Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Apr. 20, 2012

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 $137.9500 (0.17%) ($137.8700 - $138.8300) on Fri. Apr. 20, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.7% (three month average)
RSI   40
Latest Price   $137.9500(0.17%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.1% a day on average for past five trading days.
Weekly Trend   SPY declines -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%)    XLK(88%)    IWM(87%)    XLY(85%)    EWG(78%)
Factors Impacting SPY price   SPY will decline at least -0.35% in a week (0% probabilities).
TLT(-26%)    SHY(-6%)    IGOV(-4%)    TIP(-2%)    GLD(3%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.35% (StdDev 0.7%)
Hourly BBV 0 ()
Intraday Trend -0.3%

Resistance Level   $139.13
5 Day Moving Average   $138.08(-0.09%)
10 Day Moving Average   $137.77(0.13%)
20 Day Moving Average   $139.13(-0.85%)
To recent high   -2.7%
To recent low   5%
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 1.21% (three month std-dev: 0.7%) 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

> 20120520

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	Apr_20_2012	133.33	139.13	137.77	138.08			137.95(0.17%)	DT	HoldShort	-50	-0.1	-16	-10000	3	-73	143.2	61%	0.1	-32.2	0.7%	0	-0.7	40	0
2	Apr_19_2012	133.2	139.2	137.93	137.92			137.72(-0.64%)	DT	OpenShort	-75	-0.1	-24	-10000	-4	-85	198.67	61%	0.1	-40.3	0.7%	0	-0.9	42	0
3	Apr_18_2012	133.07	139.33	138.13	138.13			138.61(-0.34%)	DP	OpenShort	-65	0.3	-15	-10000	7	-80	123.88	61%	0.15	-36.4	0.69%	0	-0.4	43	0
4	Apr_17_2012	132.87	139.42	138.35	137.81			139.08(1.48%)	DP	OpenShort	-65	0.8	-12	-10000	13	-88	147.88	61%	0.15	-40.7	0.7%	0	-0.2	42	0
5	Apr_16_2012	132.67	139.5	138.59	137.18			137.05(-0.07%)	DT	OpenShort	-75	-0.1	-34	-10000	-5	-121	147.83	57%	0.16	-42.9	0.68%	0	-1.5	33	0

6	Apr_13_2012	132.46	139.68	138.96	137.41			137.14(-1.19%)	DT	OpenShort	-75	-0.2	-36	-10000	-11	-110	169.25	57%	0.04	-33.9	0.69%	0	-1.6	43	0
7	Apr_12_2012	132.41	139.87	139.28	137.94			138.79(1.31%)	DP	OpenShort	-75	0.6	-25	-10000	-4	-88	154.32	62%	0.18	-15.4	0.67%	0	-0.7	50	0
8	Apr_11_2012	132.17	139.93	139.45	138.15			137(0.81%)	DP	OpenShort	-75	-0.8	-36	-10000	-19	-88	154.13	58%	0.14	1	0.65%	0	-2	40	0
9	Apr_10_2012	131.98	140.1	139.88	139.01			135.9(-1.68%)	DT	OpenShort	-75	-2.5	-34	-10000	-26	-57	235.36	55%	0.13	40	0.65%	0	-3.3	34	0
10	Apr_9_2012	131.81	140.22	140.48	140.19			138.22(-1.12%)	DT	OpenShort	-75	-2	-10	-10000	-12	-4	127.56	63%	0.21	87.5	0.61%	0	-2	39	0

11	Apr_5_2012	131.54	140.21	140.66	140.71			139.79(-0.05%)	UD	OpenLong	65	-0.7	3	-10000	-2	16	137.44	70%	0.12	84.3	0.59%	0	-0.3	48	0
12	Apr_4_2012	131.38	140.09	140.63	140.8			139.86(-0.99%)	UD	OpenLong	65	-0.6	1	-10000	-3	11	146.9	70%	0.11	67.6	0.59%	0	-0.1	46	0
13	Apr_3_2012	131.24	139.91	140.68	140.92			141.26(-0.41%)	UD	OpenLong	75	0.2	5	-10000	0	20	155.81	77%	0.13	54.8	0.57%	0	0.7	57	0
14	Apr_2_2012	131.07	139.6	140.59	140.9			141.84(0.73%)	UT	OpenLong	75	0.5	6	-10000	1	22	151.74	77%	0.12	47.1	0.59%	0	1.1	59	0
15	Mar_30_2012	130.91	139.35	140.47	140.86			140.81(0.41%)	UT	OpenLong	75	-0	14	-10000	5	42	135.49	75%	0.13	46.7	0.6%	0	0.8	67	0

16	Mar_29_2012	130.74	139.17	140.42	140.63			140.23(-0.17%)	UD	OpenLong	75	-0.2	17	-10000	5	52	164.96	75%	0.14	45.3	0.6%	0	0.6	66	0
17	Mar_28_2012	130.56	139.05	140.47	140.42			140.47(-0.5%)	UD	OpenLong	75	0	17	-10000	1	65	148.56	75%	0.1	44.9	0.61%	0	0.7	69	0
18	Mar_27_2012	130.43	138.88	140.42	140.37			141.17(-0.31%)	UD	OpenLong	75	0.4	25	-10000	3	90	119.87	75%	0.12	47.1	0.63%	0	1.2	77	0
19	Mar_26_2012	130.28	138.69	140.3	140.22			141.61(1.4%)	UT	HoldLong	65	0.8	32	-10000	3	120	120.16	75%	0.13	49.6	0.63%	0	1.6	82	0
20	Mar_23_2012	130.11	138.46	139.91	140.07			139.65(0.32%)	UD	OpenLong	65	-0.2	29	-10000	-3	124	120.52	71%	0.11	52.4	0.61%	0	0.7	63	0

21	Mar_22_2012	129.97	138.32	139.73	140.2			139.2(-0.72%)	UD	OpenLong	65	-0.6	27	-10000	-7	130	135.22	71%	0.12	57.5	0.62%	0	0.5	59	0
22	Mar_21_2012	129.81	138.2	139.54	140.5			140.21(-0.16%)	UD	OpenLong	75	-0.2	37	-10000	1	145	122.39	78%	0.15	66.2	0.62%	0	1.1	60	0
23	Mar_20_2012	129.62	137.99	139.12	140.44			140.44(-0.29%)	UD	OpenLong	75	0	36	-10000	2	139	121.73	85%	0.12	70.1	0.61%	0	1.4	64	0
24	Mar_19_2012	129.47	137.78	138.57	140.37			140.85(0.39%)	UT	OpenLong	75	0.3	37	-10000	13	109	125.29	85%	0.1	74.8	0.71%	0	1.8	63	0
25	Mar_16_2012	129.34	137.55	138.15	139.71			140.3(-0.3%)	UD	OpenLong	75	0.4	29	-10000	11	83	152.89	85%		77	0.73%	0	1.8	63	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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