three month std-dev: 0.77%) daily (68% of days).

Sample size 50 Average positive next day return: 1.31%(56%) Average negative next day return: -1.59%(44%) Sample size 50 Average positive next three day return: 1.7%(44%) Average negative next three day return: -2.53%(56%) Sample size 50 Average positive next weekly return: 2.21%(38%) Average negative next weekly return: -2.85%(62%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20231127

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_27_2023	439.81	426.32	423	417	417.3	413.33	410.68(-0.48%)	DT	OpenShort	-75	-0.9	-325	-60	-336	-290	107.21	34%	-0.04	-42.4	0.77%	-1.6	-2.2	28	-1.7
2	Oct_26_2023	440	427.25	425.16	419.1	419.41	417.05	412.68(-1.17%)	DT	OpenShort	-75	-1	-357	-40	-380	-287	114.84	34%	-0.03	-41.9	0.77%	-1.2	-2.3	34	-1.1
3	Oct_25_2023	440.14	428.12	427.33	421.85	421.7	421.27	417.55(-1.44%)	DT	OpenShort	-75	-0.8	-144	-10	-141	-153	93.73	36%	-0.02	-37.3	0.76%	-1.8	-2	46	-0.8
4	Oct_24_2023	440.25	428.62	429.25	424.43	424.04	421.76	423.63(0.75%)	DP	OpenShort	-75	-0.2	-128	-40	-134	-108	78.2	38%	-0.01	-38.6	0.74%	1.2	-1	51	0.4
5	Oct_23_2023	440.29	428.77	430.36	426.91	426.36	422.12	420.46(-0.17%)	DT	OpenShort	-75	-1.3	-383	-70	-448	-186	91.9	36%	-0.02	-40.7	0.74%	-1	-1.7	52	-0.7

6	Oct_20_2023	440.36	429.39	431.65	430.02	429.93	426.32	421.19(-1.23%)	DT	OpenShort	-75	-2	-348	-60	-419	-134	123.85	36%	-0	-36.5	0.74%	-1.6	-1.8	45	-1.3
7	Oct_19_2023	440.37	429.89	432.64	432.08	432.8	430.6	426.43(-0.93%)	DT	OpenShort	-75	-1.4	-201	-30	-255	-40	121.14	38%	0.02	-41.1	0.73%	-2	-0.8	50	-1.4
8	Oct_18_2023	440.28	430.15	432.6	433.53	433.87	433.55	430.43(-1.28%)	CR	SmallShort	-20	-0.7	-98	-0	-136	18	93.36	39%	0.02	-47.6	0.72%	-2.2	0.1	53	-0.7
9	Oct_17_2023	440.17	430.51	432.13	434.71	434.52	435	436.02(0%)	UT	HoldLong	50	0.3	67	10	53	107	75.15	41%	-0.01	-42.9	0.71%	0.3	1.1	64	0.5
10	Oct_16_2023	440.21	430.75	430.74	434.41	434.67	434.2	436.04(1.05%)	UT	OpenLong	75	0.3	40	-10	25	86	75.27	41%	0.04	-42.4	0.72%	1.1	0.9	65	0.8

11	Oct_13_2023	440.05	431.03	429.84	433.66	434.46	434.03	431.5(-0.5%)	N/A	N/A	0	-0.3	-18	-0	-40	47	95.11	41%	0.04	-46.9	0.7%	-1.5	0.1	48	-1.3
12	Oct_12_2023	439.87	431.56	429.43	433.27	433.63	435.13	433.66(-0.61%)	UD	OpenLong	75	0.1	119	30	124	103	81.02	43%	0.05	-42.4	0.71%	-0.4	0.3	53	0.3
13	Oct_11_2023	439.64	432.29	428.87	431.44	431.38	434.89	436.32(0.41%)	UT	OpenLong	75	0.6	290	60	332	162	62.28	43%	0.05	-43.2	0.71%	1.2	0.5	55	0.4
14	Oct_10_2023	439.4	432.7	427.78	429.11	428.48	432.13	434.54(0.52%)	UT	OpenLong	75	0.7	359	60	428	153	78.51	43%	0.04	-48.7	0.72%	1.7	0.2	42	0.2
15	Oct_9_2023	439.24	433.2	426.85	426.53	425.69	427.87	432.29(0.64%)	UT	OpenLong	75	0.6	225	30	288	37	80.29	43%	0.03	-55.8	0.71%	1.5	-0.1	34	-0.1

16	Oct_6_2023	439.1	433.94	426.72	425.54	424.1	424.83	429.54(1.19%)	RB	SmallLong	20	0.4	46	0	86	-75	113.19	41%	0.03	-59	0.71%	2.1	-0.5	30	-0.7
17	Oct_5_2023	438.99	434.7	426.74	425.13	424.34	423.51	424.5(-0.04%)	DT	HoldShort	-65	-0.1	-81	-20	-53	-163	70.09	38%	0.02	-62.3	0.7%	1.7	-1.1	22	-0.7
18	Oct_4_2023	438.89	435.73	427.41	425.93	425.68	423.37	424.66(0.71%)	DP	OpenShort	-75	-0.1	-190	-40	-174	-238	87.28	38%	0.03	-63.8	0.7%	0.4	-1.2	18	-1
19	Oct_3_2023	438.74	436.83	428.73	426.21	426.7	425.16	421.67(-1.33%)	DT	HoldShort	-65	-0.5	-241	-20	-230	-275	103.46	36%	0.02	-65.4	0.7%	-1.6	-1.6	21	-2.1
20	Oct_2_2023	438.65	438.23	430.79	427.05	427.25	427.98	427.34(-0.03%)	DT	OpenShort	-75	0	-75	10	-33	-201	83.59	39%	0.04	-64.6	0.68%	-1.2	-1.3	25	-1.1

21	Sep_29_2023	438.49	439.43	432.34	428.03	427.42	428.25	427.48(-0.24%)	N/A	N/A	0	-0.1	44	10	105	-141	114.97	42%	0.04	-56.3	0.7%	0.1	-1.4	23	-1.3
22	Sep_28_2023	438.33	440.59	433.89	428.62	427.77	426.51	428.52(0.58%)	DP	OpenShort	-75	-0	-95	-30	-57	-207	91.91	42%	0.04	-49.5	0.7%	1.3	-1.4	30	-0.9
23	Sep_27_2023	438.17	441.73	435.98	429.19	428.88	426.59	426.05(0.04%)	DP	OpenShort	-75	-0.4	-280	-40	-278	-285	104.51	44%	0.04	-45.2	0.69%	-0.6	-1.9	28	-1.6
24	Sep_26_2023	438.01	442.95	438.05	431.71	430.84	429.02	425.88(-1.47%)	DT	OpenShort	-75	-0.8	-308	-40	-320	-273	96.01	44%	0.03	-34.5	0.71%	-1.9	-2.3	26	-3
25	Sep_25_2023	437.87	443.9	440.14	435.08	434.33	431.18	432.23(0.42%)	DP	OpenShort	-75	-0.5	-245	-60	-252	-223	70.74	47%		-24.1	0.68%	-0.8	-1.9	28	-1.5
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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