Trading Signals: SPY Stock Price Prediction and Forecast

^ SPY: Intraday Hourly Forecast Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Thu. Jul. 8, 2021

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Mon. May. 13, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $430.9200 (-0.81%) ($427.5200 - $431.7300) on Thu. Jul. 8, 2021.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.68% (three month average)
RSI   63
Latest Price   $430.9200(-0.81%)
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 advances 1.4% a week on average for past two weeks.
Market Behavior   Broad based sell-off for large cap. Broad based sell-off for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVW(97%)    IWF(96%)    DIA(94%)    QQQ(94%)    IVE(93%)
Factors Impacting SPY price   SPY will decline at least -0.34% in a week (0% probabilities).
VIXM(-50%)    UUP(-26%)    VXX(-15%)    TBT(-3%)    IGOV(1%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.34% (StdDev 0.68%)
Hourly BBV -0.9 ()
Intraday Trend 0.5%

5 Day Moving Average   $432.49(-0.36%)
10 Day Moving Average   $429.91(0.23%)
20 Day Moving Average   $426.26(1.09%)
To recent high   -0.8%
To recent low   6.2%
Market Cap   $N/A

CFTC S&P 500 speculative net positions   -79.9000 k (Fri. Feb. 19, 2021) Decrease
Fed Fund Rate   % ()
Yield Curve    (0)
Credit Spread    (0)

$. SPY price fluctuates within 1.11% (three month std-dev: 0.68%) daily (68% of days).

Sample size 12 Average positive next day return: 0.45%(33%) Average negative next day return: -0.55%(67%) Sample size 12 Average positive next three day return: 0.73%(58%) Average negative next three day return: -0.83%(42%) Sample size 12 Average positive next weekly return: 0.81%(67%) Average negative next weekly return: -0.64%(33%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20210808

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	Jul_8_2021	409.65	426.26	429.91	432.49	432.13	431.67	430.92(-0.81%)	CR	SmallShort	-20	-0.3	-58	-10	-104	80	97.36	61%	0.1	61.3	0.68%	-0.9	1	63	-0.1
2	Jul_7_2021	409.26	425.79	429.13	431.92	432.12	433.14	434.46(0.35%)	UT	OpenLong	75	0.5	127	20	114	165	63.36	64%	0.11	60	0.68%	1.6	1.9	69	1
3	Jul_6_2021	408.83	425.15	427.99	430.57	430.66	432.59	432.93(-0.18%)	UD	OpenLong	75	0.6	171	30	171	172	68.15	64%	0.1	61	0.68%	0.8	1.8	62	0.9
4	Jul_2_2021	408.42	424.58	426.79	429.48	429.45	431.09	433.72(0.76%)	UT	OpenLong	75	1.1	224	30	239	179	57.46	67%	0.11	64	0.69%	1.7	2.4	61	1.5
5	Jul_1_2021	407.98	423.98	424.94	428.05	428.08	428.74	430.43(0.55%)	UT	OpenLong	75	0.7	107	10	111	96	53.19	68%	0.1	64.6	0.69%	2	1.9	59	1.7

6	Jun_30_2021	407.57	423.38	424.05	426.99	427.24	427.81	428.06(0.08%)	UT	OpenLong	75	0.4	65	10	65	63	63.88	68%	0.1	62.5	0.69%	0.9	1.5	57	1.5
7	Jun_29_2021	407.18	422.99	423.42	425.9	426.55	427.43	427.7(0.05%)	UT	OpenLong	75	0.6	101	20	111	70	35.88	68%	0.09	58	0.7%	0.8	1.6	60	1.4
8	Jun_28_2021	406.8	422.57	423.03	424.98	425.37	426.67	427.47(0.2%)	UT	OpenLong	75	0.9	119	20	134	73	51.54	68%	0.1	53.8	0.7%	1.8	1.8	58	1.7
9	Jun_25_2021	406.4	422.19	422.73	423.66	424.11	425.68	426.61(0.36%)	UT	OpenLong	75	1.2	179	30	207	93	57.81	70%	0.1	52.5	0.72%	1.4	1.7	57	2
10	Jun_24_2021	405.98	421.81	422.44	421.32	422.21	424.07	425.1(0.59%)	UT	OpenLong	75	1.6	170	40	203	69	44.05	70%	0.11	36.8	0.72%	1.3	1.4	54	1.7

