foxalgo.io

HTF Roadmap

For each Daily, Weekly, and Monthly period, the measured share of periods that go on to touch the previous period's high or low — not a trade success rate, a share of periods. Conditions (gap at the open, whether the previous period held or swept its own prior high/low, the previous period's range size) are computed only from COMPLETED prior periods — nothing here looks ahead into the period being scored.

In ~5.6% (daily) / 7.9% (weekly) of touch periods the level was reached or already exceeded at the open; only 1.5% / 1.3% of touch periods never traded at the level afterwards.

Much of the spread between states reflects how far the reference level sits after a directional period — these are reachability odds, not a directional edge. See methodology.

Measured odds. No trade calls. what this means →

Where things stand right now

Where things actually stand right now — the previous day's, week's, and month's high/low, and the measured odds today's/this week's/this month's price revisits them. PDH/PDL = Prior Day High/Low, PWH/PWL = Prior Week High/Low, PMH/PML = Prior Month High/Low — the table below uses the short form.

ES

DAILYPDH7,838.578.8% (+22.0 pp vs base 56.8%, n=685)
PDL7,764.2539.8% (-4.6 pp vs base 44.5%, n=1,218)
WEEKLYPWH7,820.2583.3% (+19.8 pp vs base 63.6%, n=174)
PWL7,542.7535.3% (-4.0 pp vs base 39.3%, n=272)
MONTHLYPMH7,63256.3% (-13.9 pp vs base 70.2%, n=32) THIN FIT-THIN
PML7,32432.9% (+0.2 pp vs base 32.7%, n=70)

NQ

DAILYPDH30,272.7580.5% (+23.9 pp vs base 56.6%, n=698)
PDL29,780.540.4% (-3.9 pp vs base 44.3%, n=1,208)
WEEKLYPWH30,07482.1% (+20.5 pp vs base 61.6%, n=173)
PWL28,313.535.5% (-4.8 pp vs base 40.2%, n=268)
MONTHLYPMH30,32055.9% (-10.5 pp vs base 66.3%, n=34) THIN FIT-THIN
PML27,202not enough verified data for this state

YM

DAILYPDH54,14947.6% (-5.4 pp vs base 53.1%, n=1,020)
PDL53,71536.6% (-9.8 pp vs base 46.3%, n=533)
WEEKLYPWH54,88480.4% (+21.5 pp vs base 58.9%, n=148)
PWL52,77740.5% (-2.4 pp vs base 42.9%, n=257)
MONTHLYPMH53,65654.8% (-13.4 pp vs base 68.3%, n=31) THIN FIT-THIN
PML51,63031.5% (+1.7 pp vs base 29.8%, n=73)

RTY

DAILYPDH3,076.337.6% (-14.7 pp vs base 52.3%, n=548) FIT-THIN
PDL3,052.543.4% (-4.5 pp vs base 47.9%, n=1,145)
WEEKLYPWH3,058.374.4% (+20.9 pp vs base 53.6%, n=133) FIT-THIN
PWL2,948.439.4% (-4.6 pp vs base 44.0%, n=251) FIT-THIN
MONTHLYPMH3,062.458.3% (+4.5 pp vs base 53.9%, n=48) THIN FIT-THIN
PML2,902.335.8% (+0.2 pp vs base 35.6%, n=67) FIT-THIN

GC

DAILYPDH4,509.135.6% (-16.2 pp vs base 51.8%, n=545)
PDL4,40064.1% (+19.6 pp vs base 44.5%, n=462)
WEEKLYPWH4,432.375.7% (+21.1 pp vs base 54.7%, n=136)
PWL4,07438.7% (-1.6 pp vs base 40.2%, n=269)
MONTHLYPMH4,215.555.8% (-2.8 pp vs base 58.6%, n=43) THIN
PML3,96331.3% (-3.3 pp vs base 34.6%, n=67)

CL

DAILYPDH83.346.9% (-6.3 pp vs base 53.2%, n=997)
PDL80.0968.3% (+22.5 pp vs base 45.9%, n=474)
WEEKLYPWH82.3350.8% (-5.4 pp vs base 56.1%, n=197)
PWL74.2469.3% (+22.8 pp vs base 46.5%, n=101)
MONTHLYPMH93.547.8% (-7.0 pp vs base 54.8%, n=46) THIN
PML67.04not enough verified data for this state

Daily

Each row is one trading day, scored against the prior day's high/low.

Aggregate — all 6 markets

Touches the previous period's high

if the previous period…rate vs. basedeltan (summed)markets
the previous period closed above the prior period's high77.0% vs. 54.0%+23.0 pp3,7856/6
the previous period never reached the prior period's high48.2% vs. 54.0%-5.8 pp6,0146/6
the previous period poked above the prior period's high but closed back below it37.6% vs. 54.0%-16.3 pp3,2186/6

Rate is the unweighted mean of the 6 per-market shares (not pooled across markets); n is their sum.

Touches the previous period's low

if the previous period…rate vs. basedeltan (summed)markets
the previous period closed below the prior period's low68.1% vs. 45.5%+22.6 pp2,8146/6
the previous period never reached the prior period's low41.2% vs. 45.5%-4.3 pp7,1026/6
the previous period poked below the prior period's low but closed back above it34.9% vs. 45.5%-10.7 pp3,1016/6

Rate is the unweighted mean of the 6 per-market shares (not pooled across markets); n is their sum.

Per market

ES

if the previous period…then…rate vs. basedelta95% CIn (held)
no meaningful gap at the openTouches the previous period's high64.1% vs. 56.8%+7.3 pp[57.5%, 70.1%]217
no meaningful gap at the openTouches the previous period's low40.1% vs. 44.5%-4.4 pp[33.8%, 46.7%]217
opened with a gap downTouches the previous period's high52.0% vs. 56.8%-4.8 pp[48.8%, 55.1%]949
opened with a gap downTouches the previous period's low49.7% vs. 44.5%+5.3 pp[46.6%, 52.9%]949
opened with a gap upTouches the previous period's high59.8% vs. 56.8%+3.0 pp[56.7%, 62.7%]1,014
opened with a gap upTouches the previous period's low40.4% vs. 44.5%-4.0 pp[37.5%, 43.5%]1,014
the previous period closed above the prior period's highTouches the previous period's high78.8% vs. 56.8%+22.0 pp[75.6%, 81.7%]685
the previous period closed above the prior period's highTouches the previous period's low20.9% vs. 44.5%-23.6 pp[18.0%, 24.1%]685
the previous period never reached the prior period's highTouches the previous period's high50.0% vs. 56.8%-6.8 pp[46.8%, 53.1%]953
the previous period never reached the prior period's highTouches the previous period's low53.7% vs. 44.5%+9.3 pp[50.5%, 56.9%]953
the previous period poked above the prior period's high but closed back below itTouches the previous period's high41.0% vs. 56.8%-15.8 pp[36.9%, 45.1%]542
the previous period poked above the prior period's high but closed back below itTouches the previous period's low57.9% vs. 44.5%+13.5 pp[53.7%, 62.0%]542
the previous period closed below the prior period's lowTouches the previous period's high23.1% vs. 56.8%-33.7 pp[19.4%, 27.2%]450
the previous period closed below the prior period's lowTouches the previous period's low68.0% vs. 44.5%+23.6 pp[63.5%, 72.1%]450
the previous period never reached the prior period's lowTouches the previous period's high66.3% vs. 56.8%+9.6 pp[63.6%, 68.9%]1,218
the previous period never reached the prior period's lowTouches the previous period's low39.8% vs. 44.5%-4.6 pp[37.1%, 42.6%]1,218
the previous period poked below the prior period's low but closed back above itTouches the previous period's high63.7% vs. 56.8%+6.9 pp[59.4%, 67.7%]512
the previous period poked below the prior period's low but closed back above itTouches the previous period's low34.8% vs. 44.5%-9.7 pp[30.8%, 39.0%]512
the previous period's range was wideTouches the previous period's high43.9% vs. 56.8%-12.9 pp[39.9%, 47.9%]595
the previous period's range was wideTouches the previous period's low41.9% vs. 44.5%-2.6 pp[38.0%, 45.9%]595
the previous period's range was middle (average)Touches the previous period's high59.6% vs. 56.8%+2.8 pp[56.5%, 62.6%]970
the previous period's range was middle (average)Touches the previous period's low40.3% vs. 44.5%-4.1 pp[37.3%, 43.4%]970
the previous period's range was narrowTouches the previous period's high64.9% vs. 56.8%+8.1 pp[61.0%, 68.5%]615
the previous period's range was narrowTouches the previous period's low53.5% vs. 44.5%+9.1 pp[49.5%, 57.4%]615

