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
| DAILY | PDH | 7,838.5 | 78.8% (+22.0 pp vs base 56.8%, n=685) |
| PDL | 7,764.25 | 39.8% (-4.6 pp vs base 44.5%, n=1,218) | |
| WEEKLY | PWH | 7,820.25 | 83.3% (+19.8 pp vs base 63.6%, n=174) |
| PWL | 7,542.75 | 35.3% (-4.0 pp vs base 39.3%, n=272) | |
| MONTHLY | PMH | 7,632 | 56.3% (-13.9 pp vs base 70.2%, n=32) THIN FIT-THIN |
| PML | 7,324 | 32.9% (+0.2 pp vs base 32.7%, n=70) |
NQ
| DAILY | PDH | 30,272.75 | 80.5% (+23.9 pp vs base 56.6%, n=698) |
| PDL | 29,780.5 | 40.4% (-3.9 pp vs base 44.3%, n=1,208) | |
| WEEKLY | PWH | 30,074 | 82.1% (+20.5 pp vs base 61.6%, n=173) |
| PWL | 28,313.5 | 35.5% (-4.8 pp vs base 40.2%, n=268) | |
| MONTHLY | PMH | 30,320 | 55.9% (-10.5 pp vs base 66.3%, n=34) THIN FIT-THIN |
| PML | 27,202 | not enough verified data for this state |
YM
| DAILY | PDH | 54,149 | 47.6% (-5.4 pp vs base 53.1%, n=1,020) |
| PDL | 53,715 | 36.6% (-9.8 pp vs base 46.3%, n=533) | |
| WEEKLY | PWH | 54,884 | 80.4% (+21.5 pp vs base 58.9%, n=148) |
| PWL | 52,777 | 40.5% (-2.4 pp vs base 42.9%, n=257) | |
| MONTHLY | PMH | 53,656 | 54.8% (-13.4 pp vs base 68.3%, n=31) THIN FIT-THIN |
| PML | 51,630 | 31.5% (+1.7 pp vs base 29.8%, n=73) |
RTY
| DAILY | PDH | 3,076.3 | 37.6% (-14.7 pp vs base 52.3%, n=548) FIT-THIN |
| PDL | 3,052.5 | 43.4% (-4.5 pp vs base 47.9%, n=1,145) | |
| WEEKLY | PWH | 3,058.3 | 74.4% (+20.9 pp vs base 53.6%, n=133) FIT-THIN |
| PWL | 2,948.4 | 39.4% (-4.6 pp vs base 44.0%, n=251) FIT-THIN | |
| MONTHLY | PMH | 3,062.4 | 58.3% (+4.5 pp vs base 53.9%, n=48) THIN FIT-THIN |
| PML | 2,902.3 | 35.8% (+0.2 pp vs base 35.6%, n=67) FIT-THIN |
GC
| DAILY | PDH | 4,509.1 | 35.6% (-16.2 pp vs base 51.8%, n=545) |
| PDL | 4,400 | 64.1% (+19.6 pp vs base 44.5%, n=462) | |
| WEEKLY | PWH | 4,432.3 | 75.7% (+21.1 pp vs base 54.7%, n=136) |
| PWL | 4,074 | 38.7% (-1.6 pp vs base 40.2%, n=269) | |
| MONTHLY | PMH | 4,215.5 | 55.8% (-2.8 pp vs base 58.6%, n=43) THIN |
| PML | 3,963 | 31.3% (-3.3 pp vs base 34.6%, n=67) |
CL
| DAILY | PDH | 83.3 | 46.9% (-6.3 pp vs base 53.2%, n=997) |
| PDL | 80.09 | 68.3% (+22.5 pp vs base 45.9%, n=474) | |
| WEEKLY | PWH | 82.33 | 50.8% (-5.4 pp vs base 56.1%, n=197) |
| PWL | 74.24 | 69.3% (+22.8 pp vs base 46.5%, n=101) | |
| MONTHLY | PMH | 93.5 | 47.8% (-7.0 pp vs base 54.8%, n=46) THIN |
| PML | 67.04 | not 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. base | delta | n (summed) | markets |
|---|---|---|---|---|
| the previous period closed above the prior period's high | 77.0% vs. 54.0% | +23.0 pp | 3,785 | 6/6 |
| the previous period never reached the prior period's high | 48.2% vs. 54.0% | -5.8 pp | 6,014 | 6/6 |
| the previous period poked above the prior period's high but closed back below it | 37.6% vs. 54.0% | -16.3 pp | 3,218 | 6/6 |
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. base | delta | n (summed) | markets |
|---|---|---|---|---|
| the previous period closed below the prior period's low | 68.1% vs. 45.5% | +22.6 pp | 2,814 | 6/6 |
| the previous period never reached the prior period's low | 41.2% vs. 45.5% | -4.3 pp | 7,102 | 6/6 |
| the previous period poked below the prior period's low but closed back above it | 34.9% vs. 45.5% | -10.7 pp | 3,101 | 6/6 |
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. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| no meaningful gap at the open | Touches the previous period's high | 64.1% vs. 56.8% | +7.3 pp | [57.5%, 70.1%] | 217 |
| no meaningful gap at the open | Touches the previous period's low | 40.1% vs. 44.5% | -4.4 pp | [33.8%, 46.7%] | 217 |
| opened with a gap down | Touches the previous period's high | 52.0% vs. 56.8% | -4.8 pp | [48.8%, 55.1%] | 949 |
| opened with a gap down | Touches the previous period's low | 49.7% vs. 44.5% | +5.3 pp | [46.6%, 52.9%] | 949 |
| opened with a gap up | Touches the previous period's high | 59.8% vs. 56.8% | +3.0 pp | [56.7%, 62.7%] | 1,014 |
| opened with a gap up | Touches the previous period's low | 40.4% vs. 44.5% | -4.0 pp | [37.5%, 43.5%] | 1,014 |
| the previous period closed above the prior period's high | Touches the previous period's high | 78.8% vs. 56.8% | +22.0 pp | [75.6%, 81.7%] | 685 |
| the previous period closed above the prior period's high | Touches the previous period's low | 20.9% vs. 44.5% | -23.6 pp | [18.0%, 24.1%] | 685 |
| the previous period never reached the prior period's high | Touches the previous period's high | 50.0% vs. 56.8% | -6.8 pp | [46.8%, 53.1%] | 953 |
| the previous period never reached the prior period's high | Touches the previous period's low | 53.7% 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 it | Touches the previous period's high | 41.0% 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 it | Touches the previous period's low | 57.9% vs. 44.5% | +13.5 pp | [53.7%, 62.0%] | 542 |
| the previous period closed below the prior period's low | Touches the previous period's high | 23.1% vs. 56.8% | -33.7 pp | [19.4%, 27.2%] | 450 |
| the previous period closed below the prior period's low | Touches the previous period's low | 68.0% vs. 44.5% | +23.6 pp | [63.5%, 72.1%] | 450 |
| the previous period never reached the prior period's low | Touches the previous period's high | 66.3% vs. 56.8% | +9.6 pp | [63.6%, 68.9%] | 1,218 |
| the previous period never reached the prior period's low | Touches the previous period's low | 39.8% 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 it | Touches the previous period's high | 63.7% 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 it | Touches the previous period's low | 34.8% vs. 44.5% | -9.7 pp | [30.8%, 39.0%] | 512 |
