Trading Signals: FEX Stock Price Prediction and Forecast

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Tue. Jun. 24, 2014

Trading Signals: FEX Stock Price Prediction and Forecast (Mon. Mar. 17, 2014 - Wed. Jul. 26, 2023)

(First Trust Large Cap Core AlphaDEX Fund)
FEX latest price $41.5511 (-0.45%) ($41.5039 - $41.9783) on Tue. Jun. 24, 2014.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.65% (three month average)
RSI   68
Latest Price   $41.5511(-0.45%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   FEX advances 0.1% a day on average for past five trading days.
Weekly Trend   FEX advances 0.7% a week on average for past two weeks.
Market Behavior   Normal for large cap. Normal for small cap.
Correlated ETFs   Broad market will support FEX advance at 0% a week (0% probability)
QQQ(32%)    SPY(32%)    VT(32%)    XLV(31%)    XLI(30%)
Factors Impacting FEX price   FEX will decline at least -0.325% in a week (0% probabilities).
VIXM(-32%)    TLT(-17%)    SHY(-14%)    TIP(-7%)    GLD(-7%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.325% (StdDev 0.65%)
Hourly BBV 0 ()
Intraday Trend -0.5%

5 Day Moving Average   $41.72(-0.4%)
10 Day Moving Average   $41.44(0.27%)
20 Day Moving Average   $41.17(0.93%)
To recent high   -0.7%
To recent low   8.4%
Market Cap   $N/A

$. FEX price fluctuates within 1.09% (three month std-dev: 0.65%) daily (68% of days).

Sample size 3 Average positive next day return: 0.23%(67%) Average negative next day return: -0.21%(33%) Sample size 3 Average positive next three day return: 0%(0%) Average negative next three day return: -0.52%(100%) Sample size 3 Average positive next weekly return: 2.47%(33%) Average negative next weekly return: -0.46%(67%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20140724

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	Jun_24_2014	40	41.17	41.44	41.72	41.77	41.78	41.55(-0.45%)	UD	OpenLong	75	-0.4	17	10	1	66	0.19	40%	0.05	100	0.65%	0	0.8	68	INF
2	Jun_23_2014	39.98	41.12	41.41	41.68	41.72	41.84	41.74(-0.29%)	UD	OpenLong	75	0.1	36	20	21	82	0.1	40%	0.08	104.6	0.65%	0	1.4	75	INF
3	Jun_20_2014	39.95	41.03	41.37	41.57	41.57	41.76	41.86(0.34%)	UT	HoldLong	65	0.6	47	30	33	88	0.08	40%	0.08	97.4	0.65%	0	1.8	79	INF
4	Jun_19_2014	39.92	40.94	41.31	41.41	41.38	41.6	41.72(0.05%)	UT	HoldLong	65	0.6	50	40	38	85	0.09	40%	0.05	89.2	0.65%	0	1.6	78	INF
5	Jun_18_2014	39.9	40.84	41.24	41.25	41.21	41.37	41.7(0.8%)	UT	HoldLong	65	0.9	41	20	31	72	0.15	43%	0.08	76	0.66%	0	1.7	79	INF

6	Jun_17_2014	39.87	40.73	41.15	41.13	41.08	41.16	41.37(0.48%)	UT	HoldLong	65	0.4	24	10	12	61	0.09	40%	0.08	59.3	0.66%	0	1.2	79	INF
7	Jun_16_2014	39.84	40.65	41.08	41.11	41.05	41.04	41.17(0.2%)	UT	HoldLong	50	0.1	15	-10	-1	61	0.08	40%	0.05	57	0.66%	0	0.9	77	INF
8	Jun_13_2014	39.82	40.58	41.04	41.14	41.08	41.01	41.09(0.46%)	UD	OpenLong	65	-0.1	11	-20	-10	75	0.11	40%	0.05	56.6	0.66%	0	0.9	80	INF
9	Jun_12_2014	39.8	40.5	40.99	41.18	41.17	41.05	40.9(-0.53%)	UD	OpenLong	65	-0.5	15	-20	-12	96	0.1	40%	0.05	56.8	0.67%	0	0.7	81	INF
10	Jun_11_2014	39.78	40.46	40.97	41.21	41.22	41.15	41.12(-0.34%)	UT	HoldLong	50	-0.2	28	-10	-4	122	0.09	40%	0.05	60.1	0.67%	0	1.1	90	INF

