REPORT / PREVIOUS DAY HIGH / LOW
Does the touch hold or run?
31%rejected after touching the prior day level, over 1,384 sessions
touched50%n 1,384
rejected31%n 435
continued62%n 861
chopped6%n 88
Built on a continuous index proxy, validated against CME data.
Session
New YorkGlobex
Lookback
By weekday
share of sessions32
monn 24831
tuen 28235
wedn 28929
thun 28831
frin 277By size
share of sessions40
0 to 57 ptsn 61427
57 to 130 ptsn 41223
130 to 236 ptsn 24817
237 to 1563 ptsn 110By move against
how much heat it took first72
0 to 53 ptsn 34629
54 to 121 ptsn 34616
121 to 219 ptsn 3468
219 to 1165 ptsn 346By extension
how far it ran past the level0
0 to 20 ptsn 34614
20 to 61 ptsn 34651
61 to 140 ptsn 34661
141 to 1379 ptsn 346| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-09-04 | no-touch | down | 394.13 | - | - | - |
| 2026-09-04 | continue | up | 9.92 | 114.69 | 107.97 | 0 |
| 2026-09-03 | no-touch | down | 231.78 | - | - | - |
| 2026-09-03 | continue | up | 37.89 | 373.6 | 10.61 | 0 |
| 2026-09-02 | no-touch | down | 98.24 | - | - | - |
| 2026-09-02 | no-touch | up | 216.49 | - | - | - |
| 2026-09-01 | continue | down | 239.06 | 348.47 | 0 | 0 |
| 2026-09-01 | no-touch | up | 423.21 | - | - | - |
| 2026-08-31 | reject | down | 3.66 | 79.01 | 105.15 | 0 |
| 2026-08-31 | no-touch | up | 371.77 | - | - | - |
| 2026-08-28 | no-touch | down | 208.92 | - | - | - |
| 2026-08-28 | reject | up | 70.23 | 116.47 | 258.96 | 11 |
| 2026-08-27 | no-touch | down | 374.32 | - | - | - |
| 2026-08-27 | continue | up | 162.78 | 338.76 | 0 | 0 |
| 2026-08-26 | reject | down | 11.4 | 2.97 | 208.58 | 58 |
| 2026-08-26 | no-touch | up | 238.6 | - | - | - |
| 2026-08-25 | no-touch | down | 346.87 | - | - | - |
| 2026-08-25 | continue | up | 55.71 | 178.66 | 71.35 | 0 |
| 2026-08-24 | continue | down | 22.24 | 267.08 | 24.08 | 0 |
| 2026-08-24 | no-touch | up | 247.02 | - | - | - |
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, 1,384 sessions. Skipped: 45 half days, 39 data holes, 0 sessions the report did not apply to.