| the previous period's range was wide | Touches the previous period's high | 43.9% vs. 56.8% | -12.9 pp | [39.9%, 47.9%] | 595 |
| the previous period's range was wide | Touches the previous period's low | 41.9% vs. 44.5% | -2.6 pp | [38.0%, 45.9%] | 595 |
| the previous period's range was middle (average) | Touches the previous period's high | 59.6% vs. 56.8% | +2.8 pp | [56.5%, 62.6%] | 970 |
| the previous period's range was middle (average) | Touches the previous period's low | 40.3% vs. 44.5% | -4.1 pp | [37.3%, 43.4%] | 970 |
| the previous period's range was narrow | Touches the previous period's high | 64.9% vs. 56.8% | +8.1 pp | [61.0%, 68.5%] | 615 |
| the previous period's range was narrow | Touches the previous period's low | 53.5% vs. 44.5% | +9.1 pp | [49.5%, 57.4%] | 615 |
NQ
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| no meaningful gap at the open | Touches the previous period's high | 55.1% vs. 56.6% | -1.5 pp | [45.3%, 64.6%] | 98 |
| no meaningful gap at the open | Touches the previous period's low | 45.9% vs. 44.3% | +1.6 pp | [36.4%, 55.8%] | 98 |
| opened with a gap down | Touches the previous period's high | 53.8% vs. 56.6% | -2.8 pp | [50.7%, 56.9%] | 968 |
| opened with a gap down | Touches the previous period's low | 51.0% vs. 44.3% | +6.7 pp | [47.9%, 54.2%] | 968 |
| opened with a gap up | Touches the previous period's high | 59.2% vs. 56.6% | +2.6 pp | [56.3%, 62.1%] | 1,101 |
| opened with a gap up | Touches the previous period's low | 38.2% vs. 44.3% | -6.1 pp | [35.4%, 41.1%] | 1,101 |
| the previous period closed above the prior period's high | Touches the previous period's high | 80.5% vs. 56.6% | +23.9 pp | [77.4%, 83.3%] | 698 |
| the previous period closed above the prior period's high | Touches the previous period's low | 20.8% vs. 44.3% | -23.5 pp | [17.9%, 23.9%] | 698 |
| the previous period never reached the prior period's high | Touches the previous period's high | 50.1% vs. 56.6% | -6.5 pp | [46.9%, 53.3%] | 940 |
| the previous period never reached the prior period's high | Touches the previous period's low | 52.8% 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 it | Touches the previous period's high | 36.7% 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 it | Touches the previous period's low | 60.3% vs. 44.3% | +16.0 pp | [56.1%, 64.4%] | 529 |
| the previous period closed below the prior period's low | Touches the previous period's high | 22.0% vs. 56.6% | -34.6 pp | [18.4%, 26.1%] | 446 |
| the previous period closed below the prior period's low | Touches the previous period's low | 65.5% vs. 44.3% | +21.2 pp | [60.9%, 69.7%] | 446 |
| the previous period never reached the prior period's low | Touches the previous period's high | 66.4% vs. 56.6% | +9.8 pp | [63.7%, 69.0%] | 1,208 |
| the previous period never reached the prior period's low | Touches the previous period's low | 40.4% 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 it | Touches the previous period's high | 63.7% 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 it | Touches the previous period's low | 35.1% vs. 44.3% | -9.2 pp | [31.1%, 39.3%] | 513 |
| the previous period's range was wide | Touches the previous period's high | 44.6% vs. 56.6% | -12.0 pp | [40.5%, 48.7%] | 565 |
| the previous period's range was wide | Touches the previous period's low | 41.4% vs. 44.3% | -2.9 pp | [37.4%, 45.5%] | 565 |
| the previous period's range was middle (average) | Touches the previous period's high | 58.9% 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 low | 40.9% vs. 44.3% | -3.4 pp | [38.0%, 43.9%] | 1,063 |
| the previous period's range was narrow | Touches the previous period's high | 64.8% vs. 56.6% | +8.1 pp | [60.6%, 68.7%] | 539 |
| the previous period's range was narrow | Touches the previous period's low | 54.0% vs. 44.3% | +9.7 pp | [49.8%, 58.1%] | 539 |
YM
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| no meaningful gap at the open | Touches the previous period's high | 56.9% vs. 53.1% | +3.9 pp | [48.8%, 64.8%] | 144 |
| no meaningful gap at the open | Touches the previous period's low | 49.3% vs. 46.3% | +3.0 pp | [41.3%, 57.4%] | 144 |
| opened with a gap down | Touches the previous period's high | 49.9% vs. 53.1% | -3.2 pp | [46.7%, 53.0%] | 979 |
| opened with a gap down | Touches the previous period's low | 49.9% vs. 46.3% | +3.5 pp | [46.7%, 53.0%] | 979 |
| opened with a gap up | Touches the previous period's high | 55.5% vs. 53.1% | +2.5 pp | [52.5%, 58.5%] | 1,048 |
| opened with a gap up | Touches the previous period's low | 42.6% vs. 46.3% | -3.7 pp | [39.7%, 45.7%] | 1,048 |
| the previous period closed above the prior period's high | Touches the previous period's high | 76.6% vs. 53.1% | +23.5 pp | [73.1%, 79.7%] | 636 |
| the previous period closed above the prior period's high | Touches the previous period's low | 21.5% vs. 46.3% | -24.8 pp | [18.5%, 24.9%] | 636 |
| the previous period never reached the prior period's high | Touches the previous period's high | 47.6% vs. 53.1% | -5.4 pp | [44.6%, 50.7%] | 1,020 |
| the previous period never reached the prior period's high | Touches the previous period's low | 55.2% 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 it | Touches the previous period's high | 34.8% 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 it | Touches the previous period's low | 59.4% vs. 46.3% | +13.1 pp | [55.1%, 63.6%] | 515 |
| the previous period closed below the prior period's low | Touches the previous period's high | 18.1% vs. 53.1% | -34.9 pp | [14.9%, 21.9%] | 474 |
| the previous period closed below the prior period's low | Touches the previous period's low | 70.9% vs. 46.3% | +24.6 pp | [66.6%, 74.8%] | 474 |
