Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Oct. 15, 2003

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 23, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $104.9900 (-0.27%) ($104.6400 - $105.8900) on Wed. Oct. 15, 2003.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.82% (three month average)
RSI   78
Latest Price   $104.9900(-0.27%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY advances 2% 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 -0.41% in a week (0% probabilities).
TLT(-33%)    SHY(-21%)    REMX(-0%)    LQD(18%)    OIH(64%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.41% (StdDev 0.82%)
Hourly BBV 0 ()
Intraday Trend -0.8%

5 Day Moving Average   $104.8(0.18%)
10 Day Moving Average   $104.24(0.72%)
20 Day Moving Average   $103.06(1.87%)
To recent high   -0.3%
To recent low   8.9%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.2
One Month Target Price   > $104.99
(if BBV positive, VIX trend negative.)
Correction Price   < $100.69

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 -0.3% 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 -0.7% away from the target price of 104.99.
$. SPY price fluctuates within 1.62% (three month std-dev: 0.82%) 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

> 20031115

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_15_2003	100.46	103.06	104.24	104.8			104.99(-0.27%)	UD	OpenLong	75	0.1	41	-10000	5	148	39.89	51%	0.09	34	0.82%	0	1.2	78	0
2	Oct_14_2003	100.37	102.97	103.96	104.6			105.27(0.35%)	UT	OpenLong	75	0.4	41	-10000	5	149	38.51	51%	0.05	36.3	0.82%	0	1.4	71	0
3	Oct_13_2003	100.32	102.87	103.45	104.4			104.9(0.32%)	UT	OpenLong	75	0.3	35	-10000	5	126	23.83	51%	0.12	36.7	0.82%	0	1.3	57	0
4	Oct_10_2003	100.2	102.72	103.06	104.19			104.57(0.28%)	UT	OpenLong	75	0.3	31	-10000	5	110	22.69	51%	0.11	30.1	0.82%	0	1.3	58	0
5	Oct_9_2003	100.09	102.6	102.61	103.96			104.28(0.27%)	UT	OpenLong	75	0.2	27	-10000	9	80	40.1	51%	0.12	25.5	0.82%	0	1.2	50	0

6	Oct_8_2003	99.97	102.49	102.21	103.59			104(-0.25%)	UD	OpenLong	75	0.3	16	-10000	9	38	30.94	51%	0.12	15	0.82%	0	1.1	45	0
7	Oct_7_2003	99.85	102.38	101.91	103.21			104.26(0.39%)	UT	OpenLong	75	0.8	18	-10000	20	13	42.64	55%	0.11	3.1	0.82%	0	1.4	52	0
8	Oct_6_2003	99.74	102.31	101.74	102.35			103.86(0.45%)	N/A	N/A	0	1.2	3	-10000	13	-28	20.25	55%	0.1	-15.1	0.86%	0	1.2	49	0
9	Oct_3_2003	99.64	102.28	101.57	101.76			103.39(0.92%)	N/A	N/A	0	1.3	0	-10000	16	-47	48.82	53%	0.08	-20.5	0.86%	0	0.9	54	0
10	Oct_2_2003	99.56	102.25	101.56	101.07			102.45(0.36%)	DP	OpenShort	-65	1.1	-10	-10000	10	-68	44.64	53%	0.08	-28.7	0.87%	0	0.2	50	0

11	Oct_1_2003	99.48	102.29	101.73	100.64			102.08(2.13%)	DP	OpenShort	-65	1.1	-15	-10000	5	-73	65.81	53%	0.08	-26.6	0.88%	0	-0.2	50	0
12	Sep_30_2003	99.4	102.35	101.84	100.44			99.95(-0.97%)	DT	OpenShort	-75	-0.4	-31	-10000	-14	-83	70.78	49%	0.05	-20.2	0.85%	0	-1.9	43	0
13	Sep_29_2003	99.35	102.5	102.21	101.04			100.93(0.98%)	DP	OpenShort	-75	-0.1	-20	-10000	-8	-56	36.79	51%	0.07	3.5	0.84%	0	-1.3	41	0
14	Sep_26_2003	99.28	102.54	102.35	101.37			99.95(-0.33%)	DT	OpenShort	-75	-1.2	-27	-10000	-17	-58	42.92	49%	0.08	17.9	0.84%	0	-2.3	34	0
15	Sep_25_2003	99.2	102.61	102.63	102.11			100.28(-0.82%)	DT	OpenShort	-75	-1.7	-23	-10000	-20	-33	53.19	49%	0.07	39.8	0.85%	0	-2.2	41	0

16	Sep_24_2003	99.13	102.63	102.86	102.97			101.11(-1.78%)	DT	OpenShort	-75	-1.7	-9	-10000	-10	-4	41.72	49%	0.07	61	0.86%	0	-1.4	41	0
17	Sep_23_2003	99.06	102.6	102.97	103.43			102.94(0.38%)	N/A	N/A	0	-0.4	-0	-10000	-3	8	32.51	53%	0.1	64.9	0.83%	0	0.3	48	0
18	Sep_22_2003	98.96	102.46	102.98	103.56			102.55(-1.08%)	UD	OpenLong	75	-0.8	6	-10000	2	16	36.7	53%	0.1	60.3	0.84%	0	0.1	50	0
19	Sep_19_2003	98.86	102.33	103.09	103.46			103.67(-0.89%)	UD	OpenLong	75	0.1	12	-10000	6	28	34.39	52%	0.12	54.3	0.83%	0	1	62	0
20	Sep_18_2003	98.74	102.19	103	103.22			104.6(1.18%)	UT	OpenLong	75	1	17	-10000	11	34	30.3	54%	0.13	55.8	0.84%	0	1.7	71	0

21	Sep_17_2003	98.61	101.97	102.86	102.75			103.38(-0.19%)	UD	OpenLong	75	0.5	14	-10000	7	36	32.07	52%	0.12	54.6	0.83%	0	1.1	70	0
22	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
23	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
24	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
25	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%		71.4	0.86%	0	0.6	60	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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