Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Apr. 16, 2004

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. Jun. 7, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $113.8300 (0.77%) ($112.9800 - $114.0500) on Fri. Apr. 16, 2004.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.76% (three month average)
RSI   69
Latest Price   $113.8300(0.77%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY declines -0.1% 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 -0.38% in a week (0% probabilities).
TLT(-33%)    SHY(-21%)    TIP(-12%)    REMX(-0%)    LQD(18%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.38% (StdDev 0.76%)
Hourly BBV 0 ()
Intraday Trend 0.4%

5 Day Moving Average   $113.64(0.17%)
10 Day Moving Average   $114.16(-0.29%)
20 Day Moving Average   $112.9(0.82%)
To recent high   -2.2%
To recent low   4%
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 1.63% (three month std-dev: 0.76%) 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

> 20040516

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_16_2004	112.48	112.9	114.16	113.64			113.83(0.77%)	UT	HoldLong	50	0.1	4	-10000	-3	24	47.06	50%	0.02	18.4	0.76%	0	0.5	69	0
2	Apr_15_2004	112.46	112.9	114.17	113.75			112.96(-0.38%)	UD	OpenLong	65	-0.4	6	-10000	-8	46	61.63	48%	0.06	25.5	0.75%	0	0.1	67	0
3	Apr_14_2004	112.39	112.85	114.21	114.08			113.39(0.16%)	UD	OpenLong	65	-0.4	16	-10000	-7	83	62.34	50%	0.06	32.3	0.75%	0	0.3	76	0
4	Apr_13_2004	112.32	112.78	114.19	114.39			113.21(-1.4%)	UD	OpenLong	65	-0.6	23	-10000	-9	118	56.24	50%	0.07	30.2	0.76%	0	0.2	76	0
5	Apr_12_2004	112.24	112.68	114.15	114.8			114.82(0.39%)	UT	HoldLong	65	0	42	-10000	1	164	23.1	54%	0.18	27.3	0.74%	0	1.2	86	0

6	Apr_8_2004	112.04	112.56	113.8	114.76			114.37(-0.23%)	UD	OpenLong	75	-0.2	44	-10000	3	166	46.94	52%	0.09	18.6	0.75%	0	1	69	0
7	Apr_7_2004	111.94	112.39	113.48	114.64			114.63(-0.23%)	UD	OpenLong	75	-0	44	-10000	7	153	45.9	52%	0.11	4.6	0.75%	0	1.3	55	0
8	Apr_6_2004	111.82	112.27	112.99	114.34			114.9(-0.32%)	UD	OpenLong	75	0.3	37	-10000	9	122	28.49	52%	0.09	-8.6	0.75%	0	1.5	57	0
9	Apr_5_2004	111.72	112.22	112.46	113.95			115.27(0.55%)	UT	OpenLong	75	0.8	34	-10000	13	96	30.28	54%	0.09	-17.8	0.75%	0	1.8	64	0
10	Apr_2_2004	111.62	112.18	111.89	113.42			114.64(0.76%)	UT	OpenLong	75	0.7	30	-10000	17	67	51	54%	0.08	-28	0.76%	0	1.4	64	0

11	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
12	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
13	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
14	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
15	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

16	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
17	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
18	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
19	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
20	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

21	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
22	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
23	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
24	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
25	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%		-41.6	0.68%	0	-1.7	42	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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