Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Mar. 18, 2008

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 $133.6300 (4.15%) ($129.9800 - $133.6900) on Tue. Mar. 18, 2008.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.36% (three month average)
RSI   40
Latest Price   $133.6300(4.15%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY declines -1.5% 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(92%)    XLK(90%)    IWM(89%)    XLY(87%)    EWG(84%)
Factors Impacting SPY price   SPY will decline at least -0.68% in a week (0% probabilities).
TLT(-35%)    SHY(-21%)    TIP(-11%)    GLD(3%)    LQD(21%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.68% (StdDev 1.36%)
Hourly BBV 0 ()
Intraday Trend 2.3%

1 - 5 Day Possible Target   $127.4(-4.66%)
5 Day Moving Average   $130.91(2.08%)
10 Day Moving Average   $130.96(2.04%)
20 Day Moving Average   $133.21(0.32%)
To recent high   -10.6%
To recent low   4.4%
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 2.26% (three month std-dev: 1.36%) 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

> 20080418

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	Mar_18_2008	140.9	133.21	130.96	130.91			133.63(4.15%)	DP	OpenShort	-65	0.9	-15	-10000	2	-64	334.42	42%	-0.15	-38.5	1.36%	0	0.1	40	0
2	Mar_17_2008	141.11	133.29	130.85	130.7			128.3(-1.01%)	DT	HoldShort	-50	-0.8	-23	-10000	1	-93	405.31	33%	-0.19	-37.7	1.24%	0	-1.6	26	0
3	Mar_14_2008	141.38	133.66	131.37	130.64			129.61(-1.55%)	DT	OpenShort	-75	-0.4	-27	-10000	-0	-108	484.69	31%	-0.16	-38.3	1.25%	0	-1.4	32	0
4	Mar_13_2008	141.61	133.95	131.79	130.66			131.65(0.22%)	DP	OpenShort	-65	0.4	-28	-10000	1	-116	351.88	33%	-0.15	-38.6	1.24%	0	-0.8	41	0
5	Mar_12_2008	141.82	134.19	132.27	130.55			131.36(-0.94%)	DT	OpenShort	-75	0.3	-34	-10000	-6	-117	229.16	33%	-0.15	-35	1.24%	0	-1.1	43	0

6	Mar_11_2008	142.03	134.38	132.91	131.04			132.6(3.59%)	DP	OpenShort	-75	0.6	-26	-10000	-1	-99	341.88	30%	-0.13	-29.4	1.25%	0	-0.7	42	0
7	Mar_10_2008	142.22	134.46	133.44	131.12			128(-1.32%)	DT	OpenShort	-75	-1.2	-36	-10000	-14	-100	235.68	23%	-0.15	-36.5	1.19%	0	-2.5	30	0
8	Mar_7_2008	142.44	134.76	134.4	132.22			129.71(-1.03%)	DT	OpenShort	-75	-1.2	-25	-10000	-10	-70	326.43	24%	-0.18	-43.7	1.19%	0	-2.4	35	0
9	Mar_6_2008	142.69	135	135.04	133.04			131.06(-2.07%)	DT	OpenShort	-75	-1.1	-24	-10000	-14	-55	247.91	27%	-0.17	-48.1	1.19%	0	-2.2	38	0
10	Mar_5_2008	142.93	135.13	135.47	134.2			133.83(0.63%)	DP	OpenShort	-75	-0.2	-17	-10000	-11	-35	270.68	33%	-0.15	-38.8	1.18%	0	-0.8	41	0

11	Mar_4_2008	143.14	135.16	135.69	135.08			132.99(-0.38%)	DT	OpenShort	-75	-1.3	-14	-10000	-13	-15	282.51	33%	-0.16	-30	1.2%	0	-1.3	45	0
12	Mar_3_2008	143.37	135.4	135.98	136.15			133.5(-0.24%)	N/A	N/A	0	-1.6	-3	-10000	-9	14	195.61	33%	-0.17	-4.1	1.2%	0	-1.2	52	0
13	Feb_29_2008	143.61	135.69	136.18	136.92			133.82(-2.23%)	UD	OpenLong	65	-1.7	7	-10000	-4	39	252.72	33%	-0.15	23.9	1.2%	0	-1	56	0
14	Feb_28_2008	143.83	135.87	136.36	137.28			136.87(-0.98%)	UD	OpenLong	75	-0.2	18	-10000	5	57	170.83	41%	-0.14	36.4	1.18%	0	0.6	63	0
15	Feb_27_2008	144.03	135.77	136.3	136.86			138.22(-0.1%)	UD	OpenLong	75	0.8	18	-10000	5	58	168.4	41%	-0.13	32.3	1.24%	0	1.4	72	0

16	Feb_26_2008	144.22	135.64	135.96	136.4			138.36(0.75%)	UT	OpenLong	75	1.1	19	-10000	7	53	212.42	39%	-0.12	40.5	1.25%	0	1.6	65	0
17	Feb_25_2008	144.4	135.47	135.49	135.84			137.33(1.26%)	UT	OpenLong	75	0.9	11	-10000	5	28	190.11	39%	-0.13	43.6	1.28%	0	1.2	46	0
18	Feb_22_2008	144.59	135.26	135.07	135.4			135.62(0.62%)	N/A	N/A	0	0.1	0	-10000	1	-2	205.49	41%	-0.13	34.2	1.29%	0	0.2	36	0
19	Feb_21_2008	144.78	135.23	134.9	135.31			134.79(-0.83%)	DT	OpenShort	-75	-0.3	-7	-10000	-4	-16	201.05	39%	-0.14	27.5	1.29%	0	-0.3	42	0
20	Feb_20_2008	144.98	135.19	134.75	135.62			135.92(0.3%)	DP	OpenShort	-65	0.2	-2	-10000	2	-14	220.71	39%	-0.13	21.5	1.31%	0	0.4	53	0

21	Feb_19_2008	145.17	134.95	134.56	135.44			135.52(0.28%)	DP	OpenShort	-65	0	-3	-10000	4	-22	145.19	38%	-0.19	-9.2	1.32%	0	0.3	49	0
22	Feb_15_2008	145.44	134.79	134.75	135.08			135.14(-0.02%)	DP	OpenShort	-65	0	-2	-10000	5	-21	154.11	37%	-0.12	-31.8	1.31%	0	0.2	50	0
23	Feb_14_2008	145.62	134.71	135.14	134.67			135.17(-0.88%)	DP	OpenShort	-65	0.2	-1	-10000	3	-11	215.21	37%	-0.12	-55	1.33%	0	0.2	56	0
24	Feb_13_2008	145.8	134.78	135.34	134.42			136.37(1.02%)	N/A	N/A	0	0.9	4	-10000	7	-7	181.97	41%	-0.1	-64.3	1.32%	0	0.8	53	0
25	Feb_12_2008	145.95	134.85	135.18	133.76			134.99(0.93%)	DP	OpenShort	-65	0.6	-3	-10000	2	-18	256.65	41%		-72	1.37%	0	0.1	53	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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