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 |
|---|---|---|---|---|---|---|
| 2026-09-04 | no-touch | down | 44.51 | - | - | - |
| 2026-09-04 | no-touch | up | 21.41 | - | - | - |
| 2026-09-03 | no-touch | down | 61.96 | - | - | - |
| 2026-09-03 | continue | up | 13.77 | 75.09 | 0 | 0 |
| 2026-09-02 | no-touch | down | 30.33 | - | - | - |
| 2026-09-02 | continue | up | 22.25 | 18.07 | 3.7 | 49 |
| 2026-09-01 | continue | down | 27.49 | 53.21 | 0 | 0 |
| 2026-09-01 | no-touch | up | 60.56 | - | - | - |
| 2026-08-31 | continue | down | 10.43 | 36.43 | 0 | 0 |
| 2026-08-31 | no-touch | up | 80.89 | - | - | - |
| 2026-08-28 | no-touch | down | 46.31 | - | - | - |
| 2026-08-28 | reject | up | 5.84 | 29.72 | 40.73 | 7 |
| 2026-08-27 | no-touch | down | 45.47 | - | - | - |
| 2026-08-27 | continue | up | 11.39 | 50.3 | 1.85 | 0 |
| 2026-08-26 | no-touch | down | 15.94 | - | - | - |
| 2026-08-26 | reject | up | 20.5 | 6.01 | 28.07 | 15 |
| 2026-08-25 | no-touch | down | 39.2 | - | - | - |
| 2026-08-25 | continue | up | 8.06 | 14.76 | 21.67 | 0 |
| 2026-08-24 | continue | down | 6.83 | 19.55 | 11.59 | 0 |
| 2026-08-24 | no-touch | up | 31.45 | - | - | - |
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.