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 |
|---|---|---|---|---|---|---|
| 2026-08-21 | no-touch | down | 272.51 | - | - | - |
| 2026-08-21 | reject | up | 7.57 | 28.96 | 240.31 | 0 |
| 2026-08-20 | reject | down | 30.98 | 173.34 | 91.6 | 0 |
| 2026-08-20 | no-touch | up | 396.43 | - | - | - |
| 2026-08-19 | continue | down | 182.21 | 137.48 | 152.96 | 19 |
| 2026-08-19 | no-touch | up | 72.74 | - | - | - |
| 2026-08-18 | continue | down | 374.28 | 546 | 0 | 0 |
| 2026-08-18 | no-touch | up | 593.85 | - | - | - |
| 2026-08-17 | no-touch | down | 191.21 | - | - | - |
| 2026-08-17 | reject | up | 56.46 | 9.02 | 210.55 | 96 |
| 2026-08-14 | no-touch | down | 383.51 | - | - | - |
| 2026-08-14 | reject | up | 22.49 | 15.87 | 231.8 | 0 |
| 2026-08-13 | no-touch | down | 93.97 | - | - | - |
| 2026-08-13 | continue | up | 87.7 | 271.53 | 20.45 | 6 |
| 2026-08-12 | no-touch | down | 458.9 | - | - | - |
| 2026-08-12 | continue | up | 155.76 | 165.22 | 16.44 | 0 |
| 2026-08-11 | continue | down | 121.35 | 179.82 | 89.56 | 5 |
| 2026-08-11 | no-touch | up | 59.65 | - | - | - |
| 2026-08-10 | no-touch | down | 237.78 | - | - | - |
| 2026-08-10 | reject | up | 54.72 | 40.81 | 137.46 | 36 |
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.