| the previous period never reached the prior period's low | Touches the previous period's high | 62.5% vs. 53.1% | +9.4 pp | [59.6%, 65.2%] | 1,164 |
| the previous period never reached the prior period's low | Touches the previous period's low | 40.8% 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 it | Touches the previous period's high | 63.6% 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 it | Touches the previous period's low | 36.6% vs. 46.3% | -9.8 pp | [32.6%, 40.8%] | 533 |
| the previous period's range was wide | Touches the previous period's high | 40.9% vs. 53.1% | -12.2 pp | [36.9%, 45.0%] | 567 |
| the previous period's range was wide | Touches the previous period's low | 41.1% vs. 46.3% | -5.2 pp | [37.1%, 45.2%] | 567 |
| the previous period's range was middle (average) | Touches the previous period's high | 54.1% 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 low | 44.0% vs. 46.3% | -2.3 pp | [41.0%, 47.0%] | 1,045 |
| the previous period's range was narrow | Touches the previous period's high | 63.5% vs. 53.1% | +10.4 pp | [59.4%, 67.4%] | 559 |
| the previous period's range was narrow | Touches the previous period's low | 56.0% vs. 46.3% | +9.7 pp | [51.9%, 60.0%] | 559 |
RTY
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| no meaningful gap at the open | Touches the previous period's high | 54.6% vs. 52.3% | +2.3 pp | [47.2%, 61.8%] | 174 FIT-THIN |
| no meaningful gap at the open | Touches the previous period's low | 46.5% vs. 47.9% | -1.3 pp | [39.3%, 54.0%] | 174 FIT-THIN |
| opened with a gap down | Touches the previous period's high | 47.2% vs. 52.3% | -5.0 pp | [44.2%, 50.3%] | 1,029 |
| opened with a gap down | Touches the previous period's low | 53.1% vs. 47.9% | +5.2 pp | [50.0%, 56.1%] | 1,029 |
| opened with a gap up | Touches the previous period's high | 57.1% vs. 52.3% | +4.8 pp | [54.0%, 60.2%] | 989 |
| opened with a gap up | Touches the previous period's low | 42.7% vs. 47.9% | -5.2 pp | [39.6%, 45.8%] | 989 |
| the previous period closed above the prior period's high | Touches the previous period's high | 74.2% vs. 52.3% | +22.0 pp | [70.6%, 77.6%] | 594 |
| the previous period closed above the prior period's high | Touches the previous period's low | 23.7% vs. 47.9% | -24.1 pp | [20.5%, 27.3%] | 594 |
| the previous period never reached the prior period's high | Touches the previous period's high | 47.5% vs. 52.3% | -4.8 pp | [44.5%, 50.5%] | 1,050 |
| the previous period never reached the prior period's high | Touches the previous period's low | 56.3% 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 it | Touches the previous period's high | 37.6% 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 it | Touches the previous period's low | 57.9% vs. 47.9% | +10.0 pp | [53.7%, 61.9%] | 548 FIT-THIN |
| the previous period closed below the prior period's low | Touches the previous period's high | 22.2% vs. 52.3% | -30.0 pp | [18.8%, 26.1%] | 508 FIT-THIN |
| the previous period closed below the prior period's low | Touches the previous period's low | 72.0% vs. 47.9% | +24.2 pp | [68.0%, 75.8%] | 508 FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 61.2% vs. 52.3% | +8.9 pp | [58.4%, 64.0%] | 1,145 |
| the previous period never reached the prior period's low | Touches the previous period's low | 43.4% 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 it | Touches the previous period's high | 61.6% 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 it | Touches the previous period's low | 34.5% vs. 47.9% | -13.3 pp | [30.6%, 38.6%] | 539 |
| the previous period's range was wide | Touches the previous period's high | 40.0% vs. 52.3% | -12.2 pp | [35.9%, 44.3%] | 522 FIT-THIN |
| the previous period's range was wide | Touches the previous period's low | 43.9% 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 high | 53.3% 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 low | 44.8% vs. 47.9% | -3.1 pp | [41.9%, 47.6%] | 1,144 |
| the previous period's range was narrow | Touches the previous period's high | 62.2% vs. 52.3% | +9.9 pp | [58.0%, 66.2%] | 526 FIT-THIN |
| the previous period's range was narrow | Touches the previous period's low | 58.6% vs. 47.9% | +10.7 pp | [54.3%, 62.7%] | 526 FIT-THIN |
GC
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| no meaningful gap at the open | Touches the previous period's high | 53.8% vs. 51.8% | +2.0 pp | [47.3%, 60.2%] | 225 |
| no meaningful gap at the open | Touches the previous period's low | 48.9% vs. 44.5% | +4.4 pp | [42.4%, 55.4%] | 225 |
| opened with a gap down | Touches the previous period's high | 50.7% vs. 51.8% | -1.1 pp | [47.3%, 54.1%] | 816 |
| opened with a gap down | Touches the previous period's low | 45.8% vs. 44.5% | +1.4 pp | [42.4%, 49.3%] | 816 |
| opened with a gap up | Touches the previous period's high | 52.2% vs. 51.8% | +0.4 pp | [49.3%, 55.1%] | 1,138 |
| opened with a gap up | Touches the previous period's low | 42.6% vs. 44.5% | -1.9 pp | [39.8%, 45.5%] | 1,138 |
| the previous period closed above the prior period's high | Touches the previous period's high | 76.0% vs. 51.8% | +24.2 pp | [72.4%, 79.3%] | 580 |
| the previous period closed above the prior period's high | Touches the previous period's low | 19.3% vs. 44.5% | -25.2 pp | [16.3%, 22.7%] | 580 |
| the previous period never reached the prior period's high | Touches the previous period's high | 46.9% vs. 51.8% | -4.9 pp | [43.9%, 49.9%] | 1,054 |
