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 |
|---|---|---|---|---|---|---|
| 2026-08-07 | no-touch | down | 483.26 | - | - | - |
| 2026-08-07 | continue | up | 33.04 | 177.73 | 114.77 | 0 |
| 2026-08-06 | continue | down | 257.67 | 350.4 | 99.81 | 0 |
| 2026-08-06 | no-touch | up | 735.37 | - | - | - |
| 2026-08-05 | no-touch | down | 761.48 | - | - | - |
| 2026-08-05 | reject | up | 21.44 | 119.15 | 358.56 | 0 |
| 2026-08-04 | no-touch | down | 922.02 | - | - | - |
| 2026-08-04 | continue | up | 275.26 | 989.25 | 0 | 0 |
| 2026-08-03 | no-touch | down | 345.86 | - | - | - |
| 2026-08-03 | continue | up | 300.08 | 240.78 | 21.95 | 69 |
| 2026-07-31 | no-touch | down | 773.11 | - | - | - |
| 2026-07-31 | continue | up | 286.82 | 435.94 | 209.99 | 0 |
| 2026-07-30 | no-touch | down | 558.62 | - | - | - |
| 2026-07-30 | continue | up | 221.38 | 207.62 | 92.92 | 20 |
| 2026-07-29 | continue | down | 310.96 | 281.73 | 498.27 | 55 |
| 2026-07-29 | reject | up | 162.76 | 24.55 | 755.46 | 323 |
| 2026-07-28 | continue | down | 1.98 | 330.01 | 143.71 | 0 |
| 2026-07-28 | no-touch | up | 674.4 | - | - | - |
| 2026-07-27 | continue | down | 383.95 | 270.45 | 45.46 | 51 |
| 2026-07-27 | no-touch | up | 33.46 | - | - | - |
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.