Trading Signals: SPY Stock Price Prediction and Forecast

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Tue. Nov. 16, 2021

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Thu. May. 9, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $469.2800 (0.4%) ($467.0700 - $470.4850) on Tue. Nov. 16, 2021.

Trend Analysis and Forecast

Average Daily Percentage Swing   0.72% (three month average)
RSI   81
Latest Price   $469.2800(0.4%)
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 0.8% a week on average for past two weeks.
Market Behavior   Growth stock rally for large cap. Growth stock rally for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVW(97%)    IWF(97%)    DIA(94%)    IWD(94%)    QQQ(94%)
Factors Impacting SPY price   SPY will decline at least -0.36% in a week (0% probabilities).
VIXM(-48%)    UUP(-26%)    VXX(-13%)    TBT(-5%)    IGOV(-5%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.36% (StdDev 0.72%)
Hourly BBV 1.3 ()
Intraday Trend 0.5%

5 Day Moving Average   $466.27(0.65%)
10 Day Moving Average   $466.81(0.53%)
20 Day Moving Average   $461.93(1.59%)
To recent high   0%
To recent low   9.5%
Market Cap   $N/A

Average Volume    million
BBV (position on Bollinger band)   1.2
One Month Target Price   > $469.28
(if BBV positive, VIX trend negative.)
Correction Price   < $452.39

CFTC S&P 500 speculative net positions   -79.9000 k (Fri. Feb. 19, 2021) Decrease
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 -2.3% away from the target price of 469.28.
$. SPY price fluctuates within 1.32% (three month std-dev: 0.72%) daily (68% of days).

Sample size 42 Average positive next day return: 0.54%(57%) Average negative next day return: -0.9%(43%) Sample size 42 Average positive next three day return: 1.58%(50%) Average negative next three day return: -1.27%(50%) Sample size 42 Average positive next weekly return: 2.35%(64%) Average negative next weekly return: -2.58%(36%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20211216

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	Nov_16_2021	444.62	461.93	466.81	466.27	466.72	468.14	469.28(0.4%)	UT	HoldLong	65	0.5	123	20	126	114	48.59	55%	0.09	87.9	0.72%	1.3	1.2	81	2.1
2	Nov_15_2021	444.2	461.02	466.09	465.89	465.76	466.94	467.43(0.03%)	UT	OpenLong	75	0.2	111	20	110	115	46.26	55%	0.09	93.6	0.72%	0.7	1	73	2.2
3	Nov_12_2021	443.78	460.03	465.39	466.19	465.82	465.29	467.27(0.75%)	UT	OpenLong	75	0.2	34	-10	15	89	52.36	55%	0.1	98	0.72%	1.8	1	73	1.1
4	Nov_11_2021	443.35	458.99	464.62	466.45	466.61	464.58	463.77(0.03%)	N/A	N/A	0	-0.4	-124	-30	-175	29	34.61	53%	0.09	97.6	0.71%	-0.9	0.6	73	0.5
5	Nov_10_2021	442.93	457.98	464.15	467.07	467.71	466.35	463.62(-0.8%)	CR	SmallShort	-20	-0.4	-122	-20	-178	45	69.15	53%	0.09	88.5	0.71%	-2.1	0.6	72	0.5

6	Nov_9_2021	442.52	456.64	463.28	467.29	468.06	468.65	467.38(-0.33%)	UD	OpenLong	75	0	58	10	31	138	50.85	55%	0.11	80.2	0.7%	-1.3	1.1	83	0.9
7	Nov_8_2021	442.04	455.01	462.16	466.2	466.8	469.06	468.93(0.09%)	UT	HoldLong	65	0.3	211	40	211	210	49.98	55%	0.12	74.6	0.7%	0.5	1.3	89	1
8	Nov_5_2021	441.49	453.32	460.8	464.42	464.76	467.47	468.53(0.35%)	UT	HoldLong	65	0.4	301	40	318	251	65.66	55%	0.11	74	0.7%	0.8	1.5	90	1
9	Nov_4_2021	441.01	451.77	459.23	462.56	462.5	464.54	466.91(0.47%)	UT	HoldLong	65	0.4	267	30	279	232	51.74	55%	0.1	73.6	0.7%	1.2	1.5	90	1.3
10	Nov_3_2021	440.56	450.33	457.86	460.85	460.38	462.06	464.72(0.61%)	UT	HoldLong	65	0.4	191	20	189	198	51.51	57%	0.09	75.1	0.71%	2.7	1.5	91	1.3