| the previous period never reached the prior period's high | Touches the previous period's low | 52.8% 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 it | Touches the previous period's high | 35.6% 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 it | Touches the previous period's low | 55.2% vs. 44.5% | +10.8 pp | [51.0%, 59.4%] | 545 |
| the previous period closed below the prior period's low | Touches the previous period's high | 21.0% vs. 51.8% | -30.8 pp | [17.5%, 24.9%] | 462 |
| the previous period closed below the prior period's low | Touches the previous period's low | 64.1% vs. 44.5% | +19.6 pp | [59.6%, 68.3%] | 462 |
| the previous period never reached the prior period's low | Touches the previous period's high | 60.2% vs. 51.8% | +8.3 pp | [57.4%, 62.9%] | 1,210 |
| the previous period never reached the prior period's low | Touches the previous period's low | 41.3% 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 it | Touches the previous period's high | 60.0% 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 it | Touches the previous period's low | 34.1% vs. 44.5% | -10.3 pp | [30.1%, 38.4%] | 507 |
| the previous period's range was wide | Touches the previous period's high | 42.7% vs. 51.8% | -9.1 pp | [38.6%, 46.8%] | 560 |
| the previous period's range was wide | Touches the previous period's low | 32.9% vs. 44.5% | -11.6 pp | [29.1%, 36.9%] | 560 |
| the previous period's range was middle (average) | Touches the previous period's high | 52.5% 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 low | 43.0% vs. 44.5% | -1.5 pp | [40.1%, 45.9%] | 1,123 |
| the previous period's range was narrow | Touches the previous period's high | 60.7% vs. 51.8% | +8.9 pp | [56.3%, 64.9%] | 496 |
| the previous period's range was narrow | Touches the previous period's low | 60.9% vs. 44.5% | +16.4 pp | [56.5%, 65.1%] | 496 |
CL
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| no meaningful gap at the open | Touches the previous period's high | 55.4% vs. 53.2% | +2.1 pp | [48.7%, 61.8%] | 215 |
| no meaningful gap at the open | Touches the previous period's low | 45.6% vs. 45.9% | -0.3 pp | [39.1%, 52.3%] | 215 |
| opened with a gap down | Touches the previous period's high | 51.3% vs. 53.2% | -1.9 pp | [47.8%, 54.8%] | 783 |
| opened with a gap down | Touches the previous period's low | 49.7% vs. 45.9% | +3.8 pp | [46.2%, 53.2%] | 783 |
| opened with a gap up | Touches the previous period's high | 54.2% vs. 53.2% | +0.9 pp | [51.2%, 57.0%] | 1,130 |
| opened with a gap up | Touches the previous period's low | 43.3% vs. 45.9% | -2.6 pp | [40.4%, 46.2%] | 1,130 |
| the previous period closed above the prior period's high | Touches the previous period's high | 75.7% vs. 53.2% | +22.4 pp | [72.1%, 79.0%] | 592 |
| the previous period closed above the prior period's high | Touches the previous period's low | 19.4% vs. 45.9% | -26.4 pp | [16.4%, 22.8%] | 592 |
| the previous period never reached the prior period's high | Touches the previous period's high | 46.9% vs. 53.2% | -6.3 pp | [43.9%, 50.0%] | 997 |
| the previous period never reached the prior period's high | Touches the previous period's low | 53.2% 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 it | Touches the previous period's high | 40.3% 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 it | Touches the previous period's low | 61.4% vs. 45.9% | +15.6 pp | [57.2%, 65.4%] | 539 |
| the previous period closed below the prior period's low | Touches the previous period's high | 21.5% vs. 53.2% | -31.7 pp | [18.1%, 25.4%] | 474 |
| the previous period closed below the prior period's low | Touches the previous period's low | 68.3% vs. 45.9% | +22.5 pp | [64.0%, 72.4%] | 474 |
| the previous period never reached the prior period's low | Touches the previous period's high | 62.1% vs. 53.2% | +8.9 pp | [59.3%, 64.9%] | 1,157 |
| the previous period never reached the prior period's low | Touches the previous period's low | 41.7% 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 it | Touches the previous period's high | 62.8% 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 it | Touches the previous period's low | 34.2% vs. 45.9% | -11.7 pp | [30.2%, 38.5%] | 497 |
| the previous period's range was wide | Touches the previous period's high | 40.0% vs. 53.2% | -13.2 pp | [35.8%, 44.4%] | 492 |
| the previous period's range was wide | Touches the previous period's low | 39.4% vs. 45.9% | -6.4 pp | [35.2%, 43.8%] | 492 |
| the previous period's range was middle (average) | Touches the previous period's high | 54.8% 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 low | 44.0% vs. 45.9% | -1.9 pp | [41.2%, 46.8%] | 1,182 |
| the previous period's range was narrow | Touches the previous period's high | 63.4% vs. 53.2% | +10.2 pp | [58.9%, 67.7%] | 454 |
| the previous period's range was narrow | Touches the previous period's low | 57.7% 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. base | delta | n (summed) | markets |
|---|---|---|---|---|
| the previous period closed above the prior period's high | 78.9% vs. 58.1% | +20.8 pp | 906 | 6/6 |
| the previous period never reached the prior period's high | 51.6% vs. 58.1% | -6.5 pp | 1,135 | 6/6 |
| the previous period poked above the prior period's high but closed back below it | 40.4% vs. 58.1% | -17.6 pp | 658 | 6/6 |
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. base | delta | n (summed) | markets |
|---|---|---|---|---|
| the previous period closed below the prior period's low | 66.4% vs. 42.2% | +24.2 pp | 546 | 6/6 |
| the previous period never reached the prior period's low | 38.6% vs. 42.2% | -3.6 pp | 1,558 | 6/6 |
| the previous period poked below the prior period's low but closed back above it | 29.5% vs. 42.2% | -12.7 pp | 595 | 6/6 |