NQ

if the previous period…then…rate vs. basedelta95% CIn (held)
no meaningful gap at the openTouches the previous period's high55.1% vs. 56.6%-1.5 pp[45.3%, 64.6%]98
no meaningful gap at the openTouches the previous period's low45.9% vs. 44.3%+1.6 pp[36.4%, 55.8%]98
opened with a gap downTouches the previous period's high53.8% vs. 56.6%-2.8 pp[50.7%, 56.9%]968
opened with a gap downTouches the previous period's low51.0% vs. 44.3%+6.7 pp[47.9%, 54.2%]968
opened with a gap upTouches the previous period's high59.2% vs. 56.6%+2.6 pp[56.3%, 62.1%]1,101
opened with a gap upTouches the previous period's low38.2% vs. 44.3%-6.1 pp[35.4%, 41.1%]1,101
the previous period closed above the prior period's highTouches the previous period's high80.5% vs. 56.6%+23.9 pp[77.4%, 83.3%]698
the previous period closed above the prior period's highTouches the previous period's low20.8% vs. 44.3%-23.5 pp[17.9%, 23.9%]698
the previous period never reached the prior period's highTouches the previous period's high50.1% vs. 56.6%-6.5 pp[46.9%, 53.3%]940
the previous period never reached the prior period's highTouches the previous period's low52.8% vs. 44.3%+8.5 pp[49.6%, 55.9%]940
the previous period poked above the prior period's high but closed back below itTouches the previous period's high36.7% vs. 56.6%-19.9 pp[32.7%, 40.9%]529
the previous period poked above the prior period's high but closed back below itTouches the previous period's low60.3% vs. 44.3%+16.0 pp[56.1%, 64.4%]529
the previous period closed below the prior period's lowTouches the previous period's high22.0% vs. 56.6%-34.6 pp[18.4%, 26.1%]446
the previous period closed below the prior period's lowTouches the previous period's low65.5% vs. 44.3%+21.2 pp[60.9%, 69.7%]446
the previous period never reached the prior period's lowTouches the previous period's high66.4% vs. 56.6%+9.8 pp[63.7%, 69.0%]1,208
the previous period never reached the prior period's lowTouches the previous period's low40.4% vs. 44.3%-3.9 pp[37.7%, 43.2%]1,208
the previous period poked below the prior period's low but closed back above itTouches the previous period's high63.7% vs. 56.6%+7.1 pp[59.5%, 67.8%]513
the previous period poked below the prior period's low but closed back above itTouches the previous period's low35.1% vs. 44.3%-9.2 pp[31.1%, 39.3%]513
the previous period's range was wideTouches the previous period's high44.6% vs. 56.6%-12.0 pp[40.5%, 48.7%]565
the previous period's range was wideTouches the previous period's low41.4% vs. 44.3%-2.9 pp[37.4%, 45.5%]565
the previous period's range was middle (average)Touches the previous period's high58.9% vs. 56.6%+2.3 pp[55.9%, 61.8%]1,063
the previous period's range was middle (average)Touches the previous period's low40.9% vs. 44.3%-3.4 pp[38.0%, 43.9%]1,063
the previous period's range was narrowTouches the previous period's high64.8% vs. 56.6%+8.1 pp[60.6%, 68.7%]539
the previous period's range was narrowTouches the previous period's low54.0% vs. 44.3%+9.7 pp[49.8%, 58.1%]539

YM

if the previous period…then…rate vs. basedelta95% CIn (held)
no meaningful gap at the openTouches the previous period's high56.9% vs. 53.1%+3.9 pp[48.8%, 64.8%]144
no meaningful gap at the openTouches the previous period's low49.3% vs. 46.3%+3.0 pp[41.3%, 57.4%]144
opened with a gap downTouches the previous period's high49.9% vs. 53.1%-3.2 pp[46.7%, 53.0%]979
opened with a gap downTouches the previous period's low49.9% vs. 46.3%+3.5 pp[46.7%, 53.0%]979
opened with a gap upTouches the previous period's high55.5% vs. 53.1%+2.5 pp[52.5%, 58.5%]1,048
opened with a gap upTouches the previous period's low42.6% vs. 46.3%-3.7 pp[39.7%, 45.7%]1,048
the previous period closed above the prior period's highTouches the previous period's high76.6% vs. 53.1%+23.5 pp[73.1%, 79.7%]636
the previous period closed above the prior period's highTouches the previous period's low21.5% vs. 46.3%-24.8 pp[18.5%, 24.9%]636
the previous period never reached the prior period's highTouches the previous period's high47.6% vs. 53.1%-5.4 pp[44.6%, 50.7%]1,020
the previous period never reached the prior period's highTouches the previous period's low55.2% vs. 46.3%+8.9 pp[52.1%, 58.2%]1,020
the previous period poked above the prior period's high but closed back below itTouches the previous period's high34.8% vs. 53.1%-18.3 pp[30.8%, 39.0%]515
the previous period poked above the prior period's high but closed back below itTouches the previous period's low59.4% vs. 46.3%+13.1 pp[55.1%, 63.6%]515
the previous period closed below the prior period's lowTouches the previous period's high18.1% vs. 53.1%-34.9 pp[14.9%, 21.9%]474
the previous period closed below the prior period's lowTouches the previous period's low70.9% vs. 46.3%+24.6 pp[66.6%, 74.8%]474
the previous period never reached the prior period's lowTouches the previous period's high62.5% vs. 53.1%+9.4 pp[59.6%, 65.2%]1,164
the previous period never reached the prior period's lowTouches the previous period's low40.8% vs. 46.3%-5.5 pp[38.0%, 43.7%]1,164
the previous period poked below the prior period's low but closed back above itTouches the previous period's high63.6% vs. 53.1%+10.5 pp[59.4%, 67.6%]533
the previous period poked below the prior period's low but closed back above itTouches the previous period's low36.6% vs. 46.3%-9.8 pp[32.6%, 40.8%]533
the previous period's range was wideTouches the previous period's high40.9% vs. 53.1%-12.2 pp[36.9%, 45.0%]567
the previous period's range was wideTouches the previous period's low41.1% vs. 46.3%-5.2 pp[37.1%, 45.2%]567
the previous period's range was middle (average)Touches the previous period's high54.1% vs. 53.1%+1.0 pp[51.0%, 57.1%]1,045
the previous period's range was middle (average)Touches the previous period's low44.0% vs. 46.3%-2.3 pp[41.0%, 47.0%]1,045
the previous period's range was narrowTouches the previous period's high63.5% vs. 53.1%+10.4 pp[59.4%, 67.4%]559
the previous period's range was narrowTouches the previous period's low56.0% vs. 46.3%+9.7 pp[51.9%, 60.0%]559

