Trading Signals: SPY Stock Price Prediction and Forecast

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Thu. Apr. 1, 2004

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 24, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $113.7800 (0.6%) ($113.0500 - $113.8700) on Thu. Apr. 1, 2004.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.75% (three month average)
RSI   53
Latest Price   $113.7800(0.6%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.5% a day on average for past five trading days.
Weekly Trend   SPY advances 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%)    EWG(83%)
Factors Impacting SPY price   SPY will decline at least -0.375% in a week (0% probabilities).
TLT(-34%)    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   -0.375% (StdDev 0.75%)
Hourly BBV 0 ()
Intraday Trend 0.6%

5 Day Moving Average   $112.69(0.97%)
10 Day Moving Average   $111.5(2.04%)
20 Day Moving Average   $112.23(1.38%)
To recent high   -2.2%
To recent low   3.9%
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 1.7% (three month std-dev: 0.75%) 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

> 20040501

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	Apr_1_2004	111.53	112.23	111.5	112.69			113.78(0.6%)	UT	OpenLong	75	0.6	17	-10000	13	28	45.14	53%	0.07	-34.1	0.75%	0	0.8	53	0
2	Mar_31_2004	111.45	112.31	111.39	112.14			113.1(0.12%)	UT	OpenLong	75	0.5	18	-10000	17	20	48.6	53%	0.07	-37.8	0.75%	0	0.4	58	0
3	Mar_30_2004	111.37	112.42	111.34	111.43			112.97(0.34%)	N/A	N/A	0	0.7	12	-10000	17	-5	39.06	53%	0.07	-44.1	0.75%	0	0.3	50	0
4	Mar_29_2004	111.29	112.53	111.2	110.73			112.59(1.41%)	DP	OpenShort	-65	0.8	-3	-10000	14	-53	44.12	55%	0.06	-48.7	0.75%	0	0	42	0
5	Mar_26_2004	111.22	112.69	111.04	110.73			111.03(0.03%)	DP	OpenShort	-75	0.4	-27	-10000	0	-106	37.41	53%	0.04	-52.2	0.75%	0	-0.7	35	0

6	Mar_25_2004	111.17	112.88	111.19	110.14			111(1.32%)	DP	OpenShort	-75	0.4	-42	-10000	-10	-137	50	53%	0.04	-52.5	0.75%	0	-0.8	31	0
7	Mar_24_2004	111.12	113.08	111.2	110.56			109.55(0.08%)	DP	OpenShort	-75	-0.4	-52	-10000	-17	-158	51.6	50%	0.04	-49	0.74%	0	-1.6	27	0
8	Mar_23_2004	111.08	113.36	111.51	111.26			109.46(-0.17%)	DT	OpenShort	-75	-0.9	-46	-10000	-11	-151	54.12	50%	0.04	-45.7	0.74%	0	-1.8	29	0
9	Mar_22_2004	111.04	113.63	112.01	111.72			109.65(-1.27%)	DT	OpenShort	-75	-1.1	-41	-10000	-8	-140	62.76	50%	0.05	-48.2	0.74%	0	-2.1	30	0
10	Mar_19_2004	110.99	113.89	112.54	112.03			111.06(-1.78%)	DT	OpenShort	-75	-0.6	-42	-10000	-8	-142	48.65	51%	0.05	-52	0.72%	0	-1.7	31	0

11	Mar_18_2004	110.94	114.1	113.06	112.34			113.07(0.03%)	DP	OpenShort	-65	0.5	-23	-10000	10	-122	60.03	58%	0.08	-52.9	0.69%	0	-0.7	42	0
12	Mar_17_2004	110.85	114.2	113.32	111.95			113.04(1.12%)	DP	OpenShort	-65	0.7	-31	-10000	3	-132	41.89	58%	0.07	-62.3	0.71%	0	-0.7	43	0
13	Mar_16_2004	110.77	114.33	113.57	111.85			111.79(0.53%)	DP	OpenShort	-75	-0	-47	-10000	-14	-144	60.11	56%	0.07	-61.4	0.69%	0	-1.6	38	0
14	Mar_15_2004	110.69	114.56	113.94	112.4			111.2(-1.23%)	DT	OpenShort	-75	-0.8	-44	-10000	-19	-118	57.7	56%	0.07	-51.1	0.69%	0	-2.2	38	0
15	Mar_12_2004	110.61	114.77	114.45	113.15			112.58(1.31%)	DP	OpenShort	-75	-0.4	-35	-10000	-20	-79	54.03	59%	0.09	-41.6	0.68%	0	-1.7	42	0

16	Mar_11_2004	110.51	114.94	114.71	113.91			111.12(-1.3%)	DT	OpenShort	-75	-2.3	-32	-10000	-25	-51	89.45	58%	0.07	-19.2	0.66%	0	-3.2	32	0
17	Mar_10_2004	110.43	115.2	115.14	114.88			112.58(-1.68%)	DT	OpenShort	-75	-2.7	-15	-10000	-17	-7	67.81	62%	0.07	21.9	0.65%	0	-3.1	35	0
18	Mar_9_2004	110.35	115.33	115.4	115.5			114.5(-0.4%)	UD	OpenLong	65	-1.7	1	-10000	-6	21	39.75	65%	0.09	70.6	0.61%	0	-1.4	42	0
19	Mar_8_2004	110.25	115.34	115.41	115.7			114.96(-1.22%)	N/A	N/A	0	-1.3	-1	-10000	-7	17	39.29	65%	0.1	84.3	0.61%	0	-0.6	40	0
20	Mar_5_2004	110.14	115.32	115.39	115.94			116.38(0.34%)	UT	OpenLong	75	0.7	14	-10000	8	32	55.92	70%	0.1	98.1	0.59%	0	1.7	59	0

21	Mar_4_2004	110.03	115.16	115.23	115.67			115.99(0.26%)	UT	OpenLong	75	0.4	7	-10000	6	11	21.08	70%	0.11	73	0.6%	0	1.1	51	0
22	Mar_3_2004	109.91	115.01	115.14	115.46			115.69(0.18%)	N/A	N/A	0	0.3	2	-10000	5	-6	31.36	70%	0.1	52.7	0.6%	0	0.8	46	0
23	Mar_2_2004	109.8	114.92	115.13	115.29			115.48(-0.59%)	N/A	N/A	0	0.2	3	-10000	6	-8	38.61	70%	0.1	41.6	0.6%	0	0.6	55	0
24	Mar_1_2004	109.69	114.85	115.18	115.08			116.16(0.99%)	N/A	N/A	0	1.2	6	-10000	9	-3	33.2	71%	0.11	26	0.6%	0	1.5	62	0
25	Feb_27_2004	109.57	114.71	115.07	114.76			115.02(0.07%)	DP	OpenShort	-65	0.3	-4	-10000	1	-17	39.28	70%		11.7	0.6%	0	0.4	56	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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