Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Oct. 8, 2010

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 $116.5400 (0.56%) ($115.6100 - $116.8600) on Fri. Oct. 8, 2010.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.07% (three month average)
RSI   60
Latest Price   $116.5400(0.56%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.3% a day on average for past five trading days.
Weekly Trend   SPY advances 0.8% 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(89%)    IWM(88%)    XLY(87%)    EWG(80%)
Factors Impacting SPY price   SPY will decline at least -0.535% in a week (0% probabilities).
TLT(-33%)    SHY(-8%)    TIP(-7%)    IGOV(2%)    GLD(4%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.535% (StdDev 1.07%)
Hourly BBV 0 ()
Intraday Trend 0.4%

5 Day Moving Average   $115.65(0.77%)
10 Day Moving Average   $115.09(1.26%)
20 Day Moving Average   $114.23(2.02%)
To recent high   0%
To recent low   10.7%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.8
One Month Target Price   > $116.54
(if BBV positive, VIX trend negative.)
Correction Price   < $110.31

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 0% away from the target price of 116.54.
$. SPY price fluctuates within 1.16% (three month std-dev: 1.07%) 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

> 20101108

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	Oct_8_2010	109.86	114.23	115.09	115.65			116.54(0.56%)	UT	OpenLong	75	0.7	17	-10000	6	50	177.76	59%	0.09	93.1	1.07%	0	1.8	60	0
2	Oct_7_2010	109.76	113.98	114.9	115.26			115.89(-0.12%)	UD	OpenLong	75	0.5	17	-10000	6	50	164.86	64%	0.04	90.8	1.08%	0	1.4	66	0
3	Oct_6_2010	109.72	113.74	114.57	114.91			116.03(-0.01%)	UD	OpenLong	75	0.8	13	-10000	5	37	148.63	64%	0.04	87.4	1.14%	0	1.6	63	0
4	Oct_5_2010	109.68	113.46	114.3	114.6			116.04(2.01%)	UT	OpenLong	75	0.9	11	-10000	4	31	229.63	64%	0.02	91.2	1.14%	0	1.7	62	0
5	Oct_4_2010	109.66	113.14	114.08	114.33			113.75(-0.75%)	UD	OpenLong	65	-0.4	5	-10000	-2	27	166.15	61%	0	107.8	1.13%	0	0.4	57	0

6	Oct_1_2010	109.66	113.01	114.13	114.43			114.61(0.42%)	UT	HoldLong	50	0.1	9	-10000	-1	38	174.64	61%	-0.02	117.8	1.12%	0	1.1	61	0
7	Sep_30_2010	109.68	112.76	113.92	114.47			114.13(-0.3%)	UD	OpenLong	75	-0.2	15	-10000	5	46	287.11	61%	-0.03	123.4	1.13%	0	0.8	65	0
8	Sep_29_2010	109.71	112.49	113.82	114.15			114.47(-0.17%)	UD	OpenLong	75	0.2	14	-10000	3	47	179.67	54%	-0.02	112.2	1.13%	0	1.1	70	0
9	Sep_28_2010	109.73	112.05	113.68	113.94			114.67(0.35%)	UT	OpenLong	75	0.3	14	-10000	2	50	209.21	54%	-0.01	86.1	1.2%	0	1.1	73	0
10	Sep_27_2010	109.74	111.61	113.48	113.8			114.27(-0.48%)	UD	OpenLong	75	0.2	15	-10000	0	60	128.8	54%	0.03	72.6	1.2%	0	1	74	0

11	Sep_24_2010	109.71	111.24	113.32	113.79			114.82(2.06%)	UT	OpenLong	75	0.4	23	-10000	7	71	209.67	51%	0.02	69.2	1.2%	0	1.3	67	0
12	Sep_23_2010	109.69	110.77	112.98	113.32			112.5(-0.81%)	UD	OpenLong	65	-0.3	15	-10000	-2	65	202.35	48%	-0.05	57.9	1.2%	0	0.6	67	0
13	Sep_22_2010	109.74	110.46	112.85	113.43			113.42(-0.49%)	UD	OpenLong	75	-0	21	-10000	1	82	191.32	45%	-0.04	51.1	1.19%	0	1	75	0
14	Sep_21_2010	109.78	110.07	112.57	113.36			113.98(-0.2%)	UD	OpenLong	75	0.2	29	-10000	4	103	268.63	45%	-0.05	43.6	1.21%	0	1.3	84	0
15	Sep_20_2010	109.84	109.72	112.14	113.1			114.21(1.53%)	UT	HoldLong	65	0.4	32	-10000	4	117	214.79	45%	-0.05	41.2	1.21%	0	1.5	86	0

16	Sep_17_2010	109.89	109.37	111.8	112.8			112.49(-0.5%)	UD	OpenLong	75	-0.1	35	-10000	3	130	195.84	42%	-0.07	40	1.2%	0	1.1	72	0
17	Sep_16_2010	109.97	109.12	111.51	112.6			113.05(-0.03%)	UD	OpenLong	75	0.2	42	-10000	6	148	199.96	42%	-0.06	38.5	1.19%	0	1.4	78	0
18	Sep_15_2010	110.04	108.93	111.06	112.17			113.08(0.38%)	UT	OpenLong	75	0.4	44	-10000	8	152	168.61	47%	-0.05	37.4	1.19%	0	1.6	74	0
19	Sep_14_2010	110.09	108.73	110.31	111.64			112.65(-0.06%)	UD	OpenLong	75	0.4	41	-10000	9	137	209.82	47%	-0.08	28.8	1.23%	0	1.6	74	0
20	Sep_13_2010	110.18	108.49	109.6	111.03			112.72(1.11%)	UT	OpenLong	75	0.8	33	-10000	5	116	178.5	47%	-0.09	14.1	1.23%	0	1.9	66	0

21	Sep_10_2010	110.28	108.24	109	110.67			111.48(0.5%)	UT	OpenLong	75	0.4	32	-10000	6	108	127.82	51%	-0.08	1.6	1.22%	0	1.6	61	0
22	Sep_9_2010	110.37	108.08	108.38	110.27			110.92(0.46%)	UT	OpenLong	75	0.4	27	-10000	7	86	147.02	51%	-0.09	-14.6	1.27%	0	1.5	59	0
23	Sep_8_2010	110.47	107.98	107.87	109.77			110.41(0.7%)	UT	OpenLong	75	0.4	27	-10000	15	63	150.27	51%	-0.1	-32.5	1.27%	0	1.4	50	0
24	Sep_7_2010	110.58	108.04	107.37	108.75			109.64(-1.13%)	UD	OpenLong	75	0.5	15	-10000	13	22	141.97	51%	-0.17	-43.9	1.27%	0	0.8	48	0
25	Sep_3_2010	110.77	108.17	107.09	107.89			110.89(1.3%)	N/A	N/A	0	1.3	7	-10000	11	-4	212.2	46%		-47.2	1.34%	0	1.2	56	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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