SPY · SPX · 0DTE EXPECTED MOVE

Thursday, October 15, 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 $767.31 = 67% of EM range (MID) · RTH open: waiting for 9:30
SPY (last bar 09:25 ET)
$766.26
Mid 766.00
Position in EM range
53%
MID
Upper EM
769.81
75% zone 767.90
Lower EM
762.19
25% zone 764.10

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)$766.26+3.55+4.0753%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.