S&P 500 technical analysis based on historical data

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About this E-mini Online Trading System (S&P 500)

This is a PHP-MySQL powered trading system with S&P 500 stock indexes as database.The data below shows the last 50 days snapshot of S&P 500 index data.
This includes the 200 day and 50 day moving average and strength of the trend.The recommendation is based on the strength and nature of the trend.

DELTA is computed based on the difference of MA50 and MA200 (MA50-MA200). If it is negative, it indicates either an unconfirmed or confirmed "bearish" trend otherwise it is a "bullish" trend.
However a trend confirmation can be analyzed based on the %strength of the trend, this minimizes the risk due to false trend (example, not all positive delta will eventually become a long term bull trend.)
%STRENGTH is computed as DELTA/MA200.

Currently based on S&P historical data since 1950's, the %strength can be decided as:

BULL TREND CLASSIFICATION:
0%~1.99% --> UNCONFIRMED BULL TREND
2%~5% --> CONFIRMED BULL TREND (LOW RISK BUYING)
5.1%~8.5% --> CONFIRMED BULL TREND (HIGH RISK BUYING)
8.51% --> above SATURATED BULL TREND( VERY HIGH RISK BUYING)

BEAR TREND CLASSIFICATION:
0%~ -4.99% --> UNCONFIRMED BEAR TREND
-5% ~ -8% --> CONFIRMED BEAR TREND (LOW RISK SHORT)
-8.1% AND BELOW -->SATURATED BEAR TREND( VERY HIGH RISK SHORT)

This value may change in the future. To enter a trade, proper timing is important. Based on the above classification the "Low Risk - High Reward" trades exist on a "Confirmed" Trend (either bulls or bears).
Trade can be entered outside of the confirmed limits. But this is considered a risky trade.

Disclaimer: Trading is considered as a risky activity. The recommendations in this page does not substitute as YOUR trading plan. By using this system, use at your own risk and we are not liable for any loss of money involved.
Data Source: Yahoo Finance S&P 500 data