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. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 56.5% vs. 63.6% | -7.0 pp | [49.5%, 63.4%] | 191 |
| opened with a gap down | Touches the previous period's low | 44.0% vs. 39.3% | +4.7 pp | [37.1%, 51.1%] | 191 |
| opened with a gap up | Touches the previous period's high | 68.7% vs. 63.6% | +5.2 pp | [62.6%, 74.2%] | 243 |
| opened with a gap up | Touches the previous period's low | 35.0% vs. 39.3% | -4.3 pp | [29.3%, 41.2%] | 243 |
| the previous period closed above the prior period's high | Touches the previous period's high | 83.3% vs. 63.6% | +19.8 pp | [77.1%, 88.1%] | 174 |
| the previous period closed above the prior period's high | Touches the previous period's low | 21.8% vs. 39.3% | -17.5 pp | [16.3%, 28.6%] | 174 |
| the previous period never reached the prior period's high | Touches the previous period's high | 56.1% vs. 63.6% | -7.5 pp | [48.5%, 63.5%] | 164 |
| the previous period never reached the prior period's high | Touches the previous period's low | 47.6% 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 it | Touches the previous period's high | 43.8% 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 it | Touches the previous period's low | 54.5% vs. 39.3% | +15.1 pp | [45.3%, 63.4%] | 112 |
| the previous period closed below the prior period's low | Touches the previous period's high | 27.4% vs. 63.6% | -36.2 pp | [19.0%, 37.8%] | 84 |
| the previous period closed below the prior period's low | Touches the previous period's low | 67.9% vs. 39.3% | +28.5 pp | [57.3%, 76.9%] | 84 |
| the previous period never reached the prior period's low | Touches the previous period's high | 71.7% vs. 63.6% | +8.1 pp | [66.1%, 76.7%] | 272 |
| the previous period never reached the prior period's low | Touches the previous period's low | 35.3% 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 it | Touches the previous period's high | 72.3% 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 it | Touches the previous period's low | 25.5% vs. 39.3% | -13.8 pp | [17.8%, 35.2%] | 94 |
| the previous period's range was wide | Touches the previous period's high | 50.0% vs. 63.6% | -13.6 pp | [41.7%, 58.3%] | 136 |
| the previous period's range was wide | Touches the previous period's low | 37.5% vs. 39.3% | -1.8 pp | [29.8%, 45.9%] | 136 |
| the previous period's range was middle (average) | Touches the previous period's high | 64.9% vs. 63.6% | +1.3 pp | [58.1%, 71.1%] | 205 |
| the previous period's range was middle (average) | Touches the previous period's low | 39.0% vs. 39.3% | -0.3 pp | [32.6%, 45.9%] | 205 |
| the previous period's range was narrow | Touches the previous period's high | 78.0% vs. 63.6% | +14.4 pp | [69.3%, 84.7%] | 109 |
| the previous period's range was narrow | Touches the previous period's low | 42.2% vs. 39.3% | +2.9 pp | [33.4%, 51.6%] | 109 |
NQ
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 54.5% vs. 61.6% | -7.0 pp | [47.4%, 61.5%] | 187 |
| opened with a gap down | Touches the previous period's low | 44.9% vs. 40.2% | +4.7 pp | [38.0%, 52.1%] | 187 |
| opened with a gap up | Touches the previous period's high | 66.1% vs. 61.6% | +4.6 pp | [60.1%, 71.7%] | 251 |
| opened with a gap up | Touches the previous period's low | 37.0% vs. 40.2% | -3.2 pp | [31.3%, 43.2%] | 251 |
| the previous period closed above the prior period's high | Touches the previous period's high | 82.1% vs. 61.6% | +20.5 pp | [75.7%, 87.1%] | 173 |
| the previous period closed above the prior period's high | Touches the previous period's low | 20.8% vs. 40.2% | -19.4 pp | [15.4%, 27.5%] | 173 |
| the previous period never reached the prior period's high | Touches the previous period's high | 51.7% vs. 61.6% | -9.8 pp | [44.3%, 59.0%] | 174 |
| the previous period never reached the prior period's high | Touches the previous period's low | 47.7% 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 it | Touches the previous period's high | 43.7% 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 it | Touches the previous period's low | 60.2% vs. 40.2% | +20.0 pp | [50.5%, 69.1%] | 103 |
| the previous period closed below the prior period's low | Touches the previous period's high | 22.4% vs. 61.6% | -39.2 pp | [14.8%, 32.3%] | 85 |
| the previous period closed below the prior period's low | Touches the previous period's low | 64.7% vs. 40.2% | +24.5 pp | [54.1%, 74.0%] | 85 |
| the previous period never reached the prior period's low | Touches the previous period's high | 69.4% vs. 61.6% | +7.8 pp | [63.6%, 74.6%] | 268 |
| the previous period never reached the prior period's low | Touches the previous period's low | 35.5% 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 it | Touches the previous period's high | 74.2% 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 it | Touches the previous period's low | 32.0% vs. 40.2% | -8.3 pp | [23.5%, 41.8%] | 97 |
| the previous period's range was wide | Touches the previous period's high | 51.9% vs. 61.6% | -9.7 pp | [43.5%, 60.1%] | 135 |
| the previous period's range was wide | Touches the previous period's low | 36.3% vs. 40.2% | -3.9 pp | [28.7%, 44.7%] | 135 |
| the previous period's range was middle (average) | Touches the previous period's high | 62.2% vs. 61.6% | +0.6 pp | [55.6%, 68.3%] | 222 |
| the previous period's range was middle (average) | Touches the previous period's low | 40.5% vs. 40.2% | +0.3 pp | [34.3%, 47.1%] | 222 |
| the previous period's range was narrow | Touches the previous period's high | 74.2% vs. 61.6% | +12.6 pp | [64.5%, 82.0%] | 93 |
| the previous period's range was narrow | Touches the previous period's low | 45.2% vs. 40.2% | +4.9 pp | [35.4%, 55.3%] | 93 |
