🔍 Week in Review
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Open
6,632.19
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Close
6,506.63
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Weekly Change
↓ 125.56 (-1.89%)
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Our Bullish Friday prediction from Wednesday was incorrect. A Bullish prediction requires the price to close higher than Wednesday's level, but it closed lower.
The Neutral Strength prediction was incorrect. A Neutral Strength prediction requires the price to stay within 24.99 points of Wednesday's close, but it moved more than that.
📊 Expected Move Analysis
Consecutive Expected Move Touches
Weeks in a row hitting expected move
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✓
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Market insight: We have not touched the expected move for 2 consecutive weeks. This is statistically unusual and suggests market makers may be overestimating volatility.
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!
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Warning: Extended periods without EM touches (2+ weeks) often precede volatility expansion as market makers adjust their models.
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There are no significant consecutive closes in either the weekly or daily timeframe.
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📊 MEGA0DTE ThinkorSwim Indicator
Updated levels for MEGA0DTE are now available. Load the indicator directly into TOS using this link, which is refreshed every Friday with new closing prices and expected move levels:
Load MEGA0DTE Indicator →
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📈 Volatility Analysis
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Weekly EM 03/27
195.66
| Previous Week: |
211.10 |
↓ 7.3% lower |
| 4-Week Avg: |
195.13 |
↑ 0.3% higher |
| YTD Avg: |
138.15 |
↑ 41.6% higher |
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Daily EM 03/23
96.91
| 20-Day Avg: |
68.86 |
↑ 41% higher |
| YTD Avg: |
54.08 |
↑ 79% higher |
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What This Means for the Market
The divergence between expanding daily and stable weekly expected moves, while both remain significantly above YTD averages, suggests a complex market environment where:
- Different timeframe participants have diverging views on risk
- Market makers have partial control in one timeframe but not the other
- Volatility is being concentrated in specific time horizons
This type of divergence within an elevated volatility regime often precedes a resolution where both timeframes eventually align, either both expanding further or both stabilizing.
