Morning Sigma Brief
Low volatility environment (VIX 14.8) — tighter ranges likely, mean-reversion setups favored. No significant overnight gaps — clean open expected.
☰ Market Conditions
MIXED 3↓ 5↔ 0↑
SMA Ribbon
ES
↔
Range
40%
NQ
↔
Range
40%
YM
▼
Downtrend
70%
RTY
▼
Downtrend
80%
CL
↔
Range
40%
GC
↔
Range
40%
SI
↔
Range
40%
ZB
▼
Downtrend
70%
1H
ES
↔
Range
40%
NQ
▲
Uptrend
60%
YM
↔
Range
40%
RTY
↔
Range
40%
CL
▼
Downtrend
80%
GC
↔
Range
40%
SI
↔
Range
40%
ZB
↔
Range
40%
VIX
14.81
+0.00%
TNX
5.00
+0.00%
DXY
28.39
+0.00%
🎯 Prediction Markets
Polymarket
US recession by end of 2026?
8% ↓
$2.0M vol
How many Fed rate cuts in 2...
0 (0 bps)
$53.1M vol
Fed Decision in October?
25 bps increase
$8.1M 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
7,712.50
+0.00 (+0.00%)
Overnight Gap
+0.00 (+0.000%)
Standard Deviation Levels (from prev close 7,712.50)
7,712.5
7,575
7,850
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 7,666.57 | 7,758.43 | 91.86 pts |
| 2 SD | 7,620.63 | 7,804.37 | 183.72 pts |
| 3 SD | 7,574.70 | 7,850.30 | 275.58 pts |
Key Levels
Yesterday High
7,739.25
Yesterday Low
7,675.00
5-Day High
7,739.25
5-Day Low
7,509.25
ATR(14)
73.65
Trading within 1 SD — normal range
NQ
Nasdaq 100 E-Mini
29,917.25
+0.00 (+0.00%)
Overnight Gap
+0.00 (+0.000%)
Standard Deviation Levels (from prev close 29,917.25)
29,917.3
29,138
30,696
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 29,657.55 | 30,176.95 | 519.40 pts |
| 2 SD | 29,397.86 | 30,436.64 | 1,038.80 pts |
| 3 SD | 29,138.16 | 30,696.34 | 1,558.20 pts |
Key Levels
Yesterday High
29,993.25
Yesterday Low
29,648.00
5-Day High
29,993.25
5-Day Low
28,763.75
ATR(14)
420.21
Trading within 1 SD — normal range
CL
Crude Oil
96.08
+0.00 (+0.00%)
Overnight Gap
+0.00 (+0.000%)
Standard Deviation Levels (from prev close 96.08)
96.1
87
105
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 93.22 | 98.94 | 5.72 pts |
| 2 SD | 90.35 | 101.81 | 11.44 pts |
| 3 SD | 87.49 | 104.67 | 17.16 pts |
Key Levels
Yesterday High
98.01
Yesterday Low
94.83
5-Day High
106.75
5-Day Low
94.83
ATR(14)
4.40
Trading within 1 SD — normal range
GC
Gold
4,424.90
+0.00 (+0.00%)
Overnight Gap
+0.00 (+0.000%)
Standard Deviation Levels (from prev close 4,424.90)
4,424.9
4,248
4,602
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 4,365.84 | 4,483.96 | 118.12 pts |
| 2 SD | 4,306.79 | 4,543.01 | 236.24 pts |
| 3 SD | 4,247.73 | 4,602.07 | 354.36 pts |
Key Levels
Yesterday High
4,439.80
Yesterday Low
4,372.20
5-Day High
4,439.80
5-Day Low
4,273.30
ATR(14)
110.82
Trading within 1 SD — normal range
SI
Silver
67.15
+0.00 (+0.00%)
Overnight Gap
+0.00 (+0.000%)
Standard Deviation Levels (from prev close 67.15)
67.1
63
72
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 65.68 | 68.62 | 2.94 pts |
| 2 SD | 64.21 | 70.09 | 5.88 pts |
| 3 SD | 62.73 | 71.57 | 8.82 pts |
Key Levels
Yesterday High
67.89
Yesterday Low
65.74
5-Day High
67.89
5-Day Low
63.02
ATR(14)
1.81
Trading within 1 SD — normal range
ZB
30-Year T-Bond
107.03
+0.00 (+0.00%)
Overnight Gap
+0.00 (+0.000%)
Standard Deviation Levels (from prev close 107.03)
107.0
105
109
| Level | Lower | Upper | Width |
|---|---|---|---|
| 1 SD | 106.51 | 107.55 | 1.04 pts |
| 2 SD | 105.99 | 108.07 | 2.08 pts |
| 3 SD | 105.47 | 108.59 | 3.12 pts |
Key Levels
Yesterday High
107.94
Yesterday Low
106.84
5-Day High
108.19
5-Day Low
106.84
ATR(14)
0.80
Trading within 1 SD — normal range
Trade Calls
6 setups
LONG
ES
Range Play
PENDING
R:R 1.0
Low VIX (14.8) favors range-bound action. Buy ES at 1 SD support 7,666.57, target mean.
Entry
7,666.57
Stop Loss
7,620.63
Target 1
7,712.50
Target 2
7,758.43
LONG
NQ
Range Play
PENDING
R:R 1.0
Low VIX (14.8) favors range-bound action. Buy NQ at 1 SD support 29,657.55, target mean.
Entry
29,657.55
Stop Loss
29,397.86
Target 1
29,917.25
Target 2
30,176.95
LONG
CL
Range Play
PENDING
R:R 1.0
Low VIX (14.8) favors range-bound action. Buy CL at 1 SD support 93.22, target mean.
Entry
93.22
Stop Loss
90.35
Target 1
96.08
Target 2
98.94
LONG
GC
Range Play
PENDING
R:R 1.0
Low VIX (14.8) favors range-bound action. Buy GC at 1 SD support 4,365.84, target mean.
Entry
4,365.84
Stop Loss
4,306.79
Target 1
4,424.90
Target 2
4,483.96
LONG
SI
Range Play
PENDING
R:R 1.0
Low VIX (14.8) favors range-bound action. Buy SI at 1 SD support 65.68, target mean.
Entry
65.68
Stop Loss
64.21
Target 1
67.15
Target 2
68.62
LONG
ZB
Range Play
PENDING
R:R 1.0
Low VIX (14.8) favors range-bound action. Buy ZB at 1 SD support 106.51, target mean.
Entry
106.51
Stop Loss
105.99
Target 1
107.03
Target 2
107.55
Brief Call Track Record (21 days)
Expectancy
1.0327%
Profit Factor
4.75
Total P&L
+160.54%
Win Rate
73.0%
Total Calls
167
30W /
70P /
37L /
30E
Avg Win: 1.74%
Avg Loss: -0.87%
| Call Type | Count | Wins | Win% | Avg P&L |
|---|---|---|---|---|
| Mean Reversion | 30 | 10 | 33.3% | +0.27% |
| Gap Fill | 56 | 17 | 30.4% | +0.28% |
| Range Play | 80 | 73 | 91.3% | +1.74% |
| Breakout | 1 | 0 | 0% | -2.17% |
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.