11	Jun_10_2014	39.76	40.41	40.9	41.16	41.18	41.28	41.26(-0.16%)	UD	OpenLong	75	0.2	46	20	13	143	0.14	40%	0.05	65.3	0.67%	0	1.5	97	INF
12	Jun_9_2014	39.74	40.34	40.8	41.04	41.06	41.29	41.33(0.07%)	UT	HoldLong	65	0.5	62	40	33	148	0.12	40%	0.08	66.9	0.68%	0	1.8	82	INF
13	Jun_6_2014	39.71	40.25	40.68	40.91	40.88	41.08	41.3(0.57%)	UT	HoldLong	65	0.8	62	30	34	145	0.11	40%	0.08	63.6	0.68%	0	2	83	INF
14	Jun_5_2014	39.68	40.17	40.54	40.78	40.74	40.83	41.06(0.58%)	UT	HoldLong	65	0.6	49	10	21	131	0.13	40%	0.05	61.5	0.69%	0	1.9	83	INF
15	Jun_4_2014	39.66	40.1	40.41	40.69	40.66	40.68	40.83(0.3%)	UT	OpenLong	75	0.3	37	0	11	115	0.32	40%	0.05	61.7	0.69%	0	1.7	66	INF

16	Jun_3_2014	39.64	40.03	40.28	40.6	40.6	40.65	40.71(0.07%)	UT	OpenLong	75	0.3	32	10	11	93	0.11	40%	0.05	59.8	0.69%	0	1.7	58	INF
17	Jun_2_2014	39.62	39.98	40.19	40.52	40.52	40.63	40.68(0.09%)	UT	OpenLong	75	0.4	34	20	18	83	0.18	40%	0.05	64.2	0.7%	0	1.8	59	INF
18	May_30_2014	39.6	39.93	40.08	40.41	40.42	40.54	40.64(0.12%)	UT	OpenLong	75	0.7	39	20	27	73	0.07	40%	0.05	67.1	0.71%	0	2.1	66	INF
19	May_29_2014	39.58	39.88	39.97	40.25	40.27	40.41	40.59(0.56%)	UT	OpenLong	75	1.1	33	30	26	54	0.11	40%	0.05	62.7	0.71%	0	2.4	66	INF
20	May_28_2014	39.56	39.83	39.9	40.08	40.11	40.3	40.37(0.09%)	UT	OpenLong	75	1.2	33	40	30	41	0.11	40%	0.05	57.1	0.72%	0	2.2	60	INF

21	May_27_2014	39.54	39.79	39.87	39.91	39.95	40.14	40.33(0.56%)	UT	OpenLong	75	1.8	30	40	29	33	0.13	40%	0.05	36.2	0.72%	0	2.3	64	INF
22	May_23_2014	39.52	39.74	39.84	39.81	39.78	39.93	40.1(0.61%)	UT	OpenLong	75	1.3	23	20	22	24	0.32	40%	0.03	21.8	0.73%	0	1.6	55	INF
23	May_22_2014	39.51	39.7	39.79	39.72	39.69	39.76	39.86(0.24%)	UT	OpenLong	75	0.7	15	10	16	11	0.14	40%	0.03	9.4	0.73%	0	0.8	53	INF
24	May_21_2014	39.5	39.7	39.79	39.65	39.63	39.76	39.76(0.72%)	DP	OpenShort	-75	0.5	-3	-0	-2	-6	0.17	40%	0	10	0.74%	0	0.4	51	INF
25	May_20_2014	39.5	39.69	39.76	39.69	39.61	39.63	39.48(-0.87%)	DT	OpenShort	-75	-1.1	-12	-0	-14	-7	0.2	40%		32	0.74%	0	-1.1	46	INF
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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