Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Nov. 19, 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 $104.7200 (0.85%) ($103.9200 - $105.0100) on Wed. Nov. 19, 2003.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.74% (three month average)
RSI   47
Latest Price   $104.7200(0.85%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.3% a day on average for past five trading days.
Weekly Trend   SPY declines -0.3% 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 -0.37% in a week (0% probabilities).
TLT(-33%)    SHY(-21%)    REMX(-0%)    LQD(18%)    OIH(64%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.37% (StdDev 0.74%)
Hourly BBV 0 ()
Intraday Trend 0.7%

Resistance Level   $105.17
5 Day Moving Average   $105.06(-0.32%)
10 Day Moving Average   $105.37(-0.62%)
20 Day Moving Average   $105.17(-0.43%)
To recent high   -1.6%
To recent low   5%
Market Cap   $N/A

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

$. SPY price fluctuates within 0.9% (three month std-dev: 0.74%) 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

> 20031219

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	Nov_19_2003	102.04	105.17	105.37	105.06			104.72(0.85%)	DP	OpenShort	-75	-0.4	-13	-10000	-8	-28	29.85	49%	0.06	10	0.74%	0	-0.5	47	0
2	Nov_18_2003	101.98	105.12	105.48	105.38			103.84(-1.04%)	DT	OpenShort	-75	-1.6	-8	-10000	-7	-10	41.17	47%	0.07	13.5	0.73%	0	-1.4	43	0
3	Nov_17_2003	101.91	105.18	105.69	105.65			104.93(-0.5%)	UD	OpenLong	65	-0.8	2	-10000	-1	9	44.44	50%	0.07	19.8	0.73%	0	-0.3	51	0
4	Nov_14_2003	101.84	105.19	105.81	105.7			105.46(-0.85%)	UD	OpenLong	65	-0.3	6	-10000	-1	28	49.16	50%	0.07	21.8	0.73%	0	0.3	66	0
5	Nov_13_2003	101.77	105.13	105.8	105.7			106.36(0.03%)	UT	OpenLong	75	0.7	11	-10000	0	43	29.73	52%	0.09	21.6	0.72%	0	1.3	75	0

6	Nov_12_2003	101.68	105.08	105.7	105.73			106.33(1.12%)	UT	HoldLong	65	0.7	17	-10000	3	60	28.06	52%	0.07	28.6	0.72%	0	1.4	76	0
7	Nov_11_2003	101.61	105	105.7	105.64			105.15(-0.03%)	UD	OpenLong	65	-0.6	14	-10000	-3	66	26.81	49%	0.07	32.9	0.72%	0	0.2	68	0
8	Nov_10_2003	101.54	105.01	105.58	105.76			105.18(-0.41%)	UD	OpenLong	65	-0.7	16	-10000	-4	74	25.54	49%	0.06	43	0.72%	0	0.2	53	0
9	Nov_7_2003	101.48	104.99	105.45	105.92			105.61(-0.74%)	UD	OpenLong	75	-0.4	21	-10000	2	76	31.74	52%	0.06	54.4	0.72%	0	0.7	54	0
10	Nov_6_2003	101.42	104.94	105.26	105.86			106.4(0.53%)	UT	OpenLong	75	0.7	22	-10000	5	71	28.41	53%	0.05	59.5	0.72%	0	1.8	66	0

11	Nov_5_2003	101.37	104.83	104.96	105.66			105.84(0.08%)	UT	OpenLong	75	0.2	14	-10000	3	48	33.66	48%	0.04	67.6	0.72%	0	1.3	51	0
12	Nov_4_2003	101.33	104.73	104.73	105.53			105.76(-0.22%)	UD	OpenLong	75	0.3	11	-10000	4	30	31.44	48%	0.04	76.4	0.77%	0	1.4	54	0
13	Nov_3_2003	101.29	104.65	104.63	105.38			105.99(0.66%)	UT	OpenLong	75	0.8	16	-10000	12	26	37.61	48%	0.06	101.4	0.77%	0	1.8	53	0
14	Oct_31_2003	101.23	104.54	104.51	104.91			105.3(-0.09%)	UD	OpenLong	75	0.6	8	-10000	8	6	25.77	48%	0.05	106	0.78%	0	1.1	52	0
15	Oct_30_2003	101.18	104.45	104.4	104.57			105.4(0.21%)	N/A	N/A	0	1	5	-10000	10	-10	39.15	48%	0.05	101.3	0.78%	0	1.2	55	0

16	Oct_29_2003	101.13	104.31	104.38	104.16			105.18(0.13%)	N/A	N/A	0	1.1	1	-10000	8	-21	30.97	48%	0.06	89.5	0.78%	0	1	56	0
17	Oct_28_2003	101.07	104.16	104.38	103.83			105.04(1.36%)	DP	OpenShort	-65	1	-7	-10000	1	-31	35.04	48%	0.07	61.7	0.78%	0	0.7	57	0
18	Oct_27_2003	101	103.92	104.35	103.79			103.63(0.05%)	DP	OpenShort	-75	-0.1	-13	-10000	-7	-30	32.51	45%	0.05	46.2	0.76%	0	-0.2	46	0
19	Oct_24_2003	100.95	103.8	104.48	104.07			103.58(0.22%)	DP	OpenShort	-75	-0.3	-5	-10000	-3	-10	51.74	49%	0.04	40.5	0.79%	0	-0.1	50	0
20	Oct_23_2003	100.91	103.64	104.59	104.21			103.35(-0.18%)	N/A	N/A	0	-0.5	-8	-10000	-10	0	46.43	49%	0.04	29.8	0.8%	0	-0.2	53	0

21	Oct_22_2003	100.87	103.51	104.7	104.62			103.54(-1.26%)	UD	OpenLong	65	-0.6	2	-10000	-7	30	34.13	49%	0.06	24.6	0.8%	0	0	61	0
22	Oct_21_2003	100.81	103.4	104.77	104.91			104.86(-0.17%)	UD	OpenLong	65	-0	13	-10000	-2	58	26.77	49%	0.08	24	0.79%	0	0.8	74	0
23	Oct_20_2003	100.73	103.29	104.72	104.99			105.04(0.75%)	UT	HoldLong	65	0	24	-10000	1	92	27.79	49%	0.08	24.4	0.8%	0	1	83	0
24	Oct_17_2003	100.65	103.16	104.6	104.97			104.26(-1.09%)	UD	OpenLong	65	-0.4	27	-10000	-1	110	32.8	49%	0.09	25.6	0.81%	0	0.6	71	0
25	Oct_16_2003	100.56	103.12	104.53	105.03			105.41(0.4%)	UT	HoldLong	65	0.2	39	-10000	5	139	32.79	51%		30	0.82%	0	1.3	82	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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