RTY

if the previous period…then…rate vs. basedelta95% CIn (held)
no meaningful gap at the openTouches the previous period's high54.6% vs. 52.3%+2.3 pp[47.2%, 61.8%]174 FIT-THIN
no meaningful gap at the openTouches the previous period's low46.5% vs. 47.9%-1.3 pp[39.3%, 54.0%]174 FIT-THIN
opened with a gap downTouches the previous period's high47.2% vs. 52.3%-5.0 pp[44.2%, 50.3%]1,029
opened with a gap downTouches the previous period's low53.1% vs. 47.9%+5.2 pp[50.0%, 56.1%]1,029
opened with a gap upTouches the previous period's high57.1% vs. 52.3%+4.8 pp[54.0%, 60.2%]989
opened with a gap upTouches the previous period's low42.7% vs. 47.9%-5.2 pp[39.6%, 45.8%]989
the previous period closed above the prior period's highTouches the previous period's high74.2% vs. 52.3%+22.0 pp[70.6%, 77.6%]594
the previous period closed above the prior period's highTouches the previous period's low23.7% vs. 47.9%-24.1 pp[20.5%, 27.3%]594
the previous period never reached the prior period's highTouches the previous period's high47.5% vs. 52.3%-4.8 pp[44.5%, 50.5%]1,050
the previous period never reached the prior period's highTouches the previous period's low56.3% vs. 47.9%+8.4 pp[53.3%, 59.3%]1,050
the previous period poked above the prior period's high but closed back below itTouches the previous period's high37.6% vs. 52.3%-14.7 pp[33.6%, 41.7%]548 FIT-THIN
the previous period poked above the prior period's high but closed back below itTouches the previous period's low57.9% vs. 47.9%+10.0 pp[53.7%, 61.9%]548 FIT-THIN
the previous period closed below the prior period's lowTouches the previous period's high22.2% vs. 52.3%-30.0 pp[18.8%, 26.1%]508 FIT-THIN
the previous period closed below the prior period's lowTouches the previous period's low72.0% vs. 47.9%+24.2 pp[68.0%, 75.8%]508 FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's high61.2% vs. 52.3%+8.9 pp[58.4%, 64.0%]1,145
the previous period never reached the prior period's lowTouches the previous period's low43.4% vs. 47.9%-4.5 pp[40.6%, 46.3%]1,145
the previous period poked below the prior period's low but closed back above itTouches the previous period's high61.6% vs. 52.3%+9.3 pp[57.4%, 65.6%]539
the previous period poked below the prior period's low but closed back above itTouches the previous period's low34.5% vs. 47.9%-13.3 pp[30.6%, 38.6%]539
the previous period's range was wideTouches the previous period's high40.0% vs. 52.3%-12.2 pp[35.9%, 44.3%]522 FIT-THIN
the previous period's range was wideTouches the previous period's low43.9% vs. 47.9%-4.0 pp[39.7%, 48.2%]522 FIT-THIN
the previous period's range was middle (average)Touches the previous period's high53.3% vs. 52.3%+1.0 pp[50.4%, 56.2%]1,144
the previous period's range was middle (average)Touches the previous period's low44.8% vs. 47.9%-3.1 pp[41.9%, 47.6%]1,144
the previous period's range was narrowTouches the previous period's high62.2% vs. 52.3%+9.9 pp[58.0%, 66.2%]526 FIT-THIN
the previous period's range was narrowTouches the previous period's low58.6% vs. 47.9%+10.7 pp[54.3%, 62.7%]526 FIT-THIN

GC

if the previous period…then…rate vs. basedelta95% CIn (held)
no meaningful gap at the openTouches the previous period's high53.8% vs. 51.8%+2.0 pp[47.3%, 60.2%]225
no meaningful gap at the openTouches the previous period's low48.9% vs. 44.5%+4.4 pp[42.4%, 55.4%]225
opened with a gap downTouches the previous period's high50.7% vs. 51.8%-1.1 pp[47.3%, 54.1%]816
opened with a gap downTouches the previous period's low45.8% vs. 44.5%+1.4 pp[42.4%, 49.3%]816
opened with a gap upTouches the previous period's high52.2% vs. 51.8%+0.4 pp[49.3%, 55.1%]1,138
opened with a gap upTouches the previous period's low42.6% vs. 44.5%-1.9 pp[39.8%, 45.5%]1,138
the previous period closed above the prior period's highTouches the previous period's high76.0% vs. 51.8%+24.2 pp[72.4%, 79.3%]580
the previous period closed above the prior period's highTouches the previous period's low19.3% vs. 44.5%-25.2 pp[16.3%, 22.7%]580
the previous period never reached the prior period's highTouches the previous period's high46.9% vs. 51.8%-4.9 pp[43.9%, 49.9%]1,054
the previous period never reached the prior period's highTouches the previous period's low52.8% vs. 44.5%+8.3 pp[49.7%, 55.8%]1,054
the previous period poked above the prior period's high but closed back below itTouches the previous period's high35.6% vs. 51.8%-16.2 pp[31.7%, 39.7%]545
the previous period poked above the prior period's high but closed back below itTouches the previous period's low55.2% vs. 44.5%+10.8 pp[51.0%, 59.4%]545
the previous period closed below the prior period's lowTouches the previous period's high21.0% vs. 51.8%-30.8 pp[17.5%, 24.9%]462
the previous period closed below the prior period's lowTouches the previous period's low64.1% vs. 44.5%+19.6 pp[59.6%, 68.3%]462
the previous period never reached the prior period's lowTouches the previous period's high60.2% vs. 51.8%+8.3 pp[57.4%, 62.9%]1,210
the previous period never reached the prior period's lowTouches the previous period's low41.3% vs. 44.5%-3.1 pp[38.6%, 44.1%]1,210
the previous period poked below the prior period's low but closed back above itTouches the previous period's high60.0% vs. 51.8%+8.2 pp[55.6%, 64.1%]507
the previous period poked below the prior period's low but closed back above itTouches the previous period's low34.1% vs. 44.5%-10.3 pp[30.1%, 38.4%]507
the previous period's range was wideTouches the previous period's high42.7% vs. 51.8%-9.1 pp[38.6%, 46.8%]560
the previous period's range was wideTouches the previous period's low32.9% vs. 44.5%-11.6 pp[29.1%, 36.9%]560
the previous period's range was middle (average)Touches the previous period's high52.5% vs. 51.8%+0.6 pp[49.5%, 55.4%]1,123
the previous period's range was middle (average)Touches the previous period's low43.0% vs. 44.5%-1.5 pp[40.1%, 45.9%]1,123
the previous period's range was narrowTouches the previous period's high60.7% vs. 51.8%+8.9 pp[56.3%, 64.9%]496
the previous period's range was narrowTouches the previous period's low60.9% vs. 44.5%+16.4 pp[56.5%, 65.1%]496

