REPORT / PREVIOUS DAY HIGH / LOW
Does the touch hold or run?
32%rejected after touching the prior day level, over 1,387 sessions
touched50%n 1,387
rejected32%n 437
continued62%n 861
chopped6%n 89
Built on a continuous index proxy, validated against CME data.
Session
New YorkGlobex
Lookback
By weekday
share of sessions31
monn 23932
tuen 30236
wedn 29027
thun 28931
frin 267By size
share of sessions40
0 to 12 ptsn 60326
12 to 27 ptsn 41026
27 to 50 ptsn 26321
50 to 587 ptsn 111By move against
how much heat it took first68
0 to 11 ptsn 34731
11 to 24 ptsn 34718
24 to 44 ptsn 3468
45 to 556 ptsn 347By extension
how far it ran past the level0
0 to 3 ptsn 34713
3 to 13 ptsn 34751
13 to 28 ptsn 34663
28 to 342 ptsn 347| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-08-21 | no-touch | down | 38.69 | - | - | - |
| 2026-08-21 | reject | up | 18.25 | 1.11 | 26.68 | 142 |
| 2026-08-20 | continue | down | 22.26 | 61.34 | 0 | 0 |
| 2026-08-20 | no-touch | up | 66.49 | - | - | - |
| 2026-08-19 | no-touch | down | 33.44 | - | - | - |
| 2026-08-19 | continue | up | 7.57 | 29.29 | 14.94 | 0 |
| 2026-08-18 | continue | down | 39.28 | 56.15 | 0 | 0 |
| 2026-08-18 | no-touch | up | 82.3 | - | - | - |
| 2026-08-17 | continue | down | 7.19 | 30.45 | 5.07 | 4 |
| 2026-08-17 | no-touch | up | 26.43 | - | - | - |
| 2026-08-14 | no-touch | down | 42.57 | - | - | - |
| 2026-08-14 | no-touch | up | 10.15 | - | - | - |
| 2026-08-13 | no-touch | down | 34.71 | - | - | - |
| 2026-08-13 | continue | up | 0.93 | 44.23 | 2.62 | 3 |
| 2026-08-12 | no-touch | down | 53.74 | - | - | - |
| 2026-08-12 | reject | up | 1.4 | 3.54 | 32.1 | 0 |
| 2026-08-11 | continue | down | 26.78 | 24.95 | 5.83 | 124 |
| 2026-08-11 | no-touch | up | 4.88 | - | - | - |
| 2026-08-10 | no-touch | down | 30.88 | - | - | - |
| 2026-08-10 | reject | up | 13.13 | 10.38 | 21.29 | 39 |
Built from a Nasdaq 100 / S&P 500 / Dow 30 index tape, not from exchange futures ticks. Bar to bar return correlation against real MNQ is 0.988 over a 5,238 bar overlap, and 93 to 94 percent of swing pivots land on the same bar. The one minute pull is cross checked against a lossless local tick set over 2026-06-10 to 2026-08-25 and must correlate above 0.98 to ship. Levels are relative, so the rates hold; absolute prices carry a basis of roughly 160 points that drifts.
Sample runs 2021-01-05 to 2026-09-04, 1,387 sessions. Skipped: 47 half days, 58 data holes, 0 sessions the report did not apply to.