REPORT / OVERNIGHT RANGE BREAK
Is the Globex range taken in New York?
96%took at least one overnight extreme, over 1,379 sessions
high only38%n 528
low only32%n 439
both26%n 357
neither4%n 55
Built on a continuous index proxy, validated against CME data.
Session
New YorkGlobex
Lookback
By weekday
share of sessions95
monn 26498
tuen 28596
wedn 28097
thun 27795
frin 273By size
share of sessions99
33 to 110 ptsn 34599
110 to 158 ptsn 34596
158 to 234 ptsn 34590
235 to 1030 ptsn 344| Session | Outcome | Direction | Size, pts | Against, pts | Extension, pts | Minutes |
|---|---|---|---|---|---|---|
| 2026-09-04 | low-only | down | 219.76 | 109 | 8.97 | 252 |
| 2026-09-03 | high-only | up | 215.97 | 48.19 | 292.48 | 9 |
| 2026-09-02 | high-only | up | 242.01 | 62.9 | 42.38 | 51 |
| 2026-09-01 | low-only | down | 485.67 | 233.31 | 81.42 | 1 |
| 2026-08-31 | neither | none | 267.1 | - | - | - |
| 2026-08-28 | both | none | 127.68 | 235.74 | 139.68 | 1 |
| 2026-08-27 | high-only | up | 258.09 | 133.12 | 43.71 | 211 |
| 2026-08-26 | high-only | up | 212.76 | 151.4 | 60.15 | 14 |
| 2026-08-25 | high-only | up | 397.92 | 247.36 | 2.65 | 19 |
| 2026-08-24 | low-only | down | 362.78 | 117.17 | 167.23 | 1 |
| 2026-08-21 | low-only | down | 264.5 | 217.71 | 51.56 | 24 |
| 2026-08-20 | low-only | down | 446.07 | 98.98 | 33.8 | 277 |
| 2026-08-19 | low-only | down | 325.9 | 235.98 | 54.46 | 21 |
| 2026-08-18 | low-only | down | 442.3 | 95.38 | 159.57 | 0 |
| 2026-08-17 | low-only | down | 174.59 | 121.91 | 97.65 | 38 |
| 2026-08-14 | low-only | down | 157.29 | 23.47 | 91.53 | 90 |
| 2026-08-13 | high-only | up | 142.5 | 22.58 | 346.8 | 4 |
| 2026-08-12 | high-only | up | 364.82 | 171.57 | 10.1 | 0 |
| 2026-08-11 | low-only | down | 219.18 | 139.93 | 129.44 | 16 |
| 2026-08-10 | low-only | down | 211.82 | 128.97 | 52.03 | 4 |
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 2021-01-04 to 2026-09-04, 1,379 sessions. Skipped: 45 half days, 39 data holes, 17 sessions the report did not apply to.