Trading Signals: SPY Stock Price Prediction and Forecast

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Sun. Jun. 20, 2010

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. Jun. 20, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $111.7300 (-0.37%) ($111.3700 - $112.1300) on Sun. Jun. 20, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.48% (three month average)
RSI   55
Latest Price   $111.7300(-0.37%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.4% a day on average for past five trading days.
Weekly Trend   SPY advances 1.3% 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)
(0%)    (0%)    (0%)    (0%)    (0%)
Factors Impacting SPY price   SPY will decline at least -0.74% in a week (0% probabilities).
(0%)    (0%)    (0%)    (0%)    (0%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.74% (StdDev 1.48%)
Hourly BBV 0 ()
Intraday Trend -0.1%

5 Day Moving Average   $111.47(0.23%)
10 Day Moving Average   $109.58(1.96%)
20 Day Moving Average   $109.14(2.37%)
To recent high   -8.3%
To recent low   5.9%
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 1.87% (three month std-dev: 1.48%) 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

> 20100720

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	Jun_18_2010	113.67	109.14	109.58	111.47			111.73(-0.37%)	UD	OpenLong	75	0.1	18	-10000	5	56	174.01	45%	0.04	2.1	1.48%	0	1.3	55	0
2	Jun_17_2010	113.63	108.93	109.09	111.06			112.14(0.16%)	UT	OpenLong	75	0.5	14	-10000	7	35	263.19	45%	0.02	-22.5	1.48%	0	1.6	52	0
3	Jun_16_2010	113.61	108.87	108.89	110.46			111.96(-0.04%)	UD	OpenLong	75	0.8	21	-10000	15	38	216.37	45%	0.03	-44.7	1.48%	0	1.6	60	0
4	Jun_15_2010	113.58	108.86	108.67	109.28			112(2.27%)	UT	OpenLong	75	1.4	16	-10000	14	22	238.27	45%	0.02	-68.7	1.48%	0	1.6	58	0
5	Jun_14_2010	113.56	108.91	108.19	108.2			109.51(-0.15%)	N/A	N/A	0	0.6	7	-10000	10	-2	207.2	42%	0	-81.4	1.45%	0	0.3	55	0

6	Jun_11_2010	113.56	109.1	108.15	107.4			109.68(0.49%)	N/A	N/A	0	0.9	0	-10000	7	-20	214.13	42%	-0.02	-77.9	1.45%	0	0.2	51	0
7	Jun_10_2010	113.58	109.38	108.22	106.83			109.15(2.92%)	DP	OpenShort	-75	0.8	-10	-10000	-4	-26	317.89	42%	-0.04	-67.7	1.45%	0	-0.1	54	0
8	Jun_9_2010	113.63	109.75	108.02	107.14			106.05(-0.53%)	DT	OpenShort	-75	-0.3	-18	-10000	-11	-39	268.02	39%	-0.08	-55.4	1.41%	0	-1.1	39	0
9	Jun_8_2010	113.72	110.23	108.22	107.99			106.62(1.07%)	DP	OpenShort	-75	-0.4	-11	-10000	-3	-34	357.77	39%	-0.06	-49.5	1.41%	0	-1.1	39	0
10	Jun_7_2010	113.79	110.7	108.36	108.18			105.49(-1.25%)	DT	OpenShort	-75	-0.8	-21	-10000	-10	-55	264.61	39%	-0.08	-52.2	1.4%	0	-1.5	34	0

11	Jun_4_2010	113.88	111.02	108.75	108.95			106.82(-3.51%)	DT	OpenShort	-75	-0.6	-22	-10000	-10	-56	398.48	40%	-0.07	-60.1	1.4%	0	-1.3	35	0
12	Jun_3_2010	113.96	111.34	108.85	109.74			110.71(0.34%)	DP	OpenShort	-65	0.3	-9	-10000	10	-65	226.62	44%	-0.04	-67.4	1.34%	0	-0.2	37	0
13	Jun_2_2010	114	111.63	108.91	109.03			110.33(2.6%)	DP	OpenShort	-65	0.4	-21	-10000	7	-103	240.24	44%	-0.03	-73.2	1.34%	0	-0.4	33	0
14	Jun_1_2010	114.03	111.96	109.06	108.53			107.53(-1.68%)	DT	OpenShort	-75	-0.3	-35	-10000	-1	-137	277.91	41%	-0.07	-74.4	1.29%	0	-1.2	31	0
15	May_28_2010	114.11	112.59	109.68	108.57			109.37(-1.25%)	DP	OpenShort	-65	0.2	-36	-10000	1	-146	297.93	43%	-0.04	-69.2	1.29%	0	-0.8	33	0

16	May_27_2010	114.16	113.05	110.09	108.52			110.76(3.35%)	DP	OpenShort	-65	0.5	-28	-10000	9	-137	300.87	43%	-0.03	-69.3	1.29%	0	-0.5	50	0
17	May_26_2010	114.19	113.53	110.55	107.87			107.17(-0.6%)	DT	OpenShort	-75	-0.2	-51	-10000	-14	-160	349.72	38%	-0.06	-72.1	1.22%	0	-1.5	39	0
18	May_25_2010	114.26	114.15	111.56	108.79			107.82(0.1%)	DP	OpenShort	-75	-0.2	-45	-10000	-14	-138	396.51	38%	-0.04	-71.7	1.22%	0	-1.5	34	0
19	May_24_2010	114.31	114.7	112.36	109.71			107.71(-1.29%)	DT	OpenShort	-75	-0.5	-45	-10000	-18	-127	269.82	38%	-0.06	-69.9	1.22%	0	-1.7	32	0
20	May_21_2010	114.38	115.39	113.23	110.95			109.12(1.47%)	DP	OpenShort	-75	-0.5	-39	-10000	-14	-114	500.91	38%	-0.03	-63	1.21%	0	-1.6	30	0

21	May_20_2010	114.41	116.03	113.52	111.91			107.54(-3.78%)	DT	OpenShort	-75	-1.2	-51	-10000	-25	-128	530.42	36%	-0.04	-56.7	1.2%	0	-2.2	31	0
22	May_19_2010	114.46	116.73	114.14	113.6			111.76(-0.57%)	DT	OpenShort	-75	-0.6	-45	-10000	-18	-126	394.76	40%	-0.01	-52.3	1.11%	0	-1.5	33	0
23	May_18_2010	114.47	117.18	114.65	114.74			112.4(-1.36%)	DT	OpenShort	-75	-0.7	-35	-10000	-11	-107	360.6	40%	0	-45.8	1.11%	0	-1.5	38	0
24	May_17_2010	114.47	117.61	115.16	115.42			113.95(0.05%)	DP	OpenShort	-75	-0.5	-29	-10000	-7	-94	325.94	42%	0	-41.3	1.1%	0	-1.2	42	0
25	May_14_2010	114.47	117.92	115.76	115.86			113.89(-1.81%)	DT	HoldShort	-50	-0.7	-15	-10000	8	-82	345.6	44%		-39.5	1.11%	0	-1.4	37	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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