11	Nov_2_2021	440.15	448.83	456.59	458.69	458.86	460.47	461.9(0.4%)	UT	HoldLong	65	0.3	197	30	193	209	48.7	57%	0.09	70.4	0.71%	1.5	1.3	93	1.3
12	Nov_1_2021	439.77	447.39	455.46	457.5	457.42	458.69	460.04(0.17%)	UT	HoldLong	65	0.3	156	20	139	208	48	57%	0.08	65.8	0.71%	1.3	1.3	93	1.2
13	Oct_29_2021	439.41	445.84	454.19	456.6	456.67	457.24	459.25(0.2%)	UT	HoldLong	65	0.3	142	10	117	215	69.96	57%	0.08	58.7	0.71%	0.9	1.4	89	1.2
14	Oct_28_2021	439.04	444.57	452.87	455.38	455.9	456.14	458.32(0.96%)	UT	HoldLong	65	0.3	87	10	51	194	50.76	57%	0.08	51.4	0.71%	1.1	1.4	79	1.2
15	Oct_27_2021	438.67	443.1	451.32	454.43	454.92	456.09	453.94(-0.44%)	UD	OpenLong	75	-0.1	96	20	61	201	72.18	55%	0.07	46.9	0.7%	-1.4	1.2	75	1.1

16	Oct_26_2021	438.35	442.11	449.57	454.13	454.24	455.67	455.96(0.09%)	UT	HoldLong	65	0.2	209	20	194	253	55.82	55%	0.08	48	0.71%	1	1.5	82	1.2
17	Oct_25_2021	438	440.96	447.41	453.06	452.99	453.76	455.55(0.54%)	UT	HoldLong	65	0.3	152	10	129	221	45.01	55%	0.08	48.9	0.71%	1.6	1.7	83	1.4
18	Oct_22_2021	437.67	440.22	445.34	451.39	451.77	452.81	453.12(-0.1%)	UD	OpenLong	75	0.2	151	20	129	218	58.59	57%	0.08	47.7	0.71%	0.7	1.7	84	1.5
19	Oct_21_2021	437.32	439.66	443.78	449.94	449.9	452.23	453.59(0.26%)	UT	OpenLong	75	0.5	208	40	197	240	40.98	58%	0.08	43.1	0.71%	1.6	1.9	72	1.8
20	Oct_20_2021	436.98	438.8	442.21	447.72	448.06	450.73	452.41(0.39%)	UT	OpenLong	75	0.7	342	40	357	298	49.03	60%	0.08	32.7	0.72%	1.1	2.1	75	1.7

21	Oct_19_2021	436.64	437.8	440.4	444.28	445.27	447.57	450.64(0.77%)	UT	OpenLong	75	1.1	305	40	324	249	46.78	57%	0.03	12	0.74%	1.5	2.2	65	1.9
22	Oct_18_2021	436.5	436.92	438.59	440.87	441.46	445.38	447.19(0.3%)	UT	OpenLong	75	1.3	260	70	281	195	61.78	56%	0.06	-15.5	0.76%	1.2	2	63	2.1
23	Oct_15_2021	436.22	436.54	436.73	438.37	438.72	442.98	445.87(0.76%)	UT	OpenLong	75	1.6	394	70	453	217	66.13	55%	0.06	-37.1	0.76%	1.1	2	50	2
24	Oct_14_2021	435.94	436.5	435.48	436.77	436.57	437.53	442.5(1.68%)	UT	OpenLong	75	1.2	195	10	228	96	69.98	53%	0.06	-47.2	0.76%	1.5	1.3	46	1.9
25	Oct_13_2021	435.7	436.67	434.12	436	436.05	434.45	435.18(0.36%)	DP	OpenShort	-75	-0.2	-114	-30	-129	-70	71.7	50%		-50.4	0.73%	0.1	-0.3	47	1.5
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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