CL

if the previous period…then…rate vs. basedelta95% CIn (held)
no meaningful gap at the openTouches the previous period's high55.4% vs. 53.2%+2.1 pp[48.7%, 61.8%]215
no meaningful gap at the openTouches the previous period's low45.6% vs. 45.9%-0.3 pp[39.1%, 52.3%]215
opened with a gap downTouches the previous period's high51.3% vs. 53.2%-1.9 pp[47.8%, 54.8%]783
opened with a gap downTouches the previous period's low49.7% vs. 45.9%+3.8 pp[46.2%, 53.2%]783
opened with a gap upTouches the previous period's high54.2% vs. 53.2%+0.9 pp[51.2%, 57.0%]1,130
opened with a gap upTouches the previous period's low43.3% vs. 45.9%-2.6 pp[40.4%, 46.2%]1,130
the previous period closed above the prior period's highTouches the previous period's high75.7% vs. 53.2%+22.4 pp[72.1%, 79.0%]592
the previous period closed above the prior period's highTouches the previous period's low19.4% vs. 45.9%-26.4 pp[16.4%, 22.8%]592
the previous period never reached the prior period's highTouches the previous period's high46.9% vs. 53.2%-6.3 pp[43.9%, 50.0%]997
the previous period never reached the prior period's highTouches the previous period's low53.2% vs. 45.9%+7.3 pp[50.1%, 56.2%]997
the previous period poked above the prior period's high but closed back below itTouches the previous period's high40.3% vs. 53.2%-13.0 pp[36.2%, 44.5%]539
the previous period poked above the prior period's high but closed back below itTouches the previous period's low61.4% vs. 45.9%+15.6 pp[57.2%, 65.4%]539
the previous period closed below the prior period's lowTouches the previous period's high21.5% vs. 53.2%-31.7 pp[18.1%, 25.4%]474
the previous period closed below the prior period's lowTouches the previous period's low68.3% vs. 45.9%+22.5 pp[64.0%, 72.4%]474
the previous period never reached the prior period's lowTouches the previous period's high62.1% vs. 53.2%+8.9 pp[59.3%, 64.9%]1,157
the previous period never reached the prior period's lowTouches the previous period's low41.7% vs. 45.9%-4.2 pp[38.9%, 44.5%]1,157
the previous period poked below the prior period's low but closed back above itTouches the previous period's high62.8% vs. 53.2%+9.5 pp[58.4%, 66.9%]497
the previous period poked below the prior period's low but closed back above itTouches the previous period's low34.2% vs. 45.9%-11.7 pp[30.2%, 38.5%]497
the previous period's range was wideTouches the previous period's high40.0% vs. 53.2%-13.2 pp[35.8%, 44.4%]492
the previous period's range was wideTouches the previous period's low39.4% vs. 45.9%-6.4 pp[35.2%, 43.8%]492
the previous period's range was middle (average)Touches the previous period's high54.8% vs. 53.2%+1.6 pp[52.0%, 57.6%]1,182
the previous period's range was middle (average)Touches the previous period's low44.0% vs. 45.9%-1.9 pp[41.2%, 46.8%]1,182
the previous period's range was narrowTouches the previous period's high63.4% vs. 53.2%+10.2 pp[58.9%, 67.7%]454
the previous period's range was narrowTouches the previous period's low57.7% vs. 45.9%+11.8 pp[53.1%, 62.2%]454

Weekly

Each row is one trading week, scored against the prior week's high/low.

Aggregate — all 6 markets

Touches the previous period's high

if the previous period…rate vs. basedeltan (summed)markets
the previous period closed above the prior period's high78.9% vs. 58.1%+20.8 pp9066/6
the previous period never reached the prior period's high51.6% vs. 58.1%-6.5 pp1,1356/6
the previous period poked above the prior period's high but closed back below it40.4% vs. 58.1%-17.6 pp6586/6

Rate is the unweighted mean of the 6 per-market shares (not pooled across markets); n is their sum.

Touches the previous period's low

if the previous period…rate vs. basedeltan (summed)markets
the previous period closed below the prior period's low66.4% vs. 42.2%+24.2 pp5466/6
the previous period never reached the prior period's low38.6% vs. 42.2%-3.6 pp1,5586/6
the previous period poked below the prior period's low but closed back above it29.5% vs. 42.2%-12.7 pp5956/6

Rate is the unweighted mean of the 6 per-market shares (not pooled across markets); n is their sum.

Per market

ES

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high56.5% vs. 63.6%-7.0 pp[49.5%, 63.4%]191
opened with a gap downTouches the previous period's low44.0% vs. 39.3%+4.7 pp[37.1%, 51.1%]191
opened with a gap upTouches the previous period's high68.7% vs. 63.6%+5.2 pp[62.6%, 74.2%]243
opened with a gap upTouches the previous period's low35.0% vs. 39.3%-4.3 pp[29.3%, 41.2%]243
the previous period closed above the prior period's highTouches the previous period's high83.3% vs. 63.6%+19.8 pp[77.1%, 88.1%]174
the previous period closed above the prior period's highTouches the previous period's low21.8% vs. 39.3%-17.5 pp[16.3%, 28.6%]174
the previous period never reached the prior period's highTouches the previous period's high56.1% vs. 63.6%-7.5 pp[48.5%, 63.5%]164
the previous period never reached the prior period's highTouches the previous period's low47.6% vs. 39.3%+8.2 pp[40.1%, 55.2%]164
the previous period poked above the prior period's high but closed back below itTouches the previous period's high43.8% vs. 63.6%-19.8 pp[34.9%, 53.0%]112
the previous period poked above the prior period's high but closed back below itTouches the previous period's low54.5% vs. 39.3%+15.1 pp[45.3%, 63.4%]112
the previous period closed below the prior period's lowTouches the previous period's high27.4% vs. 63.6%-36.2 pp[19.0%, 37.8%]84
the previous period closed below the prior period's lowTouches the previous period's low67.9% vs. 39.3%+28.5 pp[57.3%, 76.9%]84
the previous period never reached the prior period's lowTouches the previous period's high71.7% vs. 63.6%+8.1 pp[66.1%, 76.7%]272
the previous period never reached the prior period's lowTouches the previous period's low35.3% vs. 39.3%-4.0 pp[29.9%, 41.1%]272
the previous period poked below the prior period's low but closed back above itTouches the previous period's high72.3% vs. 63.6%+8.8 pp[62.6%, 80.4%]94
the previous period poked below the prior period's low but closed back above itTouches the previous period's low25.5% vs. 39.3%-13.8 pp[17.8%, 35.2%]94
the previous period's range was wideTouches the previous period's high50.0% vs. 63.6%-13.6 pp[41.7%, 58.3%]136
the previous period's range was wideTouches the previous period's low37.5% vs. 39.3%-1.8 pp[29.8%, 45.9%]136
the previous period's range was middle (average)Touches the previous period's high64.9% vs. 63.6%+1.3 pp[58.1%, 71.1%]205
the previous period's range was middle (average)Touches the previous period's low39.0% vs. 39.3%-0.3 pp[32.6%, 45.9%]205
the previous period's range was narrowTouches the previous period's high78.0% vs. 63.6%+14.4 pp[69.3%, 84.7%]109
the previous period's range was narrowTouches the previous period's low42.2% vs. 39.3%+2.9 pp[33.4%, 51.6%]109

