Yes, they should all be the same. In addition, depending on the "noise" test signals used, they should be set to 75 dB, or 85 dB. If you're using the test signals from the receiver or pre/pro, use 75 dB. If you're using a test disc, use the level specified on the disc.
Place the SPL meter at the primary listening position with the mic pointed straight up. Set it to "C-Weighting" and "Slow Response." Set all the speakers and subs to the same, correct levels and you're good to go.
There are other settings you need to address also, but that will get you level-calibrated.
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