SPY · SPX · 0DTE EXPECTED MOVE

Monday, October 12, 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 $780.01 = 73% of EM range (MID) · RTH open: waiting for 9:30
SPY (last bar 09:25 ET)
$778.77
Mid 779.00
Position in EM range
45%
MID
Upper EM
781.17
75% zone 780.09
Lower EM
776.83
25% zone 777.91

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
09:25 (latest)$778.77+2.40+1.9445%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.