SPY · SPX · 0DTE EXPECTED MOVE

Monday, October 5, 2026

Bands are set at the 9:30 ET open and stay fixed for the day. Only price updates.
SETUP (premarket zone)
MID
INDECISION — MEAN REVERSION
PM mid · favors mean reversion
PM open $768.66 = 26% of EM range (MID) · RTH open $769.68 = 44% of EM range (MID)
SPY (last bar 09:55 ET)
$770.68
Mid 770.00
Position in EM range
62%
MID
Upper EM
772.82
75% zone 771.41
Lower EM
767.18
25% zone 768.59

Zone touches

No zone touches between the 9:30 open and the 11:00 cutoff.
Counted from the 9:30 open until the 11:00 ET entry cutoff (touches after it are not shown): a touch = a bar reaches the 75% / 25% zone line. After the first, a new touch counts only when price reaches the opposite zone (same rule as the hub's Round Trip Dashboard).

Snapshots

Time (ET)PriceTo upper EMTo lower EMIn rangeZone
09:55 (latest)$770.68+2.14+3.5062%MID
09:30$770.80+2.02+3.6264%MID
To upper EM = upper EM minus price (negative = trading above the band). To lower EM = price minus lower EM. Price = 5-minute bar close; time = bar start. H / L on the chart = RTH high / low. Grey dash-dot lines = EM range extended by 25% beyond each EM line. Shaded blue band = each bar's low-to-high range.
Data may be delayed - newest SPY bar is 09:55 ET.