NQ

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high54.5% vs. 61.6%-7.0 pp[47.4%, 61.5%]187
opened with a gap downTouches the previous period's low44.9% vs. 40.2%+4.7 pp[38.0%, 52.1%]187
opened with a gap upTouches the previous period's high66.1% vs. 61.6%+4.6 pp[60.1%, 71.7%]251
opened with a gap upTouches the previous period's low37.0% vs. 40.2%-3.2 pp[31.3%, 43.2%]251
the previous period closed above the prior period's highTouches the previous period's high82.1% vs. 61.6%+20.5 pp[75.7%, 87.1%]173
the previous period closed above the prior period's highTouches the previous period's low20.8% vs. 40.2%-19.4 pp[15.4%, 27.5%]173
the previous period never reached the prior period's highTouches the previous period's high51.7% vs. 61.6%-9.8 pp[44.3%, 59.0%]174
the previous period never reached the prior period's highTouches the previous period's low47.7% vs. 40.2%+7.5 pp[40.4%, 55.1%]174
the previous period poked above the prior period's high but closed back below itTouches the previous period's high43.7% vs. 61.6%-17.9 pp[34.5%, 53.3%]103
the previous period poked above the prior period's high but closed back below itTouches the previous period's low60.2% vs. 40.2%+20.0 pp[50.5%, 69.1%]103
the previous period closed below the prior period's lowTouches the previous period's high22.4% vs. 61.6%-39.2 pp[14.8%, 32.3%]85
the previous period closed below the prior period's lowTouches the previous period's low64.7% vs. 40.2%+24.5 pp[54.1%, 74.0%]85
the previous period never reached the prior period's lowTouches the previous period's high69.4% vs. 61.6%+7.8 pp[63.6%, 74.6%]268
the previous period never reached the prior period's lowTouches the previous period's low35.5% vs. 40.2%-4.8 pp[30.0%, 41.3%]268
the previous period poked below the prior period's low but closed back above itTouches the previous period's high74.2% vs. 61.6%+12.7 pp[64.7%, 81.9%]97
the previous period poked below the prior period's low but closed back above itTouches the previous period's low32.0% vs. 40.2%-8.3 pp[23.5%, 41.8%]97
the previous period's range was wideTouches the previous period's high51.9% vs. 61.6%-9.7 pp[43.5%, 60.1%]135
the previous period's range was wideTouches the previous period's low36.3% vs. 40.2%-3.9 pp[28.7%, 44.7%]135
the previous period's range was middle (average)Touches the previous period's high62.2% vs. 61.6%+0.6 pp[55.6%, 68.3%]222
the previous period's range was middle (average)Touches the previous period's low40.5% vs. 40.2%+0.3 pp[34.3%, 47.1%]222
the previous period's range was narrowTouches the previous period's high74.2% vs. 61.6%+12.6 pp[64.5%, 82.0%]93
the previous period's range was narrowTouches the previous period's low45.2% vs. 40.2%+4.9 pp[35.4%, 55.3%]93

YM

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high51.8% vs. 58.9%-7.1 pp[44.8%, 58.8%]191
opened with a gap downTouches the previous period's low48.2% vs. 42.9%+5.3 pp[41.2%, 55.2%]191
opened with a gap upTouches the previous period's high64.8% vs. 58.9%+5.9 pp[58.6%, 70.5%]247
opened with a gap upTouches the previous period's low38.5% vs. 42.9%-4.4 pp[32.6%, 44.7%]247
the previous period closed above the prior period's highTouches the previous period's high80.4% vs. 58.9%+21.5 pp[73.3%, 86.0%]148
the previous period closed above the prior period's highTouches the previous period's low16.2% vs. 42.9%-26.7 pp[11.2%, 23.0%]148
the previous period never reached the prior period's highTouches the previous period's high52.4% vs. 58.9%-6.5 pp[45.3%, 59.5%]185
the previous period never reached the prior period's highTouches the previous period's low54.0% vs. 42.9%+11.2 pp[46.9%, 61.1%]185
the previous period poked above the prior period's high but closed back below itTouches the previous period's high41.9% vs. 58.9%-17.0 pp[33.3%, 50.9%]117
the previous period poked above the prior period's high but closed back below itTouches the previous period's low59.0% vs. 42.9%+16.1 pp[49.9%, 67.5%]117
the previous period closed below the prior period's lowTouches the previous period's high26.7% vs. 58.9%-32.1 pp[18.5%, 37.0%]86
the previous period closed below the prior period's lowTouches the previous period's low66.3% vs. 42.9%+23.4 pp[55.8%, 75.4%]86
the previous period never reached the prior period's lowTouches the previous period's high65.4% vs. 58.9%+6.5 pp[59.4%, 70.9%]257
the previous period never reached the prior period's lowTouches the previous period's low40.5% vs. 42.9%-2.4 pp[34.6%, 46.6%]257
the previous period poked below the prior period's low but closed back above itTouches the previous period's high69.2% vs. 58.9%+10.3 pp[59.9%, 77.1%]107
the previous period poked below the prior period's low but closed back above itTouches the previous period's low29.9% vs. 42.9%-13.0 pp[22.1%, 39.2%]107
the previous period's range was wideTouches the previous period's high50.0% vs. 58.9%-8.9 pp[41.7%, 58.3%]136
the previous period's range was wideTouches the previous period's low39.0% vs. 42.9%-3.9 pp[31.2%, 47.4%]136
the previous period's range was middle (average)Touches the previous period's high64.1% vs. 58.9%+5.2 pp[57.0%, 70.7%]184
the previous period's range was middle (average)Touches the previous period's low38.0% vs. 42.9%-4.8 pp[31.3%, 45.2%]184
the previous period's range was narrowTouches the previous period's high60.8% vs. 58.9%+1.9 pp[52.2%, 68.7%]130
the previous period's range was narrowTouches the previous period's low53.9% vs. 42.9%+11.0 pp[45.3%, 62.2%]130

