Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Jun. 5, 2003

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. Jun. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $99.6500 (0.49%) ($98.2700 - $99.6500) on Thu. Jun. 5, 2003.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.04% (three month average)
RSI   69
Latest Price   $99.6500(0.49%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.9% a day on average for past five trading days.
Weekly Trend   SPY advances 2.5% 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)
QQQ(91%)    IWM(89%)    XLK(89%)    XLY(87%)    EEM(82%)
Factors Impacting SPY price   SPY will decline at least -0.52% in a week (0% probabilities).
TLT(-33%)    SHY(-21%)    REMX(1%)    LQD(17%)    OIH(64%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.52% (StdDev 1.04%)
Hourly BBV 0 ()
Intraday Trend 1.1%

5 Day Moving Average   $98.09(1.59%)
10 Day Moving Average   $96.53(3.23%)
20 Day Moving Average   $95.2(4.67%)
To recent high   0%
To recent low   15.8%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   2.2
One Month Target Price   > $99.65
(if BBV positive, VIX trend negative.)
Correction Price   < $94.47

CFTC S&P 500 speculative net positions   37.8000 k (Sat. Apr. 25, 2020) Increase
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. The price is 0% to new high. In the past, the price will move at least 10% above the recent low once it hits new high. Now it's -5.4% away from the target price of 99.65.
$. SPY price fluctuates within 2.15% (three month std-dev: 1.04%) daily (68% of days).

Sample size 0 Average positive next day return: 0%(0%) Average negative next day return: 0%(0%) Sample size 0 Average positive next three day return: 0%(0%) Average negative next three day return: %(0%) Sample size 0 Average positive next weekly return: 0%(0%) Average negative next weekly return: 0%(0%)

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	Jun_5_2003	92.22	95.2	96.53	98.09			99.65(0.49%)	UT	OpenLong	75	0.8	51	-10000	17	152	46.43	74%	0.17	65.1	1.04%	0	2.2	69	0
2	Jun_4_2003	92.06	94.87	95.83	97.25			99.16(1.86%)	UT	OpenLong	75	1.1	39	-10000	14	113	49.44	74%	0.17	65.3	1.05%	0	2.4	69	0
3	Jun_3_2003	91.9	94.59	95.15	96.55			97.35(0%)	UT	HoldLong	50	0.5	26	-10000	8	78	0	72%	0.14	71.7	1.04%	0	1.8	63	0
4	Jun_2_2003	91.77	94.37	94.67	96.16			97.35(0.41%)	UT	OpenLong	75	0.9	25	-10000	15	56	50.7	72%	0.14	74.8	1.05%	0	2.1	61	0
5	May_30_2003	91.64	94.15	94.39	95.4			96.95(1.6%)	UT	OpenLong	75	1.3	19	-10000	13	36	52.54	72%	0.14	79.2	1.06%	0	2.3	65	0

6	May_29_2003	91.51	93.89	94.17	94.73			95.42(-0.26%)	UD	OpenLong	75	0.6	15	-10000	11	28	50.98	70%	0.11	73.1	1.05%	0	1.4	66	0
7	May_28_2003	91.41	93.71	94.06	94.17			95.67(0.28%)	UT	OpenLong	75	1.3	14	-10000	13	16	37.75	70%	0.12	57.4	1.06%	0	1.7	60	0
8	May_27_2003	91.3	93.52	93.93	93.53			95.4(1.96%)	N/A	N/A	0	1.7	8	-10000	11	-2	43.74	70%	0.12	45.4	1.08%	0	1.7	56	0
9	May_23_2003	91.19	93.34	93.85	92.98			93.57(0%)	DP	OpenShort	-65	0.5	-8	-10000	-5	-17	26.16	67%	0.07	36.1	1.06%	0	0.2	54	0
10	May_22_2003	91.13	93.18	93.88	93.24			93.57(0.99%)	DP	OpenShort	-75	0.3	-6	-10000	-6	-6	38.46	67%	0.08	43.5	1.07%	0	0.3	53	0

11	May_21_2003	91.06	93.08	93.78	93.55			92.65(0.21%)	N/A	N/A	0	-0.7	-4	-10000	-7	7	49.85	67%	0.04	61.4	1.08%	0	-0.3	56	0
12	May_20_2003	91.02	93.06	93.88	93.92			92.46(-0.21%)	N/A	N/A	0	-1.1	0	-10000	-9	27	55.45	67%	0.05	76.4	1.09%	0	-0.4	56	0
13	May_19_2003	90.97	93.02	94.04	94.37			92.65(-2.34%)	UD	OpenLong	65	-1.1	7	-10000	-8	53	43.24	67%	0.05	84.6	1.11%	0	-0.2	57	0
14	May_16_2003	90.92	92.89	94.1	94.82			94.87(-0.25%)	UD	OpenLong	75	0	26	-10000	5	87	38.91	76%	0.13	98.8	1.03%	0	1.3	71	0
15	May_15_2003	90.8	92.62	93.93	94.59			95.11(0.63%)	UT	HoldLong	65	0.3	33	-10000	11	100	43.93	76%	0.15	96.6	1.04%	0	1.5	79	0

16	May_14_2003	90.66	92.29	93.62	94.06			94.51(-0.21%)	UD	OpenLong	75	0.3	25	-10000	5	83	32.23	76%	0.14	84.4	1.05%	0	1.3	67	0
17	May_13_2003	90.53	92.05	93.36	93.83			94.71(-0.18%)	UD	OpenLong	75	0.5	21	-10000	3	74	39.3	76%	0.15	86.4	1.07%	0	1.5	61	0
18	May_12_2003	90.39	91.76	93.07	93.67			94.88(1.23%)	UT	OpenLong	75	0.7	24	-10000	7	73	35.68	76%	0.18	87.4	1.08%	0	1.8	66	0
19	May_9_2003	90.23	91.38	92.75	93.3			93.73(1.38%)	UT	OpenLong	75	0.2	19	-10000	2	71	33.64	74%	0.14	75.7	1.09%	0	1.3	69	0
20	May_8_2003	90.1	91.08	92.41	93.2			92.45(-1.01%)	UD	OpenLong	75	-0.4	20	-10000	2	73	40.77	72%	0.1	71.2	1.09%	0	0.7	66	0

21	May_7_2003	90.01	90.82	92.31	93.09			93.39(-0.55%)	UD	OpenLong	75	0.1	27	-10000	6	91	41.44	72%	0.16	62.9	1.08%	0	1.2	76	0
22	May_6_2003	89.87	90.55	92.18	92.79			93.91(0.95%)	UT	OpenLong	75	0.5	30	-10000	8	97	44.59	72%	0.19	65	1.08%	0	1.6	67	0
23	May_5_2003	89.7	90.25	91.91	92.37			93.03(-0.19%)	UD	OpenLong	75	0.3	28	-10000	5	95	35.46	72%	0.16	0	1.1%	0	1.4	68	0
24	May_2_2003	89.56	90.01	91.58	92.12			93.21(1.43%)	UT	OpenLong	75	0.6	35	-10000	12	104	50.24	72%	0.19	0	1.12%	0	1.7	73	0
25	May_1_2003	89.39	89.72	91.2	91.52			91.9(-0.01%)	UD	OpenLong	75	0.2	25	-10000	2	93	50.41	69%		0	1.12%	0	1.2	69	0
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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