🔍 Week in Review
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Open
7,656.98
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Close
7,650.50
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Weekly Change
↓ 6.48 (-0.08%)
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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 Strong Strength prediction was incorrect. A Strong Bearish prediction requires the price to close at least 25 handles lower than Wednesday's close.
📊 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 5 consecutive weeks, an extraordinary streak that suggests market makers are consistently calibrating volatility correctly.
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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 09/18 — Expected Move Breaches
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5
Upper breach
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8
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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⚡ $GOOGL moved 1.9x its expected move this week (▲ upper 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 September 19 — 1 reports scheduled
Consumer discretionary
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Full schedule + expected moves
Dates, times & EM levels for all 1
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 09/25
97.87
| Previous Week: |
125.29 |
↓ 21.9% lower |
| 4-Week Avg: |
103.05 |
↓ 5.0% lower |
| YTD Avg: |
125.76 |
↓ 22.2% lower |
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Daily EM 09/21
41.86
| 20-Day Avg: |
44.67 |
↓ 6% lower |
| YTD Avg: |
51.84 |
↓ 19% 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 21% 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.
