Then, when you weigh yourself, do it at the same time every day so you eliminate variables. (I weigh myself as soon as I get out of bed.) While you won't lose weight every day, you should notice a downward trend, and if you don't, you need to adjust accordingly. Look back on what you've eaten and how you've exercised and determine where you've gone wrong.
In a way, moderate-intensity physical activity is that "magic pill" a lot of people are looking for, because the health benefits go beyond keeping your waistline trim: Not only can it reduce your risk of cancer, stroke, diabetes and heart attacks, but studies have shown that physical activity can significantly improve the moods of patients with major depressive disorders.