🔍 Week in Review
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Open
7,757.46
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Close
7,785.76
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Weekly Change
↑ 28.30 (+0.36%)
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Our Bearish Friday prediction from Wednesday was incorrect. A Bearish prediction requires the price to close lower than Wednesday's level, but it closed higher.
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 was not touched this week. This is unusual as expected moves are designed to be touched 68% of the time.
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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 08/14 — Expected Move Breaches
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4
Upper breach
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4
Lower breach
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5
No breach
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■ Breached upper EM ■ Breached lower EM ■ Within range
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⚡ $AVGO moved 1.7x its expected move this week (▼ lower breach)
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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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📅 Upcoming Earnings
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Week of August 15 — 5 reports scheduled
Communication services
Consumer discretionary
Consumer staples
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Full schedule + expected moves
Dates, times & EM levels for all 5
View schedule → |
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Plot levels in ThinkorSwim
Load earnings EM on your chart
Load indicator → |
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📈 Volatility Analysis
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Weekly EM 08/21
83.55
| Previous Week: |
100.20 |
↓ 16.6% lower |
| 4-Week Avg: |
107.73 |
↓ 22.4% lower |
| YTD Avg: |
129.19 |
↓ 35.3% lower |
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Daily EM 08/17
35.33
| 20-Day Avg: |
46.28 |
↓ 24% lower |
| YTD Avg: |
53.12 |
↓ 33% lower |
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What This Means for the Market
The recent stabilization of expected moves represents a short-term equilibrium, but this is occurring within a fundamentally altered volatility landscape. With both weekly and daily expected moves remaining approximately 34% below their YTD averages, the market has established a new baseline rather than returning to historical norms.
- Market makers have adapted to lower volatility conditions while maintaining tight risk management
- Institutional positioning has adjusted to accommodate the new normal
- The consensus view acknowledges lower volatility expectations than historical patterns indicate
These conditions often create a temporary stability within a compressed volatility environment, which can persist until catalysts emerge to either justify the lower expected moves or force a return to historical norms.