Entry	Date	Open	High	Low	Close	MA200	MA50	Delta	%Strength	Recommendation
15246	8/5/2010	1125.78	1126.56	1118.81	1125.81	1114.99	1085.39	-29.6	-2.655	UNCONFIRMED BEAR TREND
15245	8/4/2010	1121.06	1128.75	1119.46	1127.24	1114.86	1084.36	-30.5	-2.736	UNCONFIRMED BEAR TREND
15244	8/3/2010	1125.34	1125.44	1116.76	1120.46	1114.66	1083.28	-31.37	-2.815	UNCONFIRMED BEAR TREND
15243	8/2/2010	1107.53	1127.30	1107.53	1125.86	1114.54	1082.63	-31.91	-2.863	UNCONFIRMED BEAR TREND
15242	7/30/2010	1098.44	1106.44	1088.01	1101.60	1114.37	1081.54	-32.83	-2.946	UNCONFIRMED BEAR TREND
15241	7/29/2010	1108.07	1115.90	1092.82	1101.53	1114.23	1081.81	-32.41	-2.909	UNCONFIRMED BEAR TREND
15240	7/28/2010	1112.84	1114.66	1103.11	1106.13	1114.1	1082.2	-31.9	-2.863	UNCONFIRMED BEAR TREND
15239	7/27/2010	1117.36	1120.95	1109.78	1113.84	1113.93	1082.81	-31.11	-2.793	UNCONFIRMED BEAR TREND
15238	7/26/2010	1102.89	1115.01	1101.30	1115.01	1113.69	1083.25	-30.43	-2.733	UNCONFIRMED BEAR TREND
15237	7/23/2010	1092.17	1103.73	1087.88	1102.66	1113.4	1084.1	-29.3	-2.631	UNCONFIRMED BEAR TREND
15236	7/22/2010	1072.14	1097.50	1072.14	1093.67	1113.16	1085.48	-27.68	-2.486	UNCONFIRMED BEAR TREND
15235	7/21/2010	1086.67	1088.96	1065.25	1069.59	1112.89	1086.72	-26.17	-2.352	UNCONFIRMED BEAR TREND
15234	7/20/2010	1064.53	1083.94	1056.88	1083.48	1112.67	1088.53	-24.15	-2.17	UNCONFIRMED BEAR TREND
15233	7/19/2010	1066.85	1074.70	1061.11	1071.25	1112.4	1089.07	-23.33	-2.097	UNCONFIRMED BEAR TREND
15232	7/16/2010	1093.85	1093.85	1063.32	1064.88	1112.33	1090.21	-22.12	-1.989	UNCONFIRMED BEAR TREND
15231	7/15/2010	1094.46	1098.66	1080.53	1096.48	1112.31	1092.23	-20.08	-1.805	UNCONFIRMED BEAR TREND
15230	7/14/2010	1095.61	1099.08	1087.68	1095.17	1112.14	1093.77	-18.37	-1.652	UNCONFIRMED BEAR TREND
15229	7/13/2010	1080.65	1099.46	1080.65	1095.34	1111.89	1095.92	-15.97	-1.437	UNCONFIRMED BEAR TREND
15228	7/12/2010	1077.23	1080.78	1070.45	1078.75	1111.67	1097.74	-13.92	-1.253	UNCONFIRMED BEAR TREND
15227	7/9/2010	1070.50	1078.16	1068.10	1077.96	1111.58	1100.3	-11.27	-1.014	UNCONFIRMED BEAR TREND
15226	7/8/2010	1062.92	1071.25	1058.24	1070.25	1111.54	1102.57	-8.97	-0.807	UNCONFIRMED BEAR TREND
15225	7/7/2010	1028.54	1060.89	1028.54	1060.27	1111.52	1104.84	-6.68	-0.601	UNCONFIRMED BEAR TREND
15224	7/6/2010	1028.09	1042.50	1018.35	1028.06	1111.56	1107.88	-3.68	-0.331	UNCONFIRMED BEAR TREND
15223	7/2/2010	1027.65	1032.95	1015.93	1022.58	1111.74	1111.66	-0.08	-0.008	UNCONFIRMED BEAR TREND
15222	7/1/2010	1031.10	1033.58	1010.91	1027.37	1111.98	1115.38	3.41	0.306	UNCONFIRMED BULL TREND
15221	6/30/2010	1040.56	1048.08	1028.33	1030.71	1112.1	1118.95	6.85	0.616	UNCONFIRMED BULL TREND
15220	6/29/2010	1071.10	1071.10	1035.18	1041.24	1112.19	1122.48	10.29	0.925	UNCONFIRMED BULL TREND
15219	6/28/2010	1077.50	1082.60	1071.45	1074.57	1112.2	1125.61	13.41	1.205	UNCONFIRMED BULL TREND
15218	6/25/2010	1075.10	1083.56	1067.89	1076.76	1112.05	1127.96	15.91	1.431	UNCONFIRMED BULL TREND
15217	6/24/2010	1090.93	1090.93	1071.60	1073.69	1111.83	1130.66	18.82	1.693	UNCONFIRMED BULL TREND
15216	6/23/2010	1095.57	1099.64	1085.31	1092.04	1111.59	1133.4	21.81	1.962	UNCONFIRMED BULL TREND
15215	6/22/2010	1113.90	1118.50	1094.18	1095.31	1111.21	1135.5	24.29	2.186	CONFIRMED BULL TREND (LOW RISK BUYING)
15214	6/21/2010	1122.79	1131.23	1108.24	1113.20	1110.75	1137.53	26.77	2.41	CONFIRMED BULL TREND (LOW RISK BUYING)
15213	6/18/2010	1116.16	1121.01	1113.93	1117.51	1110.16	1139.15	28.99	2.611	CONFIRMED BULL TREND (LOW RISK BUYING)
15212	6/17/2010	1115.98	1117.72	1105.87	1116.04	1109.56	1140.53	30.96	2.791	CONFIRMED BULL TREND (LOW RISK BUYING)
15211	6/16/2010	1114.02	1118.74	1107.13	1114.61	1109.09	1141.86	32.77	2.955	CONFIRMED BULL TREND (LOW RISK BUYING)
15210	6/15/2010	1091.21	1115.59	1091.21	1115.23	1108.66	1143.35	34.69	3.129	CONFIRMED BULL TREND (LOW RISK BUYING)
15209	6/14/2010	1095.00	1105.91	1089.03	1089.63	1108.24	1144.8	36.56	3.299	CONFIRMED BULL TREND (LOW RISK BUYING)
15208	6/11/2010	1082.65	1092.25	1077.12	1091.60	1107.93	1146.57	38.64	3.487	CONFIRMED BULL TREND (LOW RISK BUYING)
15207	6/10/2010	1058.77	1087.85	1058.77	1086.84	1107.61	1148.12	40.51	3.658	CONFIRMED BULL TREND (LOW RISK BUYING)
15206	6/9/2010	1062.75	1077.74	1052.25	1055.69	1107.3	1149.85	42.55	3.842	CONFIRMED BULL TREND (LOW RISK BUYING)
15205	6/8/2010	1050.81	1063.15	1042.17	1062.00	1107.16	1152.2	45.04	4.068	CONFIRMED BULL TREND (LOW RISK BUYING)
15204	6/7/2010	1065.84	1071.36	1049.86	1050.47	1106.88	1154.29	47.41	4.283	CONFIRMED BULL TREND (LOW RISK BUYING)
15203	6/4/2010	1098.43	1098.43	1060.50	1064.88	1106.61	1156.6	49.98	4.517	CONFIRMED BULL TREND (LOW RISK BUYING)
15202	6/3/2010	1098.82	1105.67	1091.81	1102.83	1106.24	1158.66	52.42	4.738	CONFIRMED BULL TREND (LOW RISK BUYING)
15201	6/2/2010	1073.01	1098.56	1072.03	1098.38	1105.62	1160.08	54.46	4.926	CONFIRMED BULL TREND (LOW RISK BUYING)
15200	6/1/2010	1087.30	1094.77	1069.89	1070.71	1105.15	1161.43	56.28	5.093	CONFIRMED BULL TREND (LOW RISK BUYING)
15199	5/28/2010	1102.59	1102.59	1084.78	1089.41	1104.86	1163.21	58.35	5.282	CONFIRMED BULL TREND (HIGH RISK BUYING)
15198	5/27/2010	1074.27	1103.52	1074.27	1103.06	1104.44	1164.74	60.3	5.46	CONFIRMED BULL TREND (HIGH RISK BUYING)
15197	5/26/2010	1075.51	1090.75	1065.59	1067.95	1103.9	1166.01	62.11	5.626	CONFIRMED BULL TREND (HIGH RISK BUYING)

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