RTY

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high47.9% vs. 53.6%-5.7 pp[41.2%, 54.6%]211 FIT-THIN
opened with a gap downTouches the previous period's low49.3% vs. 44.0%+5.3 pp[42.6%, 56.0%]211 FIT-THIN
opened with a gap upTouches the previous period's high57.9% vs. 53.6%+4.3 pp[51.4%, 64.1%]228 FIT-THIN
opened with a gap upTouches the previous period's low40.4% vs. 44.0%-3.6 pp[34.2%, 46.8%]228 FIT-THIN
the previous period closed above the prior period's highTouches the previous period's high74.4% vs. 53.6%+20.9 pp[66.4%, 81.1%]133 FIT-THIN
the previous period closed above the prior period's highTouches the previous period's low21.1% vs. 44.0%-22.9 pp[15.0%, 28.7%]133 FIT-THIN
the previous period never reached the prior period's highTouches the previous period's high46.7% vs. 53.6%-6.9 pp[40.0%, 53.4%]210 FIT-THIN
the previous period never reached the prior period's highTouches the previous period's low51.0% vs. 44.0%+7.0 pp[44.2%, 57.6%]210 FIT-THIN
the previous period poked above the prior period's high but closed back below itTouches the previous period's high41.1% vs. 53.6%-12.4 pp[32.3%, 50.6%]107 FIT-THIN
the previous period poked above the prior period's high but closed back below itTouches the previous period's low58.9% vs. 44.0%+14.9 pp[49.4%, 67.7%]107 FIT-THIN
the previous period closed below the prior period's lowTouches the previous period's high24.0% vs. 53.6%-29.5 pp[16.9%, 33.1%]104 FIT-THIN
the previous period closed below the prior period's lowTouches the previous period's low66.3% vs. 44.0%+22.4 pp[56.8%, 74.7%]104 FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's high60.6% vs. 53.6%+7.0 pp[54.4%, 66.4%]251 FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's low39.4% vs. 44.0%-4.6 pp[33.6%, 45.6%]251 FIT-THIN
the previous period poked below the prior period's low but closed back above itTouches the previous period's high67.4% vs. 53.6%+13.8 pp[57.4%, 76.0%]95 FIT-THIN
the previous period poked below the prior period's low but closed back above itTouches the previous period's low31.6% vs. 44.0%-12.4 pp[23.1%, 41.5%]95 FIT-THIN
the previous period's range was wideTouches the previous period's high46.0% vs. 53.6%-7.6 pp[37.0%, 55.2%]111 FIT-THIN
the previous period's range was wideTouches the previous period's low33.3% vs. 44.0%-10.7 pp[25.3%, 42.5%]111 FIT-THIN
the previous period's range was middle (average)Touches the previous period's high55.2% vs. 53.6%+1.6 pp[48.7%, 61.4%]232 FIT-THIN
the previous period's range was middle (average)Touches the previous period's low42.7% vs. 44.0%-1.3 pp[36.5%, 49.1%]232 FIT-THIN
the previous period's range was narrowTouches the previous period's high57.9% vs. 53.6%+4.4 pp[48.5%, 66.9%]107 FIT-THIN
the previous period's range was narrowTouches the previous period's low57.9% vs. 44.0%+13.9 pp[48.5%, 66.9%]107 FIT-THIN

GC

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high49.5% vs. 54.7%-5.2 pp[42.4%, 56.5%]188
opened with a gap downTouches the previous period's low45.2% vs. 40.2%+5.0 pp[38.3%, 52.4%]188
opened with a gap upTouches the previous period's high59.0% vs. 54.7%+4.3 pp[52.8%, 65.0%]244
opened with a gap upTouches the previous period's low34.4% vs. 40.2%-5.8 pp[28.8%, 40.6%]244
the previous period closed above the prior period's highTouches the previous period's high75.7% vs. 54.7%+21.1 pp[67.9%, 82.2%]136
the previous period closed above the prior period's highTouches the previous period's low17.6% vs. 40.2%-22.6 pp[12.2%, 24.9%]136
the previous period never reached the prior period's highTouches the previous period's high51.7% vs. 54.7%-3.0 pp[44.9%, 58.5%]205
the previous period never reached the prior period's highTouches the previous period's low45.4% vs. 40.2%+5.1 pp[38.7%, 52.2%]205
the previous period poked above the prior period's high but closed back below itTouches the previous period's high33.9% vs. 54.7%-20.7 pp[25.7%, 43.3%]109
the previous period poked above the prior period's high but closed back below itTouches the previous period's low58.7% vs. 40.2%+18.5 pp[49.3%, 67.5%]109
the previous period closed below the prior period's lowTouches the previous period's high22.1% vs. 54.7%-32.6 pp[14.6%, 31.9%]86
the previous period closed below the prior period's lowTouches the previous period's low64.0% vs. 40.2%+23.7 pp[53.4%, 73.3%]86
the previous period never reached the prior period's lowTouches the previous period's high61.0% vs. 54.7%+6.3 pp[55.0%, 66.6%]269
the previous period never reached the prior period's lowTouches the previous period's low38.7% vs. 40.2%-1.6 pp[33.0%, 44.6%]269
the previous period poked below the prior period's low but closed back above itTouches the previous period's high66.3% vs. 54.7%+11.7 pp[56.3%, 75.0%]95
the previous period poked below the prior period's low but closed back above itTouches the previous period's low23.2% vs. 40.2%-17.1 pp[15.8%, 32.6%]95
the previous period's range was wideTouches the previous period's high41.7% vs. 54.7%-12.9 pp[33.5%, 50.4%]127
the previous period's range was wideTouches the previous period's low35.4% vs. 40.2%-4.8 pp[27.6%, 44.1%]127
the previous period's range was middle (average)Touches the previous period's high58.7% vs. 54.7%+4.1 pp[52.2%, 65.0%]223
the previous period's range was middle (average)Touches the previous period's low39.0% vs. 40.2%-1.2 pp[32.9%, 45.5%]223
the previous period's range was narrowTouches the previous period's high62.0% vs. 54.7%+7.3 pp[52.2%, 70.9%]100
the previous period's range was narrowTouches the previous period's low49.0% vs. 40.2%+8.8 pp[39.4%, 58.6%]100

