Atletico's only other defeat has come at home to two-time defending Spanish champions Barcelona in La Liga, but the capital club have bounced back with a draw at in-form Valencia and then a 1-0 home win over Real Zaragoza on Sunday.
Midfielder Merida said: "The team is on a good line. The victory against Real Zaragoza was important after several games without a win.
"The team worked hard on fitness and tactics in pre-season and we are doing very well in both aspects. We've not let in many goals and there's been no feeling of danger at the back. The team has taken the work on board well and this is evident on the pitch."
The summer signing from Arsenal, who is now back to fitness following injury, added: "We need to take the game by the scruff of the neck and win after the slip in Greece.
"As well as that, at home we have to press hard so we feel from the first moment that we are going for the three points."