YM
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 51.8% vs. 58.9% | -7.1 pp | [44.8%, 58.8%] | 191 |
| opened with a gap down | Touches the previous period's low | 48.2% vs. 42.9% | +5.3 pp | [41.2%, 55.2%] | 191 |
| opened with a gap up | Touches the previous period's high | 64.8% vs. 58.9% | +5.9 pp | [58.6%, 70.5%] | 247 |
| opened with a gap up | Touches the previous period's low | 38.5% vs. 42.9% | -4.4 pp | [32.6%, 44.7%] | 247 |
| the previous period closed above the prior period's high | Touches the previous period's high | 80.4% vs. 58.9% | +21.5 pp | [73.3%, 86.0%] | 148 |
| the previous period closed above the prior period's high | Touches the previous period's low | 16.2% vs. 42.9% | -26.7 pp | [11.2%, 23.0%] | 148 |
| the previous period never reached the prior period's high | Touches the previous period's high | 52.4% vs. 58.9% | -6.5 pp | [45.3%, 59.5%] | 185 |
| the previous period never reached the prior period's high | Touches the previous period's low | 54.0% 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 it | Touches the previous period's high | 41.9% 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 it | Touches the previous period's low | 59.0% vs. 42.9% | +16.1 pp | [49.9%, 67.5%] | 117 |
| the previous period closed below the prior period's low | Touches the previous period's high | 26.7% vs. 58.9% | -32.1 pp | [18.5%, 37.0%] | 86 |
| the previous period closed below the prior period's low | Touches the previous period's low | 66.3% vs. 42.9% | +23.4 pp | [55.8%, 75.4%] | 86 |
| the previous period never reached the prior period's low | Touches the previous period's high | 65.4% vs. 58.9% | +6.5 pp | [59.4%, 70.9%] | 257 |
| the previous period never reached the prior period's low | Touches the previous period's low | 40.5% 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 it | Touches the previous period's high | 69.2% 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 it | Touches the previous period's low | 29.9% vs. 42.9% | -13.0 pp | [22.1%, 39.2%] | 107 |
| the previous period's range was wide | Touches the previous period's high | 50.0% vs. 58.9% | -8.9 pp | [41.7%, 58.3%] | 136 |
| the previous period's range was wide | Touches the previous period's low | 39.0% vs. 42.9% | -3.9 pp | [31.2%, 47.4%] | 136 |
| the previous period's range was middle (average) | Touches the previous period's high | 64.1% vs. 58.9% | +5.2 pp | [57.0%, 70.7%] | 184 |
| the previous period's range was middle (average) | Touches the previous period's low | 38.0% vs. 42.9% | -4.8 pp | [31.3%, 45.2%] | 184 |
| the previous period's range was narrow | Touches the previous period's high | 60.8% vs. 58.9% | +1.9 pp | [52.2%, 68.7%] | 130 |
| the previous period's range was narrow | Touches the previous period's low | 53.9% vs. 42.9% | +11.0 pp | [45.3%, 62.2%] | 130 |
RTY
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 47.9% vs. 53.6% | -5.7 pp | [41.2%, 54.6%] | 211 FIT-THIN |
| opened with a gap down | Touches the previous period's low | 49.3% vs. 44.0% | +5.3 pp | [42.6%, 56.0%] | 211 FIT-THIN |
| opened with a gap up | Touches the previous period's high | 57.9% vs. 53.6% | +4.3 pp | [51.4%, 64.1%] | 228 FIT-THIN |
| opened with a gap up | Touches the previous period's low | 40.4% vs. 44.0% | -3.6 pp | [34.2%, 46.8%] | 228 FIT-THIN |
| the previous period closed above the prior period's high | Touches the previous period's high | 74.4% vs. 53.6% | +20.9 pp | [66.4%, 81.1%] | 133 FIT-THIN |
| the previous period closed above the prior period's high | Touches the previous period's low | 21.1% vs. 44.0% | -22.9 pp | [15.0%, 28.7%] | 133 FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's high | 46.7% vs. 53.6% | -6.9 pp | [40.0%, 53.4%] | 210 FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's low | 51.0% 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 it | Touches the previous period's high | 41.1% 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 it | Touches the previous period's low | 58.9% vs. 44.0% | +14.9 pp | [49.4%, 67.7%] | 107 FIT-THIN |
| the previous period closed below the prior period's low | Touches the previous period's high | 24.0% vs. 53.6% | -29.5 pp | [16.9%, 33.1%] | 104 FIT-THIN |
| the previous period closed below the prior period's low | Touches the previous period's low | 66.3% vs. 44.0% | +22.4 pp | [56.8%, 74.7%] | 104 FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 60.6% vs. 53.6% | +7.0 pp | [54.4%, 66.4%] | 251 FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's low | 39.4% 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 it | Touches the previous period's high | 67.4% 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 it | Touches the previous period's low | 31.6% vs. 44.0% | -12.4 pp | [23.1%, 41.5%] | 95 FIT-THIN |
| the previous period's range was wide | Touches the previous period's high | 46.0% vs. 53.6% | -7.6 pp | [37.0%, 55.2%] | 111 FIT-THIN |
| the previous period's range was wide | Touches the previous period's low | 33.3% 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 high | 55.2% 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 low | 42.7% vs. 44.0% | -1.3 pp | [36.5%, 49.1%] | 232 FIT-THIN |
| the previous period's range was narrow | Touches the previous period's high | 57.9% vs. 53.6% | +4.4 pp | [48.5%, 66.9%] | 107 FIT-THIN |
| the previous period's range was narrow | Touches the previous period's low | 57.9% vs. 44.0% | +13.9 pp | [48.5%, 66.9%] | 107 FIT-THIN |
GC
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 49.5% vs. 54.7% | -5.2 pp | [42.4%, 56.5%] | 188 |
| opened with a gap down | Touches the previous period's low | 45.2% vs. 40.2% | +5.0 pp | [38.3%, 52.4%] | 188 |
