Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. Aug. 17, 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 $142.1800 (0.13%) ($141.8600 - $142.3000) on Fri. Aug. 17, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.98% (three month average)
RSI   70
Latest Price   $142.1800(0.13%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 0.2% a day on average for past five trading days.
Weekly Trend   SPY advances 1.2% 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 -0.49% in a week (0% probabilities).
TLT(-25%)    SHY(-6%)    IGOV(-6%)    TIP(-1%)    GLD(3%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.49% (StdDev 0.98%)
Hourly BBV 0 ()
Intraday Trend -0%

5 Day Moving Average   $141.34(0.59%)
10 Day Moving Average   $140.9(0.91%)
20 Day Moving Average   $138.96(2.32%)
To recent high   0%
To recent low   11%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.3
One Month Target Price   > $142.18
(if BBV positive, VIX trend negative.)
Correction Price   < $135.21

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 -1.2% away from the target price of 142.18.
$. SPY price fluctuates within 1.78% (three month std-dev: 0.98%) 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

> 20120917

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_17_2012	136.06	138.96	140.9	141.34			142.18(0.13%)	UT	OpenLong	75	0.3	22	-10000	4	74	90.81	59%	0.01	49.4	0.98%	0	1.3	70	0
2	Aug_16_2012	136.04	138.67	140.61	141.07			141.99(0.74%)	UT	OpenLong	75	0.4	21	-10000	4	70	112.01	59%	0.01	50.9	1%	0	1.4	70	0
3	Aug_15_2012	136.03	138.44	140.1	140.79			140.95(0.11%)	UT	HoldLong	65	0.1	17	-10000	1	66	71.09	59%	0	59	1%	0	1.1	76	0
4	Aug_14_2012	136.03	138.25	139.78	140.7			140.79(0.01%)	UT	HoldLong	65	0	21	-10000	1	80	102.38	57%	-0.01	66.5	1%	0	1.2	81	0
5	Aug_13_2012	136.04	138.02	139.48	140.61			140.77(-0.05%)	UD	OpenLong	75	0.1	26	-10000	3	94	79.43	57%	0.01	71.8	1.01%	0	1.3	81	0

6	Aug_10_2012	136.03	137.75	139.26	140.38			140.84(0.16%)	UT	OpenLong	75	0.2	30	-10000	4	106	99.79	57%	0.01	71.7	1.01%	0	1.5	73	0
7	Aug_9_2012	136.01	137.49	139.03	140.08			140.61(0.09%)	UT	OpenLong	75	0.2	36	-10000	11	112	90.29	57%	0.01	67.7	1.01%	0	1.5	64	0
8	Aug_8_2012	136	137.14	138.59	139.28			140.49(0.12%)	UT	OpenLong	75	0.6	28	-10000	8	87	89.75	57%	0	52	1.02%	0	1.6	58	0
9	Aug_7_2012	136	136.82	137.96	138.7			140.32(0.5%)	UT	OpenLong	75	0.8	21	-10000	7	61	109.55	57%	-0.01	39.3	1.02%	0	1.8	58	0
10	Aug_6_2012	136.01	136.5	137.33	138.18			139.62(0.19%)	UT	OpenLong	75	0.8	12	-10000	3	39	86.33	57%	-0.01	29.1	1.02%	0	1.7	60	0

11	Aug_3_2012	136.02	136.27	136.87	137.99			139.35(1.98%)	UT	OpenLong	75	0.8	10	-10000	2	33	157.82	53%	-0.01	26.8	1.04%	0	1.8	62	0
12	Aug_2_2012	136.03	136.07	136.55	137.86			136.64(-0.69%)	UD	OpenLong	75	-0.8	9	-10000	1	34	199.56	50%	-0.02	35.4	1.01%	0	0.4	54	0
13	Aug_1_2012	136.06	136.06	136.65	137.77			137.59(-0.09%)	UD	OpenLong	75	-0.1	21	-10000	10	52	138.29	50%	-0.02	43.5	1.01%	0	1	65	0
14	Jul_31_2012	136.09	136.04	136.61	137.04			137.71(-0.7%)	UD	OpenLong	75	0.4	20	-10000	11	48	120.58	50%	0	47	1.01%	0	1.1	62	0
15	Jul_30_2012	136.09	135.97	136.46	136.28			138.68(0%)	UT	HoldLong	50	1.6	17	-10000	10	39	106.78	50%	0.01	50.5	1.01%	0	1.8	66	0

16	Jul_27_2012	136.08	135.82	136.12	135.57			138.68(1.84%)	UT	OpenLong	75	2.3	10	-10000	6	21	236.77	50%	0.01	50	1.02%	0	2.1	60	0
17	Jul_26_2012	136.06	135.53	135.8	135.12			136.17(1.65%)	N/A	N/A	0	0.8	-2	-10000	-5	8	156.53	47%	0.01	42.6	0.99%	0	0.5	52	0
18	Jul_25_2012	136.05	135.38	135.55	135.44			133.96(0.02%)	N/A	N/A	0	-1	-8	-10000	-10	0	129.12	47%	-0.01	40.2	0.97%	0	-1	39	0
19	Jul_24_2012	136.06	135.31	135.6	136.12			133.93(-0.86%)	N/A	N/A	0	-1.4	-4	-10000	-7	6	173.3	47%	-0.02	38.1	0.99%	0	-0.9	36	0
20	Jul_23_2012	136.09	135.21	135.66	136.6			135.09(-1.01%)	UD	OpenLong	65	-0.8	2	-10000	-1	11	145.21	45%	-0.01	33.8	0.98%	0	-0.1	44	0

21	Jul_20_2012	136.11	135.14	135.69	136.67			136.47(-0.91%)	UD	OpenLong	75	-0.1	4	-10000	2	11	142.9	47%	-0.01	33.1	0.98%	0	0.7	51	0
22	Jul_19_2012	136.13	134.94	135.58	136.53			137.73(0.26%)	UT	OpenLong	75	0.6	16	-10000	13	23	129.85	47%	0.01	27.9	0.97%	0	1.5	69	0
23	Jul_18_2012	136.12	134.81	135.45	135.68			137.37(0.74%)	UT	OpenLong	75	0.9	11	-10000	10	15	113.35	47%	0	25	0.97%	0	1.4	66	0
24	Jul_17_2012	136.12	134.71	135.41	135.04			136.36(0.69%)	UT	OpenLong	75	0.8	10	-10000	7	20	138.86	49%	-0.01	24	0.97%	0	1	67	0
25	Jul_16_2012	136.13	134.6	135.4	134.6			135.43(-0.24%)	UD	OpenLong	75	0.5	7	-10000	0	28	97.53	49%		25.2	0.99%	0	0.5	67	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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