Trading Signals: SPY Stock Price Prediction and Forecast

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Mon. Oct. 8, 2012

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. Jun. 21, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $145.6400 (-0.34%) ($145.3100 - $146.1200) on Mon. Oct. 8, 2012.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.7% (three month average)
RSI   42
Latest Price   $145.6400(-0.34%)
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 declines -0.2% 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 -0.35% 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   -0.35% (StdDev 0.7%)
Hourly BBV 0 ()
Intraday Trend 0%

5 Day Moving Average   $145.5(0.1%)
10 Day Moving Average   $144.83(0.56%)
20 Day Moving Average   $145.4(0.17%)
To recent high   -1.1%
To recent low   9.1%
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 0.83% (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

> 20121108

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_2012	138.33	145.4	144.83	145.5			145.64(-0.34%)	N/A	N/A	0	0.1	0	-10000	5	-15	78.42	86%	0.12	53	0.7%	0	0.2	42	0
2	Oct_5_2012	138.16	145.3	144.82	145.24			146.14(0.01%)	DP	OpenShort	-65	0.7	-1	-10000	8	-28	124.84	86%	0.11	56	0.71%	0	0.7	44	0
3	Oct_4_2012	138.01	145.21	144.76	144.81			146.13(0.72%)	DP	OpenShort	-65	1.1	-8	-10000	6	-51	124.31	86%	0.1	60	0.71%	0	0.7	41	0
4	Oct_3_2012	137.87	145.09	144.78	144.51			145.09(0.41%)	DP	OpenShort	-65	0.4	-10	-10000	7	-61	121.28	85%	0.09	51	0.71%	0	0	40	0
5	Oct_2_2012	137.75	144.91	144.92	144.15			144.5(0.1%)	DP	OpenShort	-65	0.2	-14	-10000	2	-63	113.42	85%	0.07	37.8	0.72%	0	-0.2	53	0

6	Oct_1_2012	137.65	144.76	145.13	144.07			144.35(0.26%)	DP	OpenShort	-75	0.2	-18	-10000	-5	-56	135.91	85%	0.07	35.2	0.72%	0	-0.2	55	0
7	Sep_28_2012	137.56	144.62	145.36	144.33			143.97(-0.46%)	DT	OpenShort	-75	-0.2	-13	-10000	-7	-31	150.7	87%	0.06	36.1	0.77%	0	-0.3	56	0
8	Sep_27_2012	137.48	144.47	145.69	144.71			144.64(0.94%)	DP	OpenShort	-75	-0	-7	-10000	-7	-6	111.83	87%	0.07	37.4	0.77%	0	0.1	53	0
9	Sep_26_2012	137.39	144.33	145.89	145.12			143.29(-0.56%)	N/A	N/A	0	-0.8	-5	-10000	-12	18	146.5	86%	0.05	41.2	0.77%	0	-0.5	51	0
10	Sep_25_2012	137.32	144.25	146.04	145.81			144.1(-1.06%)	UD	OpenLong	65	-0.8	8	-10000	-9	57	133.17	78%	0.05	48.1	0.77%	0	-0.1	68	0

11	Sep_24_2012	137.25	144.14	146.07	146.31			145.65(-0.15%)	UD	OpenLong	65	-0.3	19	-10000	-4	89	95.68	83%	0.07	52.1	0.78%	0	0.6	76	0
12	Sep_21_2012	137.16	143.93	145.89	146.53			145.87(-0.57%)	UD	OpenLong	65	-0.3	23	-10000	-5	108	108.74	73%	0.05	53.3	0.79%	0	0.8	76	0
13	Sep_20_2012	137.09	143.68	145.75	146.8			146.71(0.01%)	UT	HoldLong	65	-0	33	-10000	0	131	154.01	73%	0.05	53.6	0.84%	0	1.3	83	0
14	Sep_19_2012	137.02	143.42	145.46	146.78			146.7(0.05%)	UT	OpenLong	75	-0	42	-10000	7	147	128.32	74%	0.04	57.7	0.84%	0	1.4	74	0
15	Sep_18_2012	136.96	143.17	144.91	146.32			146.62(-0.08%)	UD	OpenLong	75	0.1	41	-10000	9	136	98.33	74%	0.05	57.4	0.84%	0	1.6	74	0

16	Sep_17_2012	136.89	142.93	144.36	145.77			146.74(-0.34%)	UD	OpenLong	75	0.5	38	-10000	10	122	119.43	74%	0.04	57.2	0.84%	0	1.8	73	0
17	Sep_14_2012	136.83	142.68	143.81	145.13			147.24(0.44%)	UT	HoldLong	65	1.1	34	-10000	10	105	169.78	76%	0.05	58	0.84%	0	2.4	76	0
18	Sep_13_2012	136.76	142.39	143.12	144.55			146.59(1.52%)	UT	HoldLong	65	1.3	29	-10000	9	88	225.47	76%	0.06	64.8	0.85%	0	2.7	78	0
19	Sep_12_2012	136.68	142.09	142.58	143.98			144.39(0.33%)	UT	OpenLong	75	0.3	27	-10000	11	74	87.64	75%	0.05	71.8	0.84%	0	1.9	62	0
20	Sep_11_2012	136.61	141.91	142.27	143.29			143.91(0.28%)	UT	OpenLong	75	0.6	21	-10000	10	54	88.76	71%	0.05	62.8	0.85%	0	1.8	61	0

21	Sep_10_2012	136.54	141.74	142.02	142.71			143.51(-0.57%)	UD	OpenLong	75	0.8	15	-10000	8	35	86.46	71%	0.04	57.5	0.86%	0	1.7	56	0
22	Sep_7_2012	136.48	141.61	141.81	142.24			144.33(0.39%)	UT	OpenLong	75	2.2	15	-10000	13	21	107.27	71%	0.05	55.9	0.86%	0	2.8	61	0
23	Sep_6_2012	136.41	141.41	141.42	141.47			143.77(2.03%)	N/A	N/A	0	3.1	3	-10000	7	-8	158.27	74%	0.04	67.9	0.86%	0	3.1	59	0
24	Sep_5_2012	136.36	141.24	141.19	141.02			140.91(-0.09%)	DT	OpenShort	-75	-0.2	-7	-10000	-2	-20	100.66	71%	0.01	97.4	0.87%	0	-0.6	51	0
25	Sep_4_2012	136.34	141.21	141.28	141.12			141.03(-0.09%)	DT	OpenShort	-75	-0.2	-5	-10000	-2	-14	120.23	71%		117.5	0.87%	0	-0.3	54	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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