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 |
|---|---|---|---|---|---|---|
| 2026-08-07 | no-touch | down | 33.8 | - | - | - |
| 2026-08-07 | reject | up | 10.3 | 20.46 | 23.55 | 14 |
| 2026-08-06 | reject | down | 7.03 | 20.15 | 23.95 | 2 |
| 2026-08-06 | no-touch | up | 68.16 | - | - | - |
| 2026-08-05 | no-touch | down | 153.51 | - | - | - |
| 2026-08-05 | continue | up | 24.55 | 35.05 | 40.14 | 0 |
| 2026-08-04 | no-touch | down | 115.66 | - | - | - |
| 2026-08-04 | continue | up | 20.36 | 148.33 | 0 | 0 |
| 2026-08-03 | no-touch | down | 119.33 | - | - | - |
| 2026-08-03 | continue | up | 5.44 | 97.86 | 0 | 0 |
| 2026-07-31 | no-touch | down | 100.38 | - | - | - |
| 2026-07-31 | continue | up | 21.35 | 64.13 | 49.76 | 0 |
| 2026-07-30 | no-touch | down | 68.34 | - | - | - |
| 2026-07-30 | no-touch | up | 67.22 | - | - | - |
| 2026-07-29 | continue | down | 39.79 | 66.93 | 68.64 | 42 |
| 2026-07-29 | no-touch | up | 56.78 | - | - | - |
| 2026-07-27 | reject | down | 75.99 | 14.32 | 30.33 | 67 |
| 2026-07-27 | continue | up | 11.59 | 17.84 | 78.73 | 0 |
| 2026-07-24 | no-touch | down | 31.74 | - | - | - |
| 2026-07-24 | reject | up | 41.44 | 12.07 | 52.34 | 105 |
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.