CL

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high47.9% vs. 56.1%-8.2 pp[41.0%, 54.9%]194
opened with a gap downTouches the previous period's low53.6% vs. 46.5%+7.1 pp[46.6%, 60.5%]194
opened with a gap upTouches the previous period's high63.1% vs. 56.1%+7.0 pp[56.8%, 68.9%]241
opened with a gap upTouches the previous period's low40.7% vs. 46.5%-5.9 pp[34.7%, 47.0%]241
the previous period closed above the prior period's highTouches the previous period's high77.5% vs. 56.1%+21.3 pp[69.9%, 83.6%]142
the previous period closed above the prior period's highTouches the previous period's low29.6% vs. 46.5%-17.0 pp[22.7%, 37.5%]142
the previous period never reached the prior period's highTouches the previous period's high50.8% vs. 56.1%-5.4 pp[43.8%, 57.7%]197
the previous period never reached the prior period's highTouches the previous period's low51.3% vs. 46.5%+4.7 pp[44.3%, 58.2%]197
the previous period poked above the prior period's high but closed back below itTouches the previous period's high38.2% vs. 56.1%-17.9 pp[29.6%, 47.5%]110
the previous period poked above the prior period's high but closed back below itTouches the previous period's low60.0% vs. 46.5%+13.4 pp[50.7%, 68.7%]110
the previous period closed below the prior period's lowTouches the previous period's high24.8% vs. 56.1%-31.4 pp[17.4%, 34.0%]101
the previous period closed below the prior period's lowTouches the previous period's low69.3% vs. 46.5%+22.8 pp[59.7%, 77.5%]101
the previous period never reached the prior period's lowTouches the previous period's high67.2% vs. 56.1%+11.1 pp[61.1%, 72.8%]241
the previous period never reached the prior period's lowTouches the previous period's low42.3% vs. 46.5%-4.2 pp[36.3%, 48.6%]241
the previous period poked below the prior period's low but closed back above itTouches the previous period's high60.8% vs. 56.1%+4.6 pp[51.3%, 69.5%]107
the previous period poked below the prior period's low but closed back above itTouches the previous period's low34.6% vs. 46.5%-12.0 pp[26.2%, 44.0%]107
the previous period's range was wideTouches the previous period's high44.1% vs. 56.1%-12.1 pp[35.4%, 53.1%]118
the previous period's range was wideTouches the previous period's low42.4% vs. 46.5%-4.2 pp[33.8%, 51.4%]118
the previous period's range was middle (average)Touches the previous period's high55.2% vs. 56.1%-0.9 pp[48.7%, 61.4%]232
the previous period's range was middle (average)Touches the previous period's low47.4% vs. 46.5%+0.9 pp[41.1%, 53.8%]232
the previous period's range was narrowTouches the previous period's high72.7% vs. 56.1%+16.6 pp[63.2%, 80.5%]99
the previous period's range was narrowTouches the previous period's low49.5% vs. 46.5%+3.0 pp[39.9%, 59.2%]99

Monthly

Each row is one calendar month, scored against the prior month's high/low. Small sample — per-symbol rows only, no aggregate headline.

Per market

ES

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high65.8% vs. 70.2%-4.3 pp[50.5%, 78.4%]41 THIN
opened with a gap downTouches the previous period's low36.6% vs. 32.7%+3.9 pp[23.6%, 51.9%]41 THIN
opened with a gap upTouches the previous period's high68.6% vs. 70.2%-1.6 pp[55.0%, 79.7%]51 THIN
opened with a gap upTouches the previous period's low31.4% vs. 32.7%-1.3 pp[20.3%, 45.0%]51 THIN
the previous period closed above the prior period's highTouches the previous period's high85.1% vs. 70.2%+14.9 pp[72.3%, 92.6%]47 THIN
the previous period closed above the prior period's highTouches the previous period's low23.4% vs. 32.7%-9.3 pp[13.6%, 37.2%]47 THIN
the previous period never reached the prior period's highTouches the previous period's high56.3% vs. 70.2%-13.9 pp[39.3%, 71.8%]32 THIN FIT-THIN
the previous period never reached the prior period's highTouches the previous period's low31.3% vs. 32.7%-1.4 pp[17.9%, 48.6%]32 THIN FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's high77.1% vs. 70.2%+7.0 pp[66.0%, 85.4%]70
the previous period never reached the prior period's lowTouches the previous period's low32.9% vs. 32.7%+0.2 pp[23.0%, 44.5%]70
the previous period's range was wideTouches the previous period's high54.0% vs. 70.2%-16.1 pp[38.4%, 69.0%]37 THIN FIT-THIN
the previous period's range was wideTouches the previous period's low32.4% vs. 32.7%-0.3 pp[19.6%, 48.5%]37 THIN FIT-THIN
the previous period's range was middle (average)Touches the previous period's high86.3% vs. 70.2%+16.1 pp[74.3%, 93.2%]51 THIN
the previous period's range was middle (average)Touches the previous period's low27.4% vs. 32.7%-5.2 pp[17.1%, 41.0%]51 THIN

NQ

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high69.8% vs. 66.3%+3.4 pp[54.9%, 81.4%]43 THIN
opened with a gap downTouches the previous period's low39.5% vs. 39.4%+0.1 pp[26.4%, 54.4%]43 THIN
opened with a gap upTouches the previous period's high61.4% vs. 66.3%-4.9 pp[48.4%, 72.9%]57 THIN
opened with a gap upTouches the previous period's low40.4% vs. 39.4%+0.9 pp[28.6%, 53.3%]57 THIN
the previous period closed above the prior period's highTouches the previous period's high86.0% vs. 66.3%+19.7 pp[72.7%, 93.4%]43 THIN
the previous period closed above the prior period's highTouches the previous period's low20.9% vs. 39.4%-18.5 pp[11.4%, 35.2%]43 THIN
the previous period never reached the prior period's highTouches the previous period's high55.9% vs. 66.3%-10.5 pp[39.5%, 71.1%]34 THIN FIT-THIN
the previous period never reached the prior period's highTouches the previous period's low44.1% vs. 39.4%+4.7 pp[28.9%, 60.5%]34 THIN FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's high74.6% vs. 66.3%+8.3 pp[62.7%, 83.7%]63
the previous period never reached the prior period's lowTouches the previous period's low36.5% vs. 39.4%-2.9 pp[25.7%, 48.9%]63
the previous period's range was wideTouches the previous period's high58.1% vs. 66.3%-8.2 pp[43.3%, 71.6%]43 THIN FIT-THIN
the previous period's range was wideTouches the previous period's low41.9% vs. 39.4%+2.4 pp[28.4%, 56.7%]43 THIN FIT-THIN
the previous period's range was middle (average)Touches the previous period's high79.1% vs. 66.3%+12.7 pp[64.8%, 88.6%]43 THIN
the previous period's range was middle (average)Touches the previous period's low30.2% vs. 39.4%-9.2 pp[18.6%, 45.1%]43 THIN