11	Jun_23_2021	405.54	421.5	422.25	420.69	419.98	422.55	422.6(-0.12%)	UD	OpenLong	75	0.8	143	40	171	58	48.81	70%	0.1	46.4	0.72%	1	0.5	58	1.7
12	Jun_22_2021	405.12	421.29	422.16	420.59	419.58	420.34	423.11(0.53%)	UT	OpenLong	75	1	159	10	190	66	57.39	70%	0.12	56.9	0.73%	1.6	0.7	55	1.4
13	Jun_21_2021	404.64	421.1	422.06	420.87	419.8	417.41	420.86(1.43%)	DP	OpenShort	-75	-0	-138	-50	-162	-67	71.6	70%	0.13	67.2	0.74%	0.6	-0.1	53	0.6
14	Jun_18_2021	404.12	420.83	422.21	421.75	421.31	418.82	414.92(-1.67%)	DT	OpenShort	-75	-2.5	-280	-40	-333	-122	114.97	63%	0.09	65.2	0.72%	-1.4	-2.1	41	-0.2
15	Jun_17_2021	403.74	420.92	423.06	423.63	423.41	422.18	421.97(-0.03%)	DT	OpenShort	-75	-0.6	-112	-20	-143	-18	86.67	69%	0.12	95.4	0.71%	-0.6	0.4	60	1

16	Jun_16_2021	403.26	420.4	422.8	423.95	424.02	423.81	422.11(-0.56%)	CR	SmallShort	-20	-0.5	-41	-0	-61	19	79.69	69%	0.1	84.3	0.71%	-1.3	0.5	61	0.9
17	Jun_15_2021	402.87	419.93	422.65	423.86	424.1	424.64	424.48(-0.18%)	UD	OpenLong	75	0.2	60	10	57	69	51.39	69%	0.1	73.9	0.71%	1.4	1.2	73	1
18	Jun_14_2021	402.46	419.47	422.18	423.42	423.5	424.23	425.26(0.22%)	UT	OpenLong	75	0.5	76	10	76	74	42.03	69%	0.11	69.2	0.71%	0.7	1.5	71	1.4
19	Jun_11_2021	402.02	419.02	421.64	422.81	422.93	423.55	424.31(0.17%)	UT	HoldLong	65	0.4	76	10	75	77	45.4	71%	0.1	62.8	0.71%	0.6	1.5	78	1.4
20	Jun_10_2021	401.62	418.33	421.12	422.47	422.49	422.78	423.61(0.46%)	UT	OpenLong	75	0.3	63	0	59	74	50.86	71%	0.1	47.3	0.72%	1	1.4	75	1.2

21	Jun_9_2021	401.21	417.47	420.66	421.5	422.02	422.31	421.65(-0.15%)	UD	OpenLong	75	0	58	10	52	77	47.1	73%	0.11	24.3	0.72%	-0.3	0.9	80	1
22	Jun_8_2021	400.77	417.09	420.33	421.23	420.98	422.21	422.28(0.02%)	UT	HoldLong	65	0.2	64	20	56	86	46.33	73%	0.05	21.9	0.74%	1.7	1.2	77	1.2
23	Jun_7_2021	400.55	416.84	420	420.71	420.49	421.73	422.19(-0.1%)	UD	OpenLong	75	0.4	143	20	149	126	51.14	73%	0.12	18.8	0.74%	0.8	1.3	63	1.4
24	Jun_4_2021	400.07	416.77	419.3	420.28	420.21	419.74	422.6(0.91%)	UT	OpenLong	75	0.6	51	-10	43	75	55.36	71%	0.11	21.8	0.77%	1.5	1.4	61	1.5
25	Jun_3_2021	399.62	416.55	418.56	419.62	420.02	419.26	418.77(-0.37%)	N/A	N/A	0	-0.2	-75	-10	-106	18	57.83	66%		17.5	0.78%	-0.7	0.6	67	1.2
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

Click to see actual return for next trading day.