REPORT / GAP FILL
Does the open close back to yesterday?
MES and ES trade the same index. The price path is identical and only the contract multiplier differs, so these are the ES numbers, in MES terms.
Built on a continuous index proxy, validated against CME data.
Filtered view. The headline above is the whole sample; the cuts and the rows below are the sessions matching this filter. Clear the filter
By weekday
share of sessionsBy size
share of sessionsBy move against
how much heat it took first| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-09-01 | unfilled | down | 48.73 | 25.71 | - | - |
| 2026-08-25 | filled | up | 25.63 | 6.7 | 4.11 | 60 |
| 2026-08-18 | unfilled | down | 41.38 | 16.86 | - | - |
| 2026-08-11 | filled | up | 14.63 | 0.61 | 37.11 | 5 |
| 2026-08-04 | unfilled | up | 29.49 | 127.97 | - | - |
| 2026-07-21 | unfilled | up | 40.98 | 27.74 | - | - |
| 2026-07-14 | filled | up | 17.41 | 8.49 | 5.35 | 46 |
| 2026-07-07 | unfilled | down | 9.38 | 51.37 | - | - |
| 2026-06-30 | filled | up | 2.28 | 6.87 | 0.85 | 2 |
| 2026-06-23 | unfilled | down | 113.45 | 12.62 | - | - |
| 2026-06-09 | filled | up | 58.69 | 33.11 | 151.59 | 76 |
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, 1,320 sessions. Skipped: 47 half days, 58 data holes, 54 sessions the report did not apply to.