🔍 Week in Review
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Open
7,580.06
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Close
7,383.83
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Weekly Change
↓ 196.23 (-2.59%)
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Our Neutral Friday prediction from Wednesday was incorrect. A Neutral prediction requires the price to stay within the expected range, but it moved outside that range.
The Weak Strength prediction was incorrect. A Weak Strength prediction requires the price to stay within 15 handles 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: Expected move has been touched 2 consecutive weeks, indicating consistent volatility within expected parameters.
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There are no significant consecutive closes in either the weekly or daily timeframe.
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📊 MEGA0DTE Weekly Scorecard
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Week of 06/05 — Expected Move Breaches
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0
Upper breach
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5
Lower breach
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3
No breach
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■ Breached upper EM ■ Breached lower EM ■ Within range
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Load MEGA0DTE indicator in ThinkorSwim
Levels refreshed Friday close — new EM ranges inside
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Load indicator → |
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📈 Volatility Analysis
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Weekly EM 06/12
173.79
| Previous Week: |
100.92 |
↑ 72.2% higher |
| 4-Week Avg: |
131.19 |
↑ 32.5% higher |
| YTD Avg: |
136.04 |
↑ 27.8% higher |
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Daily EM 06/08
89.09
| 20-Day Avg: |
48.74 |
↑ 83% higher |
| YTD Avg: |
53.68 |
↑ 66% higher |
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What This Means for the Market
The consistent expansion of both weekly and daily expected moves, combined with levels significantly above YTD averages, indicates a fundamental shift in market dynamics. This typically occurs when:
- Market makers are losing control of price action and finding themselves on the wrong side of trades
- Institutional players are rapidly adjusting their positioning
- There's genuine uncertainty about market direction that historical models struggle to account for
When expected moves expand across both timeframes while remaining elevated above historical norms, it often signals a market regime change rather than a temporary deviation.
