Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Jan. 15, 2004

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 31, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $113.7800 (0.25%) ($112.5800 - $114.0600) on Thu. Jan. 15, 2004.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.64% (three month average)
RSI   79
Latest Price   $113.7800(0.25%)
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 1.1% 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%)    EWG(83%)
Factors Impacting SPY price   SPY will decline at least -0.32% in a week (0% probabilities).
TLT(-33%)    SHY(-21%)    TIP(-12%)    REMX(0%)    LQD(18%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.32% (StdDev 0.64%)
Hourly BBV 0 ()
Intraday Trend 0.2%

5 Day Moving Average   $113.09(0.61%)
10 Day Moving Average   $112.83(0.84%)
20 Day Moving Average   $111.47(2.07%)
To recent high   0%
To recent low   10.1%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.5
One Month Target Price   > $113.78
(if BBV positive, VIX trend negative.)
Correction Price   < $110.14

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 -3.7% away from the target price of 113.78.
$. SPY price fluctuates within 1.38% (three month std-dev: 0.64%) 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	Jan_15_2004	105.9	111.47	112.83	113.09			113.78(0.25%)	UT	HoldLong	65	0.4	27	-10000	2	102	38.43	59%	0.13	87.7	0.64%	0	1.5	79	0
2	Jan_14_2004	105.76	111.19	112.58	113.01			113.5(0.84%)	UT	HoldLong	65	0.3	31	-10000	3	114	30.15	59%	0.13	88.1	0.64%	0	1.5	77	0
3	Jan_13_2004	105.62	110.9	112.35	112.9			112.56(-0.58%)	UD	OpenLong	75	-0.2	30	-10000	0	121	54.29	57%	0.12	85	0.64%	0	1	75	0
4	Jan_12_2004	105.49	110.69	112.22	112.89			113.22(0.74%)	UT	HoldLong	65	0.2	39	-10000	4	145	33.57	57%	0.13	83.5	0.63%	0	1.4	84	0
5	Jan_9_2004	105.35	110.42	111.88	112.74			112.39(-0.87%)	UD	OpenLong	75	-0.2	40	-10000	6	142	54.09	56%	0.11	83.4	0.63%	0	1.1	71	0

6	Jan_8_2004	105.23	110.14	111.62	112.51			113.38(0.4%)	UT	HoldLong	65	0.5	47	-10000	12	150	37.05	58%	0.12	78.6	0.61%	0	1.9	84	0
7	Jan_7_2004	105.1	109.81	111.25	112.09			112.93(0.34%)	UT	HoldLong	65	0.5	44	-10000	10	145	30.18	58%	0.11	71.1	0.61%	0	1.8	84	0
8	Jan_6_2004	104.98	109.53	110.92	111.74			112.55(0.1%)	UT	HoldLong	65	0.5	43	-10000	8	146	20.51	58%	0.12	67.5	0.61%	0	1.8	85	0
9	Jan_5_2004	104.85	109.24	110.55	111.46			112.44(1.09%)	UT	HoldLong	65	0.6	48	-10000	16	143	27.97	58%	0.12	68.9	0.62%	0	2	78	0
10	Jan_2_2004	104.72	108.99	110.26	110.91			111.23(-0.04%)	UD	OpenLong	75	0.2	41	-10000	10	133	38.08	58%	0.17	67.6	0.61%	0	1.5	75	0

11	Dec_31_2003	104.54	108.78	110	110.59			111.28(0.09%)	UT	HoldLong	65	0.5	40	-10000	9	133	31.51	63%	0.11	68.4	0.61%	0	1.7	80	0
12	Dec_30_2003	104.42	108.58	109.69	110.28			111.18(0.02%)	UT	HoldLong	65	0.7	37	-10000	8	122	19.58	60%	0.12	74.2	0.66%	0	1.9	80	0
13	Dec_29_2003	104.29	108.39	109.33	109.97			111.16(1.33%)	UT	OpenLong	75	1	37	-10000	12	110	22.55	61%	0.12	87.6	0.68%	0	2.3	70	0
14	Dec_26_2003	104.16	108.15	109.02	109.52			109.7(0.07%)	UT	OpenLong	75	0.2	25	-10000	-0	98	8.31	59%	0.18	99	0.67%	0	1.4	69	0
15	Dec_24_2003	103.97	107.98	108.84	109.53			109.62(-0.1%)	UD	OpenLong	75	0.1	31	-10000	6	104	8.06	54%	0.13	106.9	0.68%	0	1.5	61	0

16	Dec_23_2003	103.83	107.8	108.56	109.3			109.73(0.06%)	UT	OpenLong	75	0.4	28	-10000	8	88	24.76	54%	0.11	111.9	0.72%	0	1.8	64	0
17	Dec_22_2003	103.72	107.59	108.27	108.99			109.66(0.7%)	UT	OpenLong	75	0.6	27	-10000	11	74	27.64	52%	0.11	107.9	0.72%	0	1.9	63	0
18	Dec_19_2003	103.61	107.32	108.05	108.58			108.9(-0.75%)	UD	OpenLong	75	0.3	16	-10000	4	53	41.47	50%	0.1	83.9	0.73%	0	1.3	57	0
19	Dec_18_2003	103.51	107.08	107.84	108.42			109.72(1.12%)	UT	OpenLong	75	1	20	-10000	9	53	29.79	54%	0.1	63	0.73%	0	1.9	68	0
20	Dec_17_2003	103.41	106.82	107.61	108.07			108.5(0.31%)	UT	OpenLong	75	0.3	19	-10000	9	47	23.21	51%	0.1	53.7	0.73%	0	1.3	65	0

21	Dec_16_2003	103.31	106.59	107.47	107.71			108.16(0.52%)	UT	OpenLong	75	0.3	15	-10000	7	40	32.91	54%	0.08	39.5	0.73%	0	1.1	65	0
22	Dec_15_2003	103.23	106.43	107.38	107.43			107.6(-0.5%)	UD	OpenLong	75	0.1	9	-10000	0	37	38.69	54%	0.07	33.6	0.75%	0	0.9	66	0
23	Dec_12_2003	103.16	106.32	107.37	107.42			108.14(0.19%)	UT	HoldLong	65	0.5	20	-10000	6	62	34.15	54%	0.1	34.1	0.75%	0	1.4	76	0
24	Dec_11_2003	103.06	106.22	107.2	107.16			107.93(1.12%)	UT	HoldLong	65	0.6	19	-10000	2	70	45.48	54%	0.09	30	0.75%	0	1.3	77	0
25	Dec_10_2003	102.97	106.13	107.04	107.1			106.73(-0.01%)	UD	OpenLong	65	-0.3	18	-10000	-2	79	36.93	50%		32.7	0.74%	0	0.5	64	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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