SPY · SPX · 0DTE EXPECTED MOVE

Tuesday, October 6, 2026

Bands are set at the 9:30 ET open and stay fixed for the day. Only price updates.

SETUP (premarket zone)

LOWER

HIGH ODDS - DIP / CONT LONG SETUP

PM lower · buy the dip · long continuation

PM open $775.71 = 5% of EM range (LOWER) · RTH open $778.16 = 53% of EM range (MID)

SPY (last bar 12:55 ET)

$780.02

Mid 778.00

Position in EM range

90%

UPPER

Upper EM

780.53

75% zone 779.26

Lower EM

775.47

25% zone 776.74

Zone touches

#	Time (ET)	Zone	Zone line	Bar high	Bar low
1	09:50	UPPER	$779.26	$779.31	$778.95

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)	Price	To upper EM	To lower EM	In range	Zone
12:55 (latest)	$780.02	+0.51	+4.55	90%	UPPER
12:00	$781.09	-0.56	+5.62	111%	ABOVE EM
11:00	$780.52	+0.01	+5.05	100%	UPPER
10:00	$780.00	+0.53	+4.53	90%	UPPER
09:30	$778.12	+2.41	+2.65	52%	MID

SPX (last bar 12:55 ET)

7,827.27

Mid 7,807.02

Position in EM range

90%

UPPER

Upper EM

7,832.41

75% zone 7,819.72

Lower EM

7,781.64

25% zone 7,794.33

SPX line = SPY × 10.0347, the same ratio used for the SPX levels.

Zone touches

#	Time (ET)	Zone	Zone line	Bar high	Bar low
1	09:50	UPPER	7,819.72	7,820.14	7,816.53

Snapshots

Time (ET)	Price	To upper EM	To lower EM	In range	Zone
12:55 (latest)	7,827.27	+5.14	+45.63	90%	UPPER
12:00	7,838.00	-5.59	+56.36	111%	ABOVE EM
11:00	7,832.28	+0.13	+50.64	100%	UPPER
10:00	7,827.07	+5.34	+45.43	89%	UPPER
09:30	7,808.20	+24.21	+26.56	52%	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.