Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Aug. 5, 2005

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 $122.8800 (-0.68%) ($122.6700 - $123.9800) on Fri. Aug. 5, 2005.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.55% (three month average)
RSI   56
Latest Price   $122.8800(-0.68%)
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%)    EEM(83%)
Factors Impacting SPY price   SPY will decline at least -0.275% in a week (0% probabilities).
TLT(-34%)    SHY(-22%)    TIP(-12%)    REMX(-0%)    GLD(5%)

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.275% (StdDev 0.55%)
Hourly BBV 0 ()
Intraday Trend -0.5%

Resistance Level   $123.31
5 Day Moving Average   $123.87(-0.8%)
10 Day Moving Average   $123.8(-0.74%)
20 Day Moving Average   $123.31(-0.35%)
To recent high   -1.5%
To recent low   6.2%
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 0.68% (three month std-dev: 0.55%) 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

> 20050905

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	Aug_5_2005	119.36	123.31	123.8	123.87			122.88(-0.68%)	UD	OpenLong	65	-1.2	5	-10000	-5	34	53.71	51%	0.03	105.9	0.55%	0	-0.5	56	0
2	Aug_4_2005	119.32	123.24	123.88	124.04			123.72(-0.8%)	UD	OpenLong	65	-0.3	9	-10000	-5	49	51.04	56%	0.04	96.6	0.54%	0	0.4	56	0
3	Aug_3_2005	119.27	123.07	123.8	124.21			124.72(0.27%)	UT	OpenLong	75	0.4	21	-10000	6	64	37.2	59%	0.03	84.9	0.53%	0	1.3	62	0
4	Aug_2_2005	119.23	122.82	123.66	124.03			124.39(0.6%)	UT	OpenLong	75	0.3	21	-10000	6	64	46.24	59%	0.03	78.7	0.53%	0	1.2	64	0
5	Aug_1_2005	119.19	122.62	123.52	123.82			123.65(-0.07%)	UD	OpenLong	75	-0.1	17	-10000	3	59	42.94	57%	0.03	81.1	0.53%	0	0.8	62	0

6	Jul_29_2005	119.16	122.43	123.4	123.73			123.74(-0.67%)	UD	OpenLong	75	0	15	-10000	1	57	62.45	61%	0.03	74.4	0.54%	0	0.9	64	0
7	Jul_28_2005	119.13	122.21	123.31	123.69			124.57(0.63%)	UT	OpenLong	75	0.6	26	-10000	11	72	48.45	59%	0.03	66.9	0.55%	0	1.5	75	0
8	Jul_27_2005	119.1	121.97	123.13	123.32			123.79(0.36%)	UT	HoldLong	65	0.3	20	-10000	2	72	45.26	57%	0.02	56.8	0.57%	0	1.2	79	0
9	Jul_26_2005	119.08	121.78	122.99	123.25			123.34(0.12%)	UT	HoldLong	65	0.1	25	-10000	2	94	42.85	53%	0	52.8	0.57%	0	1	79	0
10	Jul_25_2005	119.08	121.58	122.89	123.18			123.19(-0.28%)	UD	OpenLong	75	0	30	-10000	5	105	57.59	53%	0.01	44.1	0.59%	0	1	67	0

11	Jul_22_2005	119.07	121.37	122.77	123.01			123.54(0.67%)	UT	OpenLong	75	0.3	33	-10000	4	118	55.93	53%	0.02	33.8	0.59%	0	1.4	74	0
12	Jul_21_2005	119.05	121.18	122.55	122.87			122.72(-0.58%)	UD	OpenLong	65	-0.1	31	-10000	-1	128	100.79	57%	0.02	28	0.59%	0	1	73	0
13	Jul_20_2005	119.03	121.11	122.3	122.91			123.44(0.34%)	UT	OpenLong	75	0.4	36	-10000	5	128	69.6	53%	0.02	31.1	0.63%	0	1.6	71	0
14	Jul_19_2005	119.01	121	121.92	122.71			123.02(0.55%)	UT	OpenLong	75	0.2	31	-10000	4	113	59.49	54%	0.02	31.6	0.65%	0	1.5	67	0
15	Jul_18_2005	118.99	120.9	121.66	122.56			122.35(-0.4%)	UD	OpenLong	75	-0.2	31	-10000	2	116	56.82	54%	0.01	33.3	0.66%	0	1.1	69	0

16	Jul_15_2005	118.98	120.84	121.39	122.48			122.84(-0.06%)	UD	OpenLong	75	0.3	37	-10000	8	123	56.14	51%	0.03	37.5	0.65%	0	1.6	73	0
17	Jul_14_2005	118.95	120.75	121.03	122.17			122.91(0.39%)	UT	OpenLong	75	0.6	37	-10000	14	105	64.78	48%	0.03	36.7	0.68%	0	1.8	65	0
18	Jul_13_2005	118.91	120.65	120.71	121.58			122.43(0.14%)	UT	OpenLong	75	0.8	28	-10000	14	70	41.27	45%	0.03	30.3	0.7%	0	1.7	51	0
19	Jul_12_2005	118.88	120.56	120.46	120.99			122.26(0.26%)	UT	OpenLong	75	1.3	15	-10000	8	36	52.16	45%	0.03	19.3	0.72%	0	1.7	51	0
20	Jul_11_2005	118.84	120.46	120.14	120.64			121.94(0.51%)	UT	OpenLong	75	1.4	11	-10000	11	9	49.76	45%	0.02	13.2	0.72%	0	1.6	50	0

21	Jul_8_2005	118.82	120.37	119.83	120.15			121.32(1.14%)	N/A	N/A	0	1.4	2	-10000	10	-24	64.55	43%	0.01	-1.4	0.72%	0	1.1	48	0
22	Jul_7_2005	118.81	120.37	119.67	119.73			119.95(0.39%)	DP	OpenShort	-65	0.3	-13	-10000	1	-55	103.26	41%	-0.02	-17.4	0.72%	0	-0.4	39	0
23	Jul_6_2005	118.83	120.32	119.81	119.7			119.48(-0.84%)	DT	OpenShort	-75	-0.3	-16	-10000	-3	-55	54.07	41%	-0.01	-21.7	0.72%	0	-1	39	0
24	Jul_5_2005	118.84	120.36	120	119.84			120.49(0.8%)	DP	OpenShort	-65	0.8	-7	-10000	6	-45	51.55	42%	-0.03	-13.4	0.71%	0	0.2	47	0
25	Jul_1_2005	118.87	120.34	120.07	119.57			119.53(0.29%)	DT	HoldShort	-50	-0.1	-11	-10000	3	-54	49.79	40%		-24.2	0.7%	0	-1	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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