Trading Signals: SPY Stock Price Prediction and Forecast

^ SPY: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Fri. Sep. 5, 2003

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 30, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $102.8300 (-0.56%) ($102.4000 - $103.5500) on Fri. Sep. 5, 2003.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.87% (three month average)
RSI   72
Latest Price   $102.8300(-0.56%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.4% a day on average for past five trading days.
Weekly Trend   SPY advances 1.3% 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 -0.435% 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   -0.435% (StdDev 0.87%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $102.77(0.06%)
10 Day Moving Average   $101.54(1.27%)
20 Day Moving Average   $100.65(2.17%)
To recent high   -0.6%
To recent low   6.6%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.5
One Month Target Price   > $104.99
(if BBV positive, VIX trend negative.)
Correction Price   < $100.42

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 -0.6% 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 2.1% away from the target price of 104.99.
$. SPY price fluctuates within 1.47% (three month std-dev: 0.87%) 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

> 20031005

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	Sep_5_2003	97.73	100.65	101.54	102.77			102.83(-0.56%)	UD	OpenLong	75	0	29	-10000	9	90	31.66	55%	0.14	88.4	0.87%	0	1.5	72	0
2	Sep_4_2003	97.59	100.41	101.32	102.35			103.41(0.05%)	UT	HoldLong	65	0.7	34	-10000	15	89	28.4	58%	0.15	77	0.87%	0	2	79	0
3	Sep_3_2003	97.44	100.08	101.01	101.7			103.36(0.54%)	UT	HoldLong	65	1.1	28	-10000	14	71	44.93	58%	0.14	58.8	0.9%	0	2.2	79	0
4	Sep_2_2003	97.3	99.74	100.73	101.05			102.8(1.34%)	UT	OpenLong	75	1.2	24	-10000	13	56	50.86	58%	0.26	38.4	0.9%	0	2.1	71	0
5	Aug_29_2003	97.05	99.51	100.48	100.48			101.44(0.67%)	UT	OpenLong	75	0.7	17	-10000	8	45	28.72	59%	0.14	26.4	0.9%	0	1.5	71	0

6	Aug_28_2003	96.91	99.36	100.29	100.48			100.76(0.62%)	UT	OpenLong	75	0.5	10	-10000	0	38	27.43	59%	0.14	14.2	0.89%	0	1.2	70	0
7	Aug_27_2003	96.77	99.28	100.13	100.14			100.14(0.03%)	UD	OpenLong	65	0	10	-10000	-2	45	18.99	62%	0.12	19	0.89%	0	0.7	70	0
8	Aug_26_2003	96.65	99.23	100.03	100.21			100.11(0.18%)	UD	OpenLong	65	-0.1	13	-10000	-3	59	45.08	62%	0.13	20.2	0.92%	0	0.8	75	0
9	Aug_25_2003	96.52	99.18	99.97	100.36			99.93(0.16%)	UD	OpenLong	65	-0.4	20	-10000	-2	84	23.5	62%	0.12	25.7	0.93%	0	0.7	77	0
10	Aug_22_2003	96.4	99.17	99.86	100.47			99.77(-0.99%)	UD	OpenLong	75	-0.6	24	-10000	1	92	52.05	62%	0.12	34.2	0.93%	0	0.5	57	0

11	Aug_21_2003	96.28	99.19	99.73	100.44			100.77(0.32%)	UT	OpenLong	75	0.3	30	-10000	8	96	46.55	64%	0.14	36.8	0.92%	0	1.4	62	0
12	Aug_20_2003	96.15	99.07	99.45	100.09			100.45(-0.41%)	UD	OpenLong	75	0.3	23	-10000	6	75	23.21	64%	0.15	30.6	0.92%	0	1.3	54	0
13	Aug_19_2003	96.01	99	99.12	99.81			100.86(0.38%)	UT	OpenLong	75	1	18	-10000	6	54	37.46	59%	0.05	21.2	0.92%	0	1.8	57	0
14	Aug_18_2003	95.96	98.9	98.68	99.55			100.48(0.86%)	UT	OpenLong	75	1	13	-10000	8	27	22.95	59%	0.05	9.4	0.97%	0	1.7	54	0
15	Aug_15_2003	95.91	98.78	98.46	99.18			99.62(0.59%)	UT	OpenLong	75	0.5	6	-10000	6	6	12.57	59%	0.04	-11.1	0.97%	0	0.9	47	0

16	Aug_14_2003	95.87	98.77	98.33	98.91			99.04(0%)	DP	OpenShort	-65	0.1	-1	-10000	4	-14	0	59%	0.03	-23.9	0.97%	0	0.3	41	0
17	Aug_13_2003	95.84	98.74	98.35	98.7			99.04(-0.51%)	N/A	N/A	0	0.4	3	-10000	9	-15	36.16	59%	0.04	-40.2	0.97%	0	0.3	53	0
18	Aug_12_2003	95.8	98.78	98.34	98.29			99.55(0.91%)	N/A	N/A	0	1.3	3	-10000	13	-29	43.37	61%	0.04	-52.5	0.97%	0	0.8	51	0
19	Aug_11_2003	95.76	98.81	98.3	97.67			98.65(0.38%)	DP	OpenShort	-65	1	-13	-10000	1	-55	34.64	61%	0.03	-71.6	0.97%	0	-0.2	47	0
20	Aug_8_2003	95.73	98.89	98.4	97.64			98.28(0.29%)	DP	OpenShort	-75	0.6	-13	-10000	-1	-48	27.36	62%	0.03	-72.4	0.98%	0	-0.6	51	0

21	Aug_7_2003	95.7	98.98	98.58	97.68			98(1.05%)	DP	OpenShort	-75	0.3	-16	-10000	-6	-45	43.55	62%	0.03	-63.3	0.99%	0	-0.9	43	0
22	Aug_6_2003	95.67	99.11	98.64	97.96			96.98(0.58%)	DP	OpenShort	-75	-0.9	-16	-10000	-9	-38	51.18	61%	0.01	-52.3	0.99%	0	-1.9	45	0
23	Aug_5_2003	95.66	99.29	98.88	98.4			96.42(-2.12%)	DT	OpenShort	-75	-1.9	-16	-10000	-12	-28	61.75	61%	0.01	-35.8	0.99%	0	-2.7	36	0
24	Aug_4_2003	95.65	99.54	98.88	98.99			98.51(0%)	DT	HoldShort	-50	-0.6	-8	-10000	-6	-14	55.55	66%	0.03	-7.1	0.95%	0	-1.2	40	0
25	Aug_1_2003	95.62	99.65	99.18	99.26			98.51(-0.89%)	DT	OpenShort	-75	-0.9	-9	-10000	-7	-16	49.33	67%		19.5	0.97%	0	-1.4	42	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

Click to see actual return for next trading day.