Trading Signals: SPY Stock Price Prediction and Forecast

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Wed. Jan. 21, 2015

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 23, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $203.0800 (0.5%) ($200.9400 - $203.6600) on Wed. Jan. 21, 2015.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.8% (three month average)
RSI   40
Latest Price   $203.0800(0.5%)
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 -0.7% a week on average for past two weeks.
Market Behavior   Value stock rally for large cap. Normal for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVE(94%)    QQQ(92%)    VT(92%)    VYM(88%)    XLK(88%)
Factors Impacting SPY price   SPY will decline at least -0.4% in a week (0% probabilities).
VIXM(-33%)    TLT(-23%)    UUP(-12%)    SHY(-6%)    IGOV(-6%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.4% (StdDev 0.8%)
Hourly BBV 0 ()
Intraday Trend 0.8%

Resistance Level   $204.06
5 Day Moving Average   $201.33(0.87%)
10 Day Moving Average   $202.33(0.37%)
20 Day Moving Average   $204.06(-0.48%)
To recent high   -2.7%
To recent low   5.4%
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 1.43% (three month std-dev: 0.8%) 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

> 20150221

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	Jan_21_2015	200.88	204.06	202.33	201.33			203.08(0.5%)	DP	OpenShort	-65	0.6	-10	-10000	3	-48	122.94	64%	0.01	-14.7	0.8%	0	-0.3	40	0
2	Jan_20_2015	200.86	204.22	202.03	201.13			202.06(0.21%)	DP	OpenShort	-75	0.3	-21	-10000	-1	-80	130.99	66%	0.01	-8.1	0.84%	0	-0.7	36	0
3	Jan_16_2015	200.84	204.46	201.99	201.25			201.63(1.31%)	DP	OpenShort	-75	0.1	-30	-10000	-6	-101	211.88	67%	0	-3.4	0.85%	0	-0.9	36	0
4	Jan_15_2015	200.83	204.5	202.35	201.77			199.02(-0.92%)	DT	OpenShort	-75	-0.9	-39	-10000	-16	-107	176.61	66%	-0	0	0.83%	0	-1.8	31	0
5	Jan_14_2015	200.84	204.51	203.01	203.15			200.86(-0.6%)	DT	OpenShort	-75	-0.8	-23	-10000	-3	-84	192.99	68%	0	0	0.83%	0	-1.3	34	0

6	Jan_13_2015	200.84	204.49	203.66	203.44			202.08(-0.28%)	DT	HoldShort	-50	-0.4	-15	-10000	5	-76	214.55	64%	0.01	-8	0.83%	0	-0.8	37	0
7	Jan_12_2015	200.82	204.46	204.3	202.99			202.65(-0.78%)	DT	HoldShort	-50	-0.1	-18	-10000	2	-78	144.4	64%	0.02	-21.5	0.85%	0	-0.6	41	0
8	Jan_9_2015	200.78	204.55	204.86	202.8			204.25(-0.8%)	DT	OpenShort	-75	0.4	-22	-10000	-3	-79	158.57	56%	0.02	-27.2	0.86%	0	-0.1	43	0
9	Jan_8_2015	200.73	204.51	205.19	203.04			205.9(1.77%)	DP	OpenShort	-65	0.9	-13	-10000	1	-55	147.22	59%	0.03	-32.1	0.89%	0	0.4	61	0
10	Jan_7_2015	200.66	204.52	205.35	202.96			202.31(1.25%)	DP	OpenShort	-75	-0.2	-18	-10000	-12	-34	125.35	53%	0.02	-33.3	0.89%	0	-0.7	64	0

11	Jan_6_2015	200.62	204.73	205.88	204.02			199.82(-0.94%)	N/A	N/A	0	-1.3	-13	-10000	-19	6	209.15	51%	0.01	-24.1	0.9%	0	-1.5	55	0
12	Jan_5_2015	200.6	205.15	206.62	205.8			201.72(-1.81%)	UD	OpenLong	65	-1.3	3	-10000	-15	57	169.63	53%	0.03	-8.5	0.89%	0	-1.1	55	0
13	Jan_2_2015	200.53	205.46	207.19	207.15			205.43(-0.05%)	UD	OpenLong	65	-0.6	21	-10000	-5	98	121.47	59%	0.07	3.3	0.87%	0	-0	53	0
14	Dec_31_2014	200.38	205.57	206.9	207.61			205.54(-0.99%)	UD	OpenLong	65	-0.7	23	-10000	-5	106	130.33	56%	0.06	8.6	0.87%	0	-0	56	0
15	Dec_30_2014	200.25	205.64	206.24	208.06			207.6(-0.54%)	UD	OpenLong	75	-0.1	23	-10000	0	91	73.54	58%	0.07	12.4	0.88%	0	0.6	51	0

16	Dec_29_2014	200.11	205.53	205.48	208.03			208.72(0.13%)	UT	OpenLong	75	0.2	22	-10000	5	73	79.64	58%	0.08	10.6	0.88%	0	1	53	0
17	Dec_26_2014	199.96	205.43	204.69	207.59			208.44(0.32%)	UT	OpenLong	75	0.3	14	-10000	4	45	57.33	59%	0.13	9.5	0.88%	0	1	49	0
18	Dec_24_2014	199.7	205.36	204.22	207.26			207.77(0.01%)	UT	OpenLong	75	0.2	18	-10000	13	31	42.96	57%	0.08	10.2	0.9%	0	0.8	48	0
19	Dec_23_2014	199.54	205.3	203.73	206.06			207.75(0.13%)	N/A	N/A	0	0.6	16	-10000	22	-1	122.17	56%	0.07	1.4	0.9%	0	0.8	48	0
20	Dec_22_2014	199.4	205.26	203.52	204.09			207.47(0.46%)	N/A	N/A	0	1.1	3	-10000	17	-40	148.32	54%	0.08	-12.4	0.91%	0	0.7	49	0

21	Dec_19_2014	199.25	205.2	203.35	202.5			206.52(-0.13%)	DP	OpenShort	-65	1.4	-9	-10000	12	-70	245.08	53%	0.07	-24.3	0.91%	0	0.4	51	0
22	Dec_18_2014	199.11	205.14	203.42	201.38			206.78(2.47%)	DP	OpenShort	-65	1.8	-18	-10000	6	-91	257.63	54%	0.05	-32.9	0.91%	0	0.6	48	0
23	Dec_17_2014	199.01	205.05	203.43	200.86			201.79(1.96%)	DP	OpenShort	-75	0.3	-30	-10000	-3	-112	253.91	50%	0.02	-36.6	0.86%	0	-1.1	36	0
24	Dec_16_2014	198.97	205.26	204.02	201.13			197.91(-0.8%)	DT	OpenShort	-75	-1.1	-44	-10000	-20	-117	259.54	48%	0.01	-33.6	0.83%	0	-2.6	25	0
25	Dec_15_2014	198.96	205.63	204.98	202.84			199.51(-0.69%)	DT	OpenShort	-75	-1.5	-34	-10000	-17	-85	189.97	48%		-20.2	0.83%	0	-2.7	27	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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