Miscarriage or just early? Heartbroken.

I went in for an ultrasound today, thinking I was 6 weeks pregnant. However they didn't see anything but a tiny area on the ultrasound that was measuring about 4 weeks and my uterus walls were thickened. My hcg levels were 1126 and progesterone was 22.8. Doctor said it looks like I may have ovulated late. Repeating labs in 2 days. Has anyone else had this happen and the baby be okay? I'm heartbroken.