Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Aug. 25, 2009

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Tue. May. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $103.1600 (0.19%) ($102.9400 - $104.2600) on Tue. Aug. 25, 2009.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.24% (three month average)
RSI   59
Latest Price   $103.1600(0.19%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.8% a day on average for past five trading days.
Weekly Trend   SPY advances 0.9% 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%)    IWM(89%)    XLK(89%)    XLY(87%)    EWG(81%)
Factors Impacting SPY price   SPY will decline at least -0.62% in a week (0% probabilities).
TLT(-35%)    SHY(-12%)    TIP(-8%)    IGOV(4%)    GLD(5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.62% (StdDev 1.24%)
Hourly BBV 0 ()
Intraday Trend -0.2%

5 Day Moving Average   $102.01(1.13%)
10 Day Moving Average   $101.12(2.02%)
20 Day Moving Average   $100.51(2.64%)
To recent high   0%
To recent low   17.3%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.7
One Month Target Price   > $103.16
(if BBV positive, VIX trend negative.)
Correction Price   < $96.76

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 -4.9% away from the target price of 103.16.
$. SPY price fluctuates within 1.54% (three month std-dev: 1.24%) 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

> 20090925

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_25_2009	92.61	100.51	101.12	102.01			103.16(0.19%)	UT	OpenLong	75	0.7	22	-10000	13	47	215.31	60%	0.22	73.4	1.24%	0	1.7	59	0
2	Aug_24_2009	92.41	100.25	100.76	101.19			102.96(-0.01%)	UD	OpenLong	75	1.2	17	-10000	15	22	191.28	60%	0.21	69.9	1.25%	0	1.9	57	0
3	Aug_21_2009	92.22	100.01	100.53	100.26			102.97(1.96%)	N/A	N/A	0	2	5	-10000	7	-3	224.6	60%	0.22	65.9	1.25%	0	2.1	58	0
4	Aug_20_2009	92.02	99.76	100.32	99.83			100.99(1.03%)	DP	OpenShort	-75	0.9	-4	-10000	-2	-8	174.13	57%	0.22	77.2	1.25%	0	1	59	0
5	Aug_19_2009	91.82	99.6	100.21	99.94			99.96(0.88%)	DP	OpenShort	-75	0	-3	-10000	-3	-1	192.81	57%	0.23	82.1	1.25%	0	0.2	57	0

6	Aug_18_2009	91.61	99.39	100.25	100.11			99.09(0.79%)	UD	OpenLong	65	-0.6	3	-10000	-2	16	173.46	61%	0.23	82.9	1.25%	0	-0.2	59	0
7	Aug_17_2009	91.4	99.24	100.42	100.24			98.31(-2.46%)	UD	OpenLong	65	-1	1	-10000	-8	29	237.89	61%	0.19	89	1.29%	0	-0.5	55	0
8	Aug_14_2009	91.23	99.11	100.66	100.78			100.79(-0.77%)	UD	OpenLong	65	0	14	-10000	-1	57	199.69	66%	0.2	96.8	1.25%	0	0.8	63	0
9	Aug_13_2009	91.05	98.79	100.48	100.86			101.57(0.76%)	UT	OpenLong	75	0.3	21	-10000	5	67	176.45	61%	0.22	100.4	1.25%	0	1.1	69	0
10	Aug_12_2009	90.85	98.38	100.2	100.52			100.8(1.07%)	UT	OpenLong	75	0.1	16	-10000	1	60	219.05	61%	0.23	102.3	1.29%	0	1	68	0

11	Aug_11_2009	90.64	98.01	99.9	100.44			99.73(-1.25%)	UD	OpenLong	65	-0.2	15	-10000	-3	67	157.3	61%	0.2	98	1.29%	0	0.6	73	0
12	Aug_10_2009	90.46	97.58	99.74	100.64			100.99(-0.21%)	UD	OpenLong	75	0.1	23	-10000	2	85	130.9	61%	0.28	94	1.3%	0	1	82	0
13	Aug_7_2009	90.21	97.06	99.47	100.53			101.2(1.31%)	UT	HoldLong	65	0.2	30	-10000	7	98	220.68	61%	0.24	83.9	1.33%	0	1.1	84	0
14	Aug_6_2009	89.99	96.42	99.15	100.05			99.89(-0.52%)	UD	OpenLong	75	-0	29	-10000	4	103	193.2	61%	0.23	74	1.34%	0	0.9	84	0
15	Aug_5_2009	89.78	95.85	98.93	99.81			100.41(-0.29%)	UT	HoldLong	50	0.1	36	-10000	8	119	184.73	61%	0.25	64.3	1.35%	0	1.1	90	0

16	Aug_4_2009	89.56	95.24	98.46	99.25			100.7(0.26%)	UT	HoldLong	65	0.3	35	-10000	8	117	176.71	64%	0.29	55.2	1.35%	0	1.3	91	0
17	Aug_3_2009	89.3	94.61	97.94	98.69			100.44(1.65%)	UT	HoldLong	65	0.4	35	-10000	6	121	175.78	64%	0.28	48	1.41%	0	1.4	93	0
18	Jul_31_2009	89.05	94.07	97.41	98.27			98.81(0.14%)	UT	HoldLong	65	0.1	35	-10000	2	133	207.36	63%	0.26	45	1.41%	0	1.2	93	0
19	Jul_30_2009	88.82	93.61	96.95	98.12			98.67(1.04%)	UT	HoldLong	65	0.1	42	-10000	3	159	225.58	63%	0.3	42.5	1.41%	0	1.3	94	0
20	Jul_29_2009	88.55	93.27	96.41	97.92			97.65(-0.25%)	TP	CloseLong	-10	-0.1	50	-10000	6	182	194.4	63%	0.29	46.3	1.4%	0	1.2	92	0

21	Jul_28_2009	88.29	92.96	95.99	97.5			97.89(-0.47%)	TP	CloseLong	-10	0.1	54	-10000	7	196	186.69	63%	0.34	48.7	1.42%	0	1.4	93	0
22	Jul_27_2009	87.99	92.67	95.29	97.04			98.35(0.3%)	UT	HoldLong	65	0.4	57	-10000	9	202	159.26	63%	0.34	52.9	1.42%	0	1.7	96	0
23	Jul_24_2009	87.69	92.32	94.47	96.39			98.06(0.41%)	UT	HoldLong	65	0.5	56	-10000	11	192	154	63%	0.34	52	1.43%	0	1.9	80	0
24	Jul_23_2009	87.39	91.99	93.48	95.61			97.66(2.21%)	UT	HoldLong	65	0.7	52	-10000	13	168	258.8	63%	0.31	50	1.44%	0	2.1	79	0
25	Jul_22_2009	87.12	91.59	92.53	94.7			95.55(-0.02%)	UD	OpenLong	75	0.3	38	-10000	7	130	196.07	60%		43.8	1.42%	0	1.6	59	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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