Morning Sigma Brief
Normal volatility (VIX 15.9). Overnight gaps: GC gapped up 2.146%. Gap-fill or continuation setups in play.
☰ Market Conditions
MIXED 0↓ 6↔ 2↑
SMA Ribbon
ES
▲
Uptrend
80%
NQ
↔
Range
40%
YM
▲
Uptrend
80%
RTY
↔
Range
40%
CL
↔
Range
40%
GC
↔
Range
40%
SI
↔
Range
40%
ZB
↔
Range
40%
1H
ES
▼
Downtrend
50%
NQ
▼
Downtrend
60%
YM
↔
Range
40%
RTY
↔
Range
40%
CL
↔
Range
40%
GC
↔
Range
40%
SI
↔
Range
40%
ZB
▼
Downtrend
60%
VIX
15.93
+0.00%
TNX
4.62
+0.00%
DXY
28.14
+0.00%
🎯 Prediction Markets
Polymarket
US recession by end of 2026?
9% ↓
$1.7M vol
How many Fed rate cuts in 2...
0 (0 bps)
$46.9M vol
Fed Decision in September?
No change
$16.1M vol
⚠ Data from Polymarket. Not financial advice.
1 SD (68% of days)
2 SD (95% of days)
3 SD (99.7% of days)
ES
S&P 500 E-Mini
7,764.25
+0.00 (+0.00%)
Overnight Gap
+14.75 (+0.190%)
Standard Deviation Levels (from prev close 7,749.50)
7,764.3
7,554
7,945
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 7,684.23 | 7,814.77 | 130.54 pts |
| 2 SD | 7,618.96 | 7,880.04 | 261.08 pts |
| 3 SD | 7,553.70 | 7,945.30 | 391.62 pts |
Key Levels
Yesterday High
7,770.75
Yesterday Low
7,748.00
5-Day High
7,820.25
5-Day Low
7,427.50
ATR(14)
94.34
Trading within 1 SD — normal range
NQ
Nasdaq 100 E-Mini
29,507.50
+0.00 (+0.00%)
Overnight Gap
-107.50 (-0.363%)
Standard Deviation Levels (from prev close 29,615.00)
29,507.5
28,231
30,999
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 29,153.59 | 30,076.41 | 922.82 pts |
| 2 SD | 28,692.18 | 30,537.82 | 1,845.64 pts |
| 3 SD | 28,230.76 | 30,999.24 | 2,768.46 pts |
Key Levels
Yesterday High
29,679.50
Yesterday Low
29,443.75
5-Day High
30,074.00
5-Day Low
28,079.75
ATR(14)
679.84
Trading within 1 SD — normal range
SHORT 1/10
— NQ Swing Structure
CL
Crude Oil
75.02
+0.00 (+0.00%)
Overnight Gap
-0.20 (-0.266%)
Standard Deviation Levels (from prev close 75.22)
75.0
66
84
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 72.19 | 78.25 | 6.06 pts |
| 2 SD | 69.16 | 81.28 | 12.12 pts |
| 3 SD | 66.12 | 84.32 | 18.18 pts |
Key Levels
Yesterday High
76.04
Yesterday Low
74.57
5-Day High
86.87
5-Day Low
74.24
ATR(14)
4.53
Trading within 1 SD — normal range
SHORT 1/10
— CL Invest Momentum
GC
Gold
4,336.90
+0.00 (+0.00%)
Overnight Gap
+91.10 (+2.146%)
Standard Deviation Levels (from prev close 4,245.80)
4,336.9
4,050
4,442
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 4,180.40 | 4,311.20 | 130.80 pts |
| 2 SD | 4,115.00 | 4,376.60 | 261.60 pts |
| 3 SD | 4,049.60 | 4,442.00 | 392.40 pts |
Key Levels
Yesterday High
4,363.70
Yesterday Low
4,304.90
5-Day High
4,363.70
5-Day Low
4,022.40
ATR(14)
74.46
Between 1-2 SD — extended move
SI
Silver
62.07
+0.00 (+0.00%)
Overnight Gap
-0.03 (-0.048%)
Standard Deviation Levels (from prev close 62.10)
62.1
57
67
