REPORT / PREVIOUS DAY HIGH / LOW

Does the touch hold or run?

MYM / New York / 5 yr

35%rejected after touching the prior day level, over 1,133 sessions

touched

51%n 1,133

rejected

35%n 393

continued

60%n 685

chopped

5%n 55

previous day high / low report / MYM regular hours / 1,133 sessions

MYM and YM trade the same index. The price path is identical and only the contract multiplier differs, so these are the YM numbers, in MYM terms.

Built on a continuous index proxy, validated against CME data.

Weekday

all mon tue wed thu fri

Size

all 0 to 96 pts 96 to 214 pts 214 to 376 pts 376 to 2742 pts

Session

New YorkGlobex

Lookback

1 yr3 yr5 yr

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 sessions

tuen 240

By size

share of sessions

0 to 96 ptsn 494

96 to 214 ptsn 337

214 to 376 ptsn 212

376 to 2742 ptsn 90

By move against

how much heat it took first

0 to 85 ptsn 284

85 to 180 ptsn 283

180 to 338 ptsn 283

338 to 2255 ptsn 283

By extension

how far it ran past the level

0 to 33 ptsn 284

33 to 114 ptsn 283

114 to 227 ptsn 283

227 to 2122 ptsn 283

The latest 60 sessions on file, not the full sample the headline counts
Session	Outcome	Direction	Size, pts	Against, pts	Extension, pts	Minutes
2026-09-01	continue	down	244	437.75	53.79	0
2026-09-01	no-touch	up	523.71	-	-	-
2026-08-25	no-touch	down	449.71	-	-	-
2026-08-25	continue	up	182	199.68	98.6	0
2026-08-18	continue	down	7.62	148.95	83.02	0
2026-08-18	no-touch	up	262.71	-	-	-
2026-08-11	continue	down	202.95	95.89	25.16	279
2026-08-11	reject	up	7.85	169.35	306.68	0
2026-08-04	no-touch	down	934.8	-	-	-
2026-08-04	continue	up	631.78	1044.7	0	0
2026-07-28	no-touch	down	686.29	-	-	-
2026-07-28	reject	up	69.86	310.06	174.95	0

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. The YM history starts 2021-09-01, eight months later than NQ and ES, and carries 124 unexplained weekday gaps in the underlying feed concentrated in 2021 to 2023 and tapering after 2024. Sample sizes on this page are smaller than NQ and ES for the same lookback because of this, not because of a filtering difference in the report.

Sample runs 2021-09-02 to 2026-09-04, 1,133 sessions. Skipped: 47 half days, 142 data holes, 0 sessions the report did not apply to.