Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Sep. 16, 2003

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. Jun. 20, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $103.5800 (1.46%) ($102.1700 - $103.6400) on Tue. Sep. 16, 2003.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.83% (three month average)
RSI   71
Latest Price   $103.5800(1.46%)
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 0.6% 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 -0.415% in a week (0% probabilities).
TLT(-33%)    SHY(-21%)    REMX(0%)    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   -0.415% (StdDev 0.83%)
Hourly BBV 0 ()
Intraday Trend 1.3%

5 Day Moving Average   $102.47(1.08%)
10 Day Moving Average   $102.85(0.71%)
20 Day Moving Average   $101.85(1.7%)
To recent high   -0.1%
To recent low   7.4%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.3
One Month Target Price   > $104.51
(if BBV positive, VIX trend negative.)
Correction Price   < $100.17

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 -0.1% 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 0.9% away from the target price of 104.51.
$. SPY price fluctuates within 1.29% (three month std-dev: 0.83%) 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

> 20031016

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_16_2003	98.49	101.85	102.85	102.47			103.58(1.46%)	UT	OpenLong	75	0.8	14	-10000	3	45	37.96	56%	0.12	54.3	0.83%	0	1.3	71	0
2	Sep_15_2003	98.37	101.69	102.76	102.35			102.09(-0.35%)	UD	OpenLong	65	-0.2	8	-10000	-7	54	21.32	53%	0.12	60.8	0.85%	0	0.3	67	0
3	Sep_12_2003	98.25	101.57	102.72	102.67			102.45(0.19%)	UD	OpenLong	65	-0.2	19	-10000	-2	80	42.44	51%	0.11	69.7	0.86%	0	0.7	71	0
4	Sep_11_2003	98.14	101.41	102.57	102.75			102.26(0.29%)	UD	OpenLong	65	-0.3	17	-10000	-5	84	38.8	53%	0.1	71.4	0.86%	0	0.6	60	0
5	Sep_10_2003	98.04	101.25	102.39	102.98			101.96(-1.01%)	UD	OpenLong	65	-0.7	18	-10000	-6	91	45.95	53%	0.11	79.6	0.87%	0	0.5	61	0

6	Sep_9_2003	97.93	101.14	102.23	103.26			103(-0.66%)	UD	OpenLong	75	-0.2	27	-10000	1	103	35.08	55%	0.14	94	0.87%	0	1.2	64	0
7	Sep_8_2003	97.79	100.92	101.93	103.22			103.68(0.83%)	UT	OpenLong	75	0.3	34	-10000	10	104	32.67	55%	0.06	93.4	0.87%	0	1.8	71	0
8	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
9	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
10	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

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		-52.5	0.97%	0	0.8	51	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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