Trading Signals: SPY Stock Price Prediction and Forecast

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Fri. May. 27, 2022

Trading Signals: SPY Stock Price Prediction and Forecast (Tue. Apr. 1, 2003 - Fri. May. 17, 2024)

(SPDR S&P 500 ETF Trust)
SPY latest price $415.2600 (2.45%) ($407.7000 - $415.3800) on Fri. May. 27, 2022.

Trend Analysis and Forecast

Average Daily Percentage Swing   1.65% (three month average)
RSI   59
Latest Price   $415.2600(2.45%)
Stocks Behave Similarly   Similar Stock List
Top Holdings   Top Holding List
Daily Trend   SPY advances 1.3% a day on average for past five trading days.
Weekly Trend   SPY advances 0.7% a week on average for past two weeks.
Market Behavior   Broad based rally for large cap. Broad based rally for small cap.
Correlated ETFs   Broad market will support SPY advance at 0% a week (0% probability)
IVW(97%)    IWF(97%)    DIA(94%)    IVE(94%)    IWD(94%)
Factors Impacting SPY price   SPY will decline at least -0.825% in a week (0% probabilities).
VIXM(-32%)    UUP(-25%)    TBT(-10%)    VXX(-6%)    UNG(10%)
Explanation The rally is not sustainable and not supported by the broad market.

Relative Volatility (options are extremely cheap)

Market Trend Strength   -0.825% (StdDev 1.65%)
Hourly BBV 1.4 ()
Intraday Trend 1.8%

5 Day Moving Average   $401.79(3.35%)
10 Day Moving Average   $399.04(4.06%)
20 Day Moving Average   $402.57(3.15%)
To recent high   -10%
To recent low   6.6%
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 2.62% (three month std-dev: 1.65%) daily (68% of days).

Sample size 24 Average positive next day return: 2.12%(67%) Average negative next day return: -1.98%(33%) Sample size 24 Average positive next three day return: 4.51%(79%) Average negative next three day return: -6.04%(21%) Sample size 24 Average positive next weekly return: 5.57%(79%) Average negative next weekly return: -4.82%(21%)

Analysis News Options Weekly Chart Daily Chart 2 Month Daily Chart

> 20220627

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	May_27_2022	433.93	402.57	399.04	401.79	400.34	406.97	415.26(2.45%)	UT	OpenLong	75	1.3	295	110	340	161	83.92	48%	-0.12	-40.1	1.65%	1.4	1.2	59	1.8
2	May_26_2022	434.46	402.29	397.46	396.67	396.07	398.82	405.31(2%)	UT	OpenLong	75	0.8	188	40	223	81	81.81	46%	-0.15	-54.5	1.63%	1.4	0.3	45	1.8
3	May_25_2022	435.11	403.26	396.12	393.48	392.99	393.71	397.37(0.86%)	RB	SmallLong	20	0.3	23	10	40	-27	89.08	46%	-0.19	-64.6	1.62%	1.5	-0.5	38	1.7
4	May_24_2022	435.93	404.22	395.68	392.47	391.63	393.32	393.97(-0.78%)	DT	OpenShort	-75	0.1	-20	20	-1	-78	91.16	47%	-0.19	-76.7	1.64%	0.6	-0.9	29	2.1
5	May_23_2022	436.78	405.33	396.18	395.33	392.98	392.27	397.05(1.9%)	DP	OpenShort	-65	0.1	-7	-30	15	-73	74.91	46%	-0.18	-77.2	1.65%	1.3	-0.7	40	2.2

6	May_20_2022	437.58	406.84	396.26	395.93	395.97	389.93	389.63(0.06%)	DP	OpenShort	-75	-0.5	-166	-110	-169	-158	130.86	44%	-0.2	-77.6	1.64%	-1	-1.3	37	2
7	May_19_2022	438.46	408.66	398.37	398.35	398.57	393.68	389.38(-0.75%)	DT	OpenShort	-75	-0.7	-273	-80	-297	-199	97.66	44%	-0.2	-73.1	1.65%	-1	-1.4	39	1.7
8	May_18_2022	439.36	411.06	400.77	398.94	400.94	402.01	392.31(-3.91%)	DT	OpenShort	-75	-0.4	-33	30	-13	-94	117.11	44%	-0.2	-69.6	1.66%	-2.1	-1.3	34	2
9	May_17_2022	440.22	413.63	404.28	399.03	399.23	403.45	408.26(2.04%)	RB	SmallLong	20	0.6	119	80	165	-19	82.81	46%	-0.16	-65.4	1.59%	1.9	-0.3	46	1.8
10	May_16_2022	440.92	415.34	404.93	397.2	396.78	399.87	400.09(-0.41%)	N/A	N/A	0	0.2	105	50	151	-35	78.31	44%	-0.1	-65.5	1.59%	0.7	-1	42	2.4