| opened with a gap up | Touches the previous period's high | 59.0% vs. 54.7% | +4.3 pp | [52.8%, 65.0%] | 244 |
| opened with a gap up | Touches the previous period's low | 34.4% vs. 40.2% | -5.8 pp | [28.8%, 40.6%] | 244 |
| the previous period closed above the prior period's high | Touches the previous period's high | 75.7% vs. 54.7% | +21.1 pp | [67.9%, 82.2%] | 136 |
| the previous period closed above the prior period's high | Touches the previous period's low | 17.6% vs. 40.2% | -22.6 pp | [12.2%, 24.9%] | 136 |
| the previous period never reached the prior period's high | Touches the previous period's high | 51.7% vs. 54.7% | -3.0 pp | [44.9%, 58.5%] | 205 |
| the previous period never reached the prior period's high | Touches the previous period's low | 45.4% 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 it | Touches the previous period's high | 33.9% 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 it | Touches the previous period's low | 58.7% vs. 40.2% | +18.5 pp | [49.3%, 67.5%] | 109 |
| the previous period closed below the prior period's low | Touches the previous period's high | 22.1% vs. 54.7% | -32.6 pp | [14.6%, 31.9%] | 86 |
| the previous period closed below the prior period's low | Touches the previous period's low | 64.0% vs. 40.2% | +23.7 pp | [53.4%, 73.3%] | 86 |
| the previous period never reached the prior period's low | Touches the previous period's high | 61.0% vs. 54.7% | +6.3 pp | [55.0%, 66.6%] | 269 |
| the previous period never reached the prior period's low | Touches the previous period's low | 38.7% 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 it | Touches the previous period's high | 66.3% 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 it | Touches the previous period's low | 23.2% vs. 40.2% | -17.1 pp | [15.8%, 32.6%] | 95 |
| the previous period's range was wide | Touches the previous period's high | 41.7% vs. 54.7% | -12.9 pp | [33.5%, 50.4%] | 127 |
| the previous period's range was wide | Touches the previous period's low | 35.4% vs. 40.2% | -4.8 pp | [27.6%, 44.1%] | 127 |
| the previous period's range was middle (average) | Touches the previous period's high | 58.7% vs. 54.7% | +4.1 pp | [52.2%, 65.0%] | 223 |
| the previous period's range was middle (average) | Touches the previous period's low | 39.0% vs. 40.2% | -1.2 pp | [32.9%, 45.5%] | 223 |
| the previous period's range was narrow | Touches the previous period's high | 62.0% vs. 54.7% | +7.3 pp | [52.2%, 70.9%] | 100 |
| the previous period's range was narrow | Touches the previous period's low | 49.0% vs. 40.2% | +8.8 pp | [39.4%, 58.6%] | 100 |
CL
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 47.9% vs. 56.1% | -8.2 pp | [41.0%, 54.9%] | 194 |
| opened with a gap down | Touches the previous period's low | 53.6% vs. 46.5% | +7.1 pp | [46.6%, 60.5%] | 194 |
| opened with a gap up | Touches the previous period's high | 63.1% vs. 56.1% | +7.0 pp | [56.8%, 68.9%] | 241 |
| opened with a gap up | Touches the previous period's low | 40.7% vs. 46.5% | -5.9 pp | [34.7%, 47.0%] | 241 |
| the previous period closed above the prior period's high | Touches the previous period's high | 77.5% vs. 56.1% | +21.3 pp | [69.9%, 83.6%] | 142 |
| the previous period closed above the prior period's high | Touches the previous period's low | 29.6% vs. 46.5% | -17.0 pp | [22.7%, 37.5%] | 142 |
| the previous period never reached the prior period's high | Touches the previous period's high | 50.8% vs. 56.1% | -5.4 pp | [43.8%, 57.7%] | 197 |
| the previous period never reached the prior period's high | Touches the previous period's low | 51.3% 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 it | Touches the previous period's high | 38.2% 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 it | Touches the previous period's low | 60.0% vs. 46.5% | +13.4 pp | [50.7%, 68.7%] | 110 |
| the previous period closed below the prior period's low | Touches the previous period's high | 24.8% vs. 56.1% | -31.4 pp | [17.4%, 34.0%] | 101 |
| the previous period closed below the prior period's low | Touches the previous period's low | 69.3% vs. 46.5% | +22.8 pp | [59.7%, 77.5%] | 101 |
| the previous period never reached the prior period's low | Touches the previous period's high | 67.2% vs. 56.1% | +11.1 pp | [61.1%, 72.8%] | 241 |
| the previous period never reached the prior period's low | Touches the previous period's low | 42.3% 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 it | Touches the previous period's high | 60.8% 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 it | Touches the previous period's low | 34.6% vs. 46.5% | -12.0 pp | [26.2%, 44.0%] | 107 |
| the previous period's range was wide | Touches the previous period's high | 44.1% vs. 56.1% | -12.1 pp | [35.4%, 53.1%] | 118 |
| the previous period's range was wide | Touches the previous period's low | 42.4% vs. 46.5% | -4.2 pp | [33.8%, 51.4%] | 118 |
| the previous period's range was middle (average) | Touches the previous period's high | 55.2% vs. 56.1% | -0.9 pp | [48.7%, 61.4%] | 232 |
| the previous period's range was middle (average) | Touches the previous period's low | 47.4% vs. 46.5% | +0.9 pp | [41.1%, 53.8%] | 232 |
| the previous period's range was narrow | Touches the previous period's high | 72.7% vs. 56.1% | +16.6 pp | [63.2%, 80.5%] | 99 |
| the previous period's range was narrow | Touches the previous period's low | 49.5% 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. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 65.8% vs. 70.2% | -4.3 pp | [50.5%, 78.4%] | 41 THIN |
