META
META
553.65
-1.50%
CompressingRVOL 1.8× · elevated
VWAP553.60Volume17.59MHigh564.74Low542.55
META561.995 minBelow VWAP78 candles…
Mock candles · 0 custom levels · timeframe-scaled noiseData from 11:25 PM → 05:50 AM
Setup Detectors…
4 / 28 firing · 5mbreakdownScore 64
- ✓ closed below 564.09 support
- ✓ clean breakdown candle
Entry zone
558.17–564.09
Invalidation
568.04
Target
524.59
opening_range_breakdownScore 57
- ✓ closed below opening range 580.12
- ✓ break after open drive (avoid first-5-min trap)
Entry zone
577.48–580.12
Invalidation
582.76
Target
560.35
mean_reversionScore 75
- ✓ 2.6σ below mean — extended
- ✓ momentum slowing (smaller body)
- ✓ lower-wick rejection
- ⚠ mean reversion is lower-probability — confirm with structure
Entry zone
560.87–563.11
Invalidation
560.49
Target
579.14
lower_high_formationScore 75
- ✓ 3 consecutive lower highs
- ✓ from 583.84 → 572.86
- ✓ strong staircase pattern
- ✓ price below last pivot
Entry zone
570.00–572.86
Invalidation
572.86
Target
551.12
Mock-signal scanner output (Layer 2 will run real detectors instead)
61
Market alignedR/R 3.0
Evidence:
- ✓ RVOL > 3.0
- ✓ clean range structure
- ✓ 9 EMA reclaim with hold
- ✓ volume expanded on breakout
Entry zone
552.87–554.43
Invalidation
549.73
Targets
560.75 / 565.48
Risk · Position Sizing
METASuggested size22 shR/R2.25Stop distance4.43Real risk$97.44
Quality 83/100
Trade-risk guard: $100.00 max0.97% of account
VWAP Status
CompressingTight to VWAP — wait for resolution rather than guessing direction.
Price553.65VWAP553.60Distance+0.05 (0.01%)ATR multiple0.03×Day high564.74Day low542.55
−2 ATRVWAP+2 ATR
Spread & Liquidity
Bid
552.95
Spread
1.38
0.249% of price
Ask
554.34
wide spreadavg trade 902 sh
Slippage simulator
Slippage / share$0.767Total slippage cost$76.65Avg 1m volume45.1KLiquidity-safe size2254 sh
within liquidity
Market Context
Symbol moving with the marketSPY-0.43%alignedρ 0.29
QQQ-0.04%alignedρ 0.00
IWM-0.32%alignedρ 0.21
VIX+6.54%aligned ↑ρ 0.23
ρ = direction-and-magnitude proxy (mock). Real rolling beta + correlation in Phase 2 with live feeds.
Gap Analysis
Small gapMid-range gap with mixed signals — wait for VWAP confirmation.
Gap %-2.01%Gap $-11.27Open / Prev close550.14 / 561.41Premarket H/L564.72 / 542.57Above PM high—RVOL1.8×
Gap fill progress
0% (held)31% filled100% (closed)
Stop & Target Planner
Tied to market structure — invalidates the thesis when broken
⚠ Distance can be inconsistent; sometimes too wide for risk
Project the prior leg from breakout point
Entry
553.65
Stop
542.55
Target
575.84
Stop dist
11.10
Target dist
22.19
R/R
2.00
⚠ R/R 2.00 below preferred 2.0 — consider tighter stop or higher target
Market Structure
MTF 35Multi-TF alignment
Both 5m + 1h bearish
5m: below 9-MA · 1h: below 9-MA
Last candle
doji / indecision
lower wick — buyers below
Room to target
Clean
34.34 clearance to next resistance — clean room for longs
Regime shift
Stable
Stable regime
Absorption
Detected
1 bar(s) with high vol + suppressed range — absorption around 561.99
Liquidity zones (where stops cluster)
● 30-bar high (resistance)587.99
● 30-bar low (support)560.49
● premarket high564.72
● premarket low542.57
Supply / Demand zones
▼ Supply zone 580.79580.79
▼ Supply zone 575.32575.32
▼ Supply zone 566.88566.88
Key Levels
intradayDay high564.74-2.00%
premarketPremarket high564.72-2.00%
dailyPrev close561.41-1.40%
intradayVWAP553.60+0.01%
intradayOpen550.14+0.63%
premarketPremarket low542.57+2.00%
intradayDay low542.55+2.00%
Closest level: VWAP @ 553.60 (0.01% away)
News & catalysts
negative
Meta delays product launch
WSJ · 1h ago
neutral
Fed minutes show split on next move
FT · 2h ago