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 60.55 | 63.65 | 3.10 pts |
| 2 SD | 59.00 | 65.20 | 6.20 pts |
| 3 SD | 57.44 | 66.76 | 9.30 pts |
Key Levels
Yesterday High
63.32
Yesterday Low
61.72
5-Day High
63.32
5-Day Low
57.34
ATR(14)
1.62
Trading within 1 SD — normal range
ZB
30-Year T-Bond
109.78
+0.00 (+0.00%)
Overnight Gap
-0.19 (-0.173%)
Standard Deviation Levels (from prev close 109.97)
109.8
108
112
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 109.45 | 110.49 | 1.04 pts |
| 2 SD | 108.93 | 111.01 | 2.08 pts |
| 3 SD | 108.41 | 111.53 | 3.12 pts |
Key Levels
Yesterday High
110.22
Yesterday Low
109.50
5-Day High
110.41
5-Day Low
108.25
ATR(14)
0.96
Trading within 1 SD — normal range
Trade Calls
7 setups
LONG
CL
Range Play
PENDING
R:R 1.0
Low VIX (15.9) favors range-bound action. Buy CL at 1 SD support 72.19, target mean.
Entry
72.19
Stop Loss
69.16
Target 1
75.22
Target 2
78.25
LONG
ES
Range Play
PENDING
R:R 1.0
Low VIX (15.9) favors range-bound action. Buy ES at 1 SD support 7,684.25, target mean.
Entry
7,684.25
Stop Loss
7,618.99
Target 1
7,749.50
Target 2
7,814.75
SHORT
GC
Gap Fill
PENDING
R:R 2.0
GC gapped up 1.76% overnight. Fading gap toward prev close 4,245.80.
Entry
4,320.70
Stop Loss
4,357.93
Target 1
4,245.80
Target 2
4,223.46
SHORT
GC
Mean Reversion
PENDING
R:R 1.2
GC trading above 1 SD. Fading toward prev close 4,245.80. Stop above 2 SD.
Entry
4,323.32
Stop Loss
4,387.92
Target 1
4,245.80
R:R
1.2:1
LONG
NQ
Range Play
PENDING
R:R 1.0
Low VIX (15.9) favors range-bound action. Buy NQ at 1 SD support 29,153.81, target mean.
Entry
29,153.81
Stop Loss
28,692.61
Target 1
29,615.00
Target 2
30,076.19
LONG
SI
Range Play
PENDING
R:R 1.0
Low VIX (15.9) favors range-bound action. Buy SI at 1 SD support 60.55, target mean.
Entry
60.55
Stop Loss
59.00
Target 1
62.10
Target 2
63.65
LONG
ZB
Range Play
PENDING
R:R 1.0
Low VIX (15.9) favors range-bound action. Buy ZB at 1 SD support 109.45, target mean.
Entry
109.45
Stop Loss
108.93
Target 1
109.97
Target 2
110.49
Brief Call Track Record (22 days)
Expectancy
1.3587%
Profit Factor
4.26
Total P&L
+181.28%
Win Rate
77.8%
Total Calls
162
35W /
70P /
30L /
27E
Avg Win: 2.08%
Avg Loss: -1.16%
| Call Type | Count | Wins | Win% | Avg P&L |
|---|---|---|---|---|
| Mean Reversion | 20 | 3 | 15% | -0.88% |
| Gap Fill | 42 | 13 | 31% | -0.06% |
| Range Play | 99 | 89 | 89.9% | +2.06% |
| Breakout | 1 | 0 | 0% | -2.53% |
Data sourced from Yahoo Finance with approximately 30-second delay on futures and 15-minute delay on equities.
Standard deviation levels are calculated from the trailing 20 trading days of daily closes.
These levels represent statistical expectations, not guarantees — approximately 68% of trading days stay within 1 SD,
95% within 2 SD, and 99.7% within 3 SD of the previous close. This is not financial advice.