YM

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high66.0% vs. 68.3%-2.3 pp[52.1%, 77.6%]50 THIN
opened with a gap downTouches the previous period's low30.0% vs. 29.8%+0.2 pp[19.1%, 43.8%]50 THIN
opened with a gap upTouches the previous period's high71.4% vs. 68.3%+3.2 pp[57.6%, 82.2%]49 THIN
opened with a gap upTouches the previous period's low30.6% vs. 29.8%+0.8 pp[19.5%, 44.5%]49 THIN
the previous period closed above the prior period's highTouches the previous period's high82.5% vs. 68.3%+14.2 pp[68.0%, 91.3%]40 THIN
the previous period closed above the prior period's highTouches the previous period's low20.0% vs. 29.8%-9.8 pp[10.5%, 34.8%]40 THIN
the previous period never reached the prior period's highTouches the previous period's high63.6% vs. 68.3%-4.6 pp[46.6%, 77.8%]33 THIN FIT-THIN
the previous period never reached the prior period's highTouches the previous period's low30.3% vs. 29.8%+0.5 pp[17.4%, 47.3%]33 THIN FIT-THIN
the previous period poked above the prior period's high but closed back below itTouches the previous period's high54.8% vs. 68.3%-13.4 pp[37.8%, 70.8%]31 THIN FIT-THIN
the previous period poked above the prior period's high but closed back below itTouches the previous period's low41.9% vs. 29.8%+12.1 pp[26.4%, 59.2%]31 THIN FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's high72.6% vs. 68.3%+4.3 pp[61.4%, 81.5%]73
the previous period never reached the prior period's lowTouches the previous period's low31.5% vs. 29.8%+1.7 pp[22.0%, 42.9%]73
the previous period's range was wideTouches the previous period's high59.0% vs. 68.3%-9.3 pp[43.4%, 72.9%]39 THIN FIT-THIN
the previous period's range was wideTouches the previous period's low25.6% vs. 29.8%-4.2 pp[14.6%, 41.1%]39 THIN FIT-THIN
the previous period's range was middle (average)Touches the previous period's high77.8% vs. 68.3%+9.5 pp[63.7%, 87.5%]45 THIN
the previous period's range was middle (average)Touches the previous period's low28.9% vs. 29.8%-0.9 pp[17.7%, 43.4%]45 THIN

RTY

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high56.5% vs. 53.9%+2.7 pp[42.3%, 69.8%]46 THIN FIT-THIN
opened with a gap downTouches the previous period's low26.1% vs. 35.6%-9.5 pp[15.6%, 40.3%]46 THIN FIT-THIN
opened with a gap upTouches the previous period's high44.9% vs. 53.9%-8.9 pp[31.9%, 58.7%]49 THIN FIT-THIN
opened with a gap upTouches the previous period's low44.9% vs. 35.6%+9.3 pp[31.9%, 58.7%]49 THIN FIT-THIN
the previous period closed above the prior period's highTouches the previous period's high61.3% vs. 53.9%+7.4 pp[43.8%, 76.3%]31 THIN FIT-THIN
the previous period closed above the prior period's highTouches the previous period's low29.0% vs. 35.6%-6.5 pp[16.1%, 46.6%]31 THIN FIT-THIN
the previous period never reached the prior period's highTouches the previous period's high58.3% vs. 53.9%+4.5 pp[44.3%, 71.2%]48 THIN FIT-THIN
the previous period never reached the prior period's highTouches the previous period's low31.3% vs. 35.6%-4.3 pp[19.9%, 45.3%]48 THIN FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's high56.7% vs. 53.9%+2.9 pp[44.8%, 67.9%]67 FIT-THIN
the previous period never reached the prior period's lowTouches the previous period's low35.8% vs. 35.6%+0.2 pp[25.4%, 47.8%]67 FIT-THIN
the previous period's range was middle (average)Touches the previous period's high60.4% vs. 53.9%+6.5 pp[46.9%, 72.4%]53 THIN FIT-THIN
the previous period's range was middle (average)Touches the previous period's low32.1% vs. 35.6%-3.5 pp[21.1%, 45.5%]53 THIN FIT-THIN

GC

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high50.0% vs. 58.6%-8.7 pp[35.5%, 64.5%]42 THIN
opened with a gap downTouches the previous period's low45.2% vs. 34.6%+10.6 pp[31.2%, 60.0%]42 THIN
opened with a gap upTouches the previous period's high63.8% vs. 58.6%+5.1 pp[50.9%, 75.0%]58 THIN
opened with a gap upTouches the previous period's low29.3% vs. 34.6%-5.3 pp[19.2%, 42.0%]58 THIN
the previous period closed above the prior period's highTouches the previous period's high79.0% vs. 58.6%+20.3 pp[63.6%, 88.9%]38 THIN FIT-THIN
the previous period closed above the prior period's highTouches the previous period's low13.2% vs. 34.6%-21.5 pp[5.8%, 27.3%]38 THIN FIT-THIN
the previous period never reached the prior period's highTouches the previous period's high55.8% vs. 58.6%-2.8 pp[41.1%, 69.6%]43 THIN
the previous period never reached the prior period's highTouches the previous period's low51.2% vs. 34.6%+16.6 pp[36.8%, 65.4%]43 THIN
the previous period never reached the prior period's lowTouches the previous period's high65.7% vs. 58.6%+7.0 pp[53.7%, 75.9%]67
the previous period never reached the prior period's lowTouches the previous period's low31.3% vs. 34.6%-3.3 pp[21.5%, 43.2%]67
the previous period's range was wideTouches the previous period's high61.1% vs. 58.6%+2.5 pp[44.9%, 75.2%]36 THIN FIT-THIN
the previous period's range was wideTouches the previous period's low19.4% vs. 34.6%-15.2 pp[9.8%, 35.0%]36 THIN FIT-THIN
the previous period's range was middle (average)Touches the previous period's high50.0% vs. 58.6%-8.7 pp[36.9%, 63.1%]52 THIN
the previous period's range was middle (average)Touches the previous period's low46.1% vs. 34.6%+11.5 pp[33.3%, 59.5%]52 THIN

CL

if the previous period…then…rate vs. basedelta95% CIn (held)
opened with a gap downTouches the previous period's high51.4% vs. 54.8%-3.5 pp[35.9%, 66.5%]37 THIN
opened with a gap downTouches the previous period's low48.6% vs. 45.2%+3.5 pp[33.5%, 64.1%]37 THIN
opened with a gap upTouches the previous period's high52.5% vs. 54.8%-2.3 pp[40.0%, 64.7%]59 THIN
opened with a gap upTouches the previous period's low45.8% vs. 45.2%+0.6 pp[33.7%, 58.3%]59 THIN
the previous period closed above the prior period's highTouches the previous period's high80.0% vs. 54.8%+25.2 pp[64.1%, 90.0%]35 THIN FIT-THIN
the previous period closed above the prior period's highTouches the previous period's low25.7% vs. 45.2%-19.5 pp[14.2%, 42.1%]35 THIN FIT-THIN
the previous period never reached the prior period's highTouches the previous period's high47.8% vs. 54.8%-7.0 pp[34.1%, 61.9%]46 THIN
the previous period never reached the prior period's highTouches the previous period's low50.0% vs. 45.2%+4.8 pp[36.1%, 63.9%]46 THIN
the previous period never reached the prior period's lowTouches the previous period's high61.4% vs. 54.8%+6.6 pp[48.4%, 72.9%]57 THIN
the previous period never reached the prior period's lowTouches the previous period's low42.1% vs. 45.2%-3.1 pp[30.2%, 55.0%]57 THIN
the previous period's range was wideTouches the previous period's high48.6% vs. 54.8%-6.2 pp[33.0%, 64.4%]35 THIN FIT-THIN
the previous period's range was wideTouches the previous period's low40.0% vs. 45.2%-5.2 pp[25.6%, 56.4%]35 THIN FIT-THIN
the previous period's range was middle (average)Touches the previous period's high61.2% vs. 54.8%+6.4 pp[47.3%, 73.6%]49 THIN
the previous period's range was middle (average)Touches the previous period's low44.9% vs. 45.2%-0.3 pp[31.9%, 58.7%]49 THIN