11	May_13_2022	441.35	417.21	406.34	396.81	396.96	395.01	401.72(2.39%)	DP	OpenShort	-65	0.3	-7	-30	25	-101	103.78	45%	-0.16	-69.6	1.58%	1.1	-1	37	1.6
12	May_12_2022	442.06	419.01	407.38	398.74	397.52	393.7	392.34(-0.1%)	DT	OpenShort	-75	-0.4	-264	-80	-277	-226	124.21	43%	-0.17	-69.6	1.56%	-1.3	-1.7	34	1.6
13	May_11_2022	442.83	421.6	410.92	403.04	402.53	398.9	392.75(-1.59%)	DT	OpenShort	-75	-0.7	-198	-70	-203	-184	140.93	41%	-0.16	-66.5	1.57%	-2.3	-1.9	30	1.8
14	May_10_2022	443.56	423.95	413.53	410.3	407.92	401.35	399.08(0.23%)	DP	OpenShort	-75	-0.8	-247	-130	-264	-196	131.8	41%	-0.13	-63.3	1.58%	-0.7	-1.8	29	2.4
15	May_9_2022	444.13	426.08	415.39	413.76	413.23	406.17	398.17(-3.21%)	DT	OpenShort	-75	-1.2	-313	-120	-339	-233	155.18	43%	-0.14	-67	1.59%	-1.6	-2.1	29	2

16	May_6_2022	444.77	428.6	418.51	417.02	416.82	414.49	411.36(-0.6%)	DT	OpenShort	-75	-0.5	-190	-40	-196	-172	149.65	45%	-0.13	-67.9	1.53%	-1	-1.4	38	1.4
17	May_5_2022	445.34	430.48	419.99	417.15	417.09	420.3	413.84(-3.55%)	DT	HoldShort	-50	-0.3	-1	50	29	-91	172.03	45%	-0.13	-69.8	1.55%	-1.6	-1.4	38	1.7
18	May_4_2022	445.93	432.13	422.32	419.93	417.08	419.14	429.06(3.05%)	RB	SmallLong	20	0.8	124	10	175	-29	143.29	48%	-0.08	-70.1	1.49%	2.8	-0.3	41	1
19	May_3_2022	446.28	433.15	423.59	417.56	417.55	413.88	416.38(0.46%)	DP	OpenShort	-75	-0.1	-71	-60	-51	-131	99.63	43%	-0.12	-76.3	1.44%	0.5	-1.3	38	-0.9
20	May_2_2022	446.8	435.16	426.34	417.51	418.11	415.01	414.48(0.6%)	DP	OpenShort	-75	-0.2	-254	-50	-267	-213	157.91	43%	-0.13	-75	1.47%	-1	-1.6	35	-0.1

21	Apr_29_2022	447.38	437.12	428.73	420.31	420.4	421.23	412(-3.68%)	DT	OpenShort	-75	-0.7	-62	10	-43	-119	144.87	45%	-0.13	-72.5	1.47%	-1.9	-2	30	0.2
22	Apr_28_2022	447.94	439.2	431.44	423.12	422.1	421.21	427.75(2.53%)	DP	OpenShort	-65	0.4	-15	-20	12	-97	104.42	51%	-0.1	-73.5	1.41%	2.4	-1	35	0.8
23	Apr_27_2022	448.37	440.72	432.93	425.18	423.93	419.58	417.2(0.26%)	DP	OpenShort	-75	-0.7	-256	-80	-273	-205	120	48%	-0.12	-61.7	1.41%	-1.5	-2	29	0.4
24	Apr_26_2022	448.89	442.97	435.18	430.69	430.26	422.98	416.1(-2.9%)	DT	OpenShort	-75	-1.3	-307	-120	-338	-214	102.51	48%	-0.1	-47.4	1.41%	-1.4	-2.4	26	1.4
25	Apr_25_2022	449.33	445.05	437.77	436.48	436.42	428.28	428.51(0.58%)	DP	OpenShort	-75	-0.9	-389	-130	-438	-242	117.69	50%		-34.3	1.36%	-0.6	-1.8	27	1.9
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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