Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Aug. 29, 2011

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 $121.3600 (2.87%) ($118.0600 - $121.4300) on Mon. Aug. 29, 2011.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.88% (three month average)
RSI   55
Latest Price   $121.3600(2.87%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 1.5% a day on average for past five trading days.
Weekly Trend   SPY advances 0.5% 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%)    IWM(88%)    XLK(88%)    XLY(86%)    EWG(79%)
Factors Impacting SPY price   SPY will decline at least -0.94% in a week (0% probabilities).
TLT(-31%)    SHY(-7%)    TIP(-5%)    IGOV(0%)    GLD(5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.94% (StdDev 1.88%)
Hourly BBV 0 ()
Intraday Trend 1.5%

5 Day Moving Average   $118.03(2.82%)
10 Day Moving Average   $116.96(3.76%)
20 Day Moving Average   $117.88(2.95%)
To recent high   -10.3%
To recent low   8.1%
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 3.73% (three month std-dev: 1.88%) 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

> 20110929

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_29_2011	129.15	117.88	116.96	118.03			121.36(2.87%)	UT	OpenLong	75	0.8	17	-10000	16	21	190.98	47%	-0.09	-63	1.88%	0	0.8	55	0
2	Aug_26_2011	129.27	118.18	116.8	116.3			117.97(1.45%)	UT	OpenLong	75	0.3	11	-10000	10	13	314.5	44%	-0.12	-70.2	1.84%	0	-0	59	0
3	Aug_25_2011	129.42	118.69	116.79	115.23			116.28(-1.52%)	DP	OpenShort	-65	0.2	-1	-10000	3	-11	312.37	44%	-0.14	-73	1.83%	0	-0.4	46	0
4	Aug_24_2011	129.6	119.34	116.9	114.88			118.08(1.41%)	DP	OpenShort	-75	0.5	-9	-10000	-3	-27	246.87	44%	-0.12	-72.8	1.83%	0	-0.2	47	0
5	Aug_23_2011	129.76	119.92	116.35	115.2			116.44(3.29%)	DP	OpenShort	-75	0.2	-19	-10000	-6	-58	331.14	43%	-0.13	-67	1.82%	0	-0.5	39	0

6	Aug_22_2011	129.93	120.72	116.44	115.83			112.73(0.08%)	DP	OpenShort	-75	-0.4	-30	-10000	-15	-75	275.09	40%	-0.16	-60.4	1.77%	0	-1.1	36	0
7	Aug_19_2011	130.14	121.75	116.48	117.41			112.64(-1.63%)	DT	OpenShort	-75	-0.7	-30	-10000	-10	-91	428.28	40%	-0.15	-51.7	1.77%	0	-1.3	33	0
8	Aug_18_2011	130.34	122.84	117.24	118.5			114.51(-4.31%)	DT	OpenShort	-75	-0.5	-28	-10000	-5	-97	512.96	41%	-0.15	-46.3	1.76%	0	-1.1	34	0
9	Aug_17_2011	130.53	123.83	117.81	119.07			119.67(0.07%)	DP	OpenShort	-65	0.1	-17	-10000	15	-112	238.2	44%	-0.09	-43.2	1.69%	0	-0.6	37	0
10	Aug_16_2011	130.65	124.46	118.36	117.59			119.59(-0.85%)	DP	OpenShort	-65	0.3	-35	-10000	4	-152	294.1	44%	-0.09	-47.9	1.69%	0	-0.7	36	0

11	Aug_15_2011	130.77	125.11	118.86	117.17			120.62(2.12%)	DP	OpenShort	-65	0.5	-31	-10000	17	-175	258.81	44%	-0.08	-49.3	1.69%	0	-0.6	34	0
12	Aug_12_2011	130.88	125.61	119.56	115.5			118.12(0.67%)	DP	OpenShort	-75	0.4	-60	-10000	-4	-226	313.73	42%	-0.1	-56.6	1.67%	0	-1	30	0
13	Aug_11_2011	131.01	126.31	120.61	115.89			117.33(4.49%)	DP	OpenShort	-75	0.2	-64	-10000	-6	-238	487.98	41%	-0.09	-58.6	1.66%	0	-1.3	28	0
14	Aug_10_2011	131.13	127.02	121.85	116.47			112.29(-4.42%)	DT	HoldShort	-65	-0.6	-89	-10000	-30	-267	662.61	37%	-0.14	-62.1	1.56%	0	-2.2	18	0
15	Aug_9_2011	131.31	128.06	123.72	119.25			117.48(4.65%)	DP	OpenShort	-75	-0.3	-73	-10000	-18	-239	717.83	41%	-0.09	-61.3	1.47%	0	-1.8	26	0

16	Aug_8_2011	131.43	128.8	125.29	120.85			112.26(-6.51%)	DT	HoldShort	-65	-1.6	-91	-10000	-40	-242	702.26	34%	-0.12	-61.8	1.34%	0	-3	11	0
17	Aug_5_2011	131.59	129.87	127.53	124.16			120.08(-0.15%)	DT	OpenShort	-75	-1	-72	-10000	-27	-205	655.56	40%	-0.06	-64.6	1.09%	0	-2.4	27	0
18	Aug_4_2011	131.67	130.62	129.01	126.01			120.26(-4.68%)	DT	OpenShort	-75	-1.7	-60	-10000	-28	-154	520.72	40%	-0.05	-58.6	1.1%	0	-3	25	0
19	Aug_3_2011	131.73	131.41	130.49	128			126.17(0.54%)	DP	OpenShort	-75	-0.7	-37	-10000	-14	-106	371.03	45%	-0.02	-51	0.94%	0	-2	38	0
20	Aug_2_2011	131.75	131.82	131.17	128.88			125.49(-2.55%)	DT	OpenShort	-75	-1.5	-41	-10000	-26	-86	346.65	45%	-0.04	-38.3	0.94%	0	-2.7	33	0

21	Aug_1_2011	131.8	132.26	131.95	130.45			128.78(-0.43%)	DT	OpenShort	-75	-0.9	-22	-10000	-17	-37	325.79	49%	-0.02	-10.9	0.89%	0	-1.9	42	0
22	Jul_29_2011	131.82	132.53	132.19	131.46			129.33(-0.68%)	DT	OpenShort	-75	-1.3	-17	-10000	-18	-15	307.04	49%	-0.01	23.8	0.89%	0	-1.9	42	0
23	Jul_28_2011	131.83	132.69	132.47	132.51			130.22(-0.29%)	N/A	N/A	0	-1.5	-10	-10000	-14	4	207.94	49%	-0.02	57.5	0.89%	0	-1.6	36	0
24	Jul_27_2011	131.85	132.74	132.58	133.37			130.6(-2.05%)	N/A	N/A	0	-1.9	-3	-10000	-7	11	249.02	49%	-0.02	82	0.89%	0	-1.5	34	0
25	Jul_26_2011	131.87	132.72	132.73	133.78			133.33(-0.37%)	UD	OpenLong	75	-0.3	6	-10000	2	17	131.28	54%		87.2	0.86%	0	0.4	47	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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