Manual override · auto-populates from Barchart on load
S&P 500 Index
CBOE Vol Index
ES vs SPX fair-value gap
Standard = 252
Daily implied move
SPX / ES Sigma Levels
—
Envelope · Last 8 Sessions
SPX close
+σ bands
−σ bands
Session history
Recent Sessions
ES $50/pt · MES $5/pt · Barchart 15-min delay
| Date | SPX Close | VIX | Chg | ±1σ pts | ±2σ pts | ES ±1σ $ | MES ±1σ $ | Regime |
|---|
Live charts · Barchart.com
SM · Methodology — Reading price itself
The daily expected move is derived directly from VIX: EM = SPX × (VIX÷100) × √(1÷252).
VIX represents the 30-day annualised implied volatility priced into SPX options — dividing by √252 converts this to a
single-session 1-standard-deviation range. The ±1σ band captures ~68% of expected closes; ±2σ captures ~95%.
ES dollar value uses the standard $50/point multiplier (MES $5/pt).
This is not a signal — it is the market's own read of range. Use it as context for Al Brooks
structure setups: BO trades need to exceed the expected move; fades set up near sigma extremes.
Data from Barchart.com (15-min delayed).