| opened with a gap down | Touches the previous period's low | 36.6% vs. 32.7% | +3.9 pp | [23.6%, 51.9%] | 41 THIN |
| opened with a gap up | Touches the previous period's high | 68.6% vs. 70.2% | -1.6 pp | [55.0%, 79.7%] | 51 THIN |
| opened with a gap up | Touches the previous period's low | 31.4% vs. 32.7% | -1.3 pp | [20.3%, 45.0%] | 51 THIN |
| the previous period closed above the prior period's high | Touches the previous period's high | 85.1% vs. 70.2% | +14.9 pp | [72.3%, 92.6%] | 47 THIN |
| the previous period closed above the prior period's high | Touches the previous period's low | 23.4% vs. 32.7% | -9.3 pp | [13.6%, 37.2%] | 47 THIN |
| the previous period never reached the prior period's high | Touches the previous period's high | 56.3% vs. 70.2% | -13.9 pp | [39.3%, 71.8%] | 32 THIN FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's low | 31.3% vs. 32.7% | -1.4 pp | [17.9%, 48.6%] | 32 THIN FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 77.1% vs. 70.2% | +7.0 pp | [66.0%, 85.4%] | 70 |
| the previous period never reached the prior period's low | Touches the previous period's low | 32.9% vs. 32.7% | +0.2 pp | [23.0%, 44.5%] | 70 |
| the previous period's range was wide | Touches the previous period's high | 54.0% vs. 70.2% | -16.1 pp | [38.4%, 69.0%] | 37 THIN FIT-THIN |
| the previous period's range was wide | Touches the previous period's low | 32.4% 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 high | 86.3% 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 low | 27.4% vs. 32.7% | -5.2 pp | [17.1%, 41.0%] | 51 THIN |
NQ
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 69.8% vs. 66.3% | +3.4 pp | [54.9%, 81.4%] | 43 THIN |
| opened with a gap down | Touches the previous period's low | 39.5% vs. 39.4% | +0.1 pp | [26.4%, 54.4%] | 43 THIN |
| opened with a gap up | Touches the previous period's high | 61.4% vs. 66.3% | -4.9 pp | [48.4%, 72.9%] | 57 THIN |
| opened with a gap up | Touches the previous period's low | 40.4% vs. 39.4% | +0.9 pp | [28.6%, 53.3%] | 57 THIN |
| the previous period closed above the prior period's high | Touches the previous period's high | 86.0% vs. 66.3% | +19.7 pp | [72.7%, 93.4%] | 43 THIN |
| the previous period closed above the prior period's high | Touches the previous period's low | 20.9% vs. 39.4% | -18.5 pp | [11.4%, 35.2%] | 43 THIN |
| the previous period never reached the prior period's high | Touches the previous period's high | 55.9% vs. 66.3% | -10.5 pp | [39.5%, 71.1%] | 34 THIN FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's low | 44.1% vs. 39.4% | +4.7 pp | [28.9%, 60.5%] | 34 THIN FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 74.6% vs. 66.3% | +8.3 pp | [62.7%, 83.7%] | 63 |
| the previous period never reached the prior period's low | Touches the previous period's low | 36.5% vs. 39.4% | -2.9 pp | [25.7%, 48.9%] | 63 |
| the previous period's range was wide | Touches the previous period's high | 58.1% vs. 66.3% | -8.2 pp | [43.3%, 71.6%] | 43 THIN FIT-THIN |
| the previous period's range was wide | Touches the previous period's low | 41.9% 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 high | 79.1% 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 low | 30.2% vs. 39.4% | -9.2 pp | [18.6%, 45.1%] | 43 THIN |
YM
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 66.0% vs. 68.3% | -2.3 pp | [52.1%, 77.6%] | 50 THIN |
| opened with a gap down | Touches the previous period's low | 30.0% vs. 29.8% | +0.2 pp | [19.1%, 43.8%] | 50 THIN |
| opened with a gap up | Touches the previous period's high | 71.4% vs. 68.3% | +3.2 pp | [57.6%, 82.2%] | 49 THIN |
| opened with a gap up | Touches the previous period's low | 30.6% vs. 29.8% | +0.8 pp | [19.5%, 44.5%] | 49 THIN |
| the previous period closed above the prior period's high | Touches the previous period's high | 82.5% vs. 68.3% | +14.2 pp | [68.0%, 91.3%] | 40 THIN |
| the previous period closed above the prior period's high | Touches the previous period's low | 20.0% vs. 29.8% | -9.8 pp | [10.5%, 34.8%] | 40 THIN |
| the previous period never reached the prior period's high | Touches the previous period's high | 63.6% vs. 68.3% | -4.6 pp | [46.6%, 77.8%] | 33 THIN FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's low | 30.3% 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 it | Touches the previous period's high | 54.8% 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 it | Touches the previous period's low | 41.9% vs. 29.8% | +12.1 pp | [26.4%, 59.2%] | 31 THIN FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 72.6% vs. 68.3% | +4.3 pp | [61.4%, 81.5%] | 73 |
| the previous period never reached the prior period's low | Touches the previous period's low | 31.5% vs. 29.8% | +1.7 pp | [22.0%, 42.9%] | 73 |
| the previous period's range was wide | Touches the previous period's high | 59.0% vs. 68.3% | -9.3 pp | [43.4%, 72.9%] | 39 THIN FIT-THIN |
| the previous period's range was wide | Touches the previous period's low | 25.6% 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 high | 77.8% 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 low | 28.9% vs. 29.8% | -0.9 pp | [17.7%, 43.4%] | 45 THIN |
RTY
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 56.5% vs. 53.9% | +2.7 pp | [42.3%, 69.8%] | 46 THIN FIT-THIN |
| opened with a gap down | Touches the previous period's low | 26.1% vs. 35.6% | -9.5 pp | [15.6%, 40.3%] | 46 THIN FIT-THIN |
| opened with a gap up | Touches the previous period's high | 44.9% vs. 53.9% | -8.9 pp | [31.9%, 58.7%] | 49 THIN FIT-THIN |
| opened with a gap up | Touches the previous period's low | 44.9% vs. 35.6% | +9.3 pp | [31.9%, 58.7%] | 49 THIN FIT-THIN |
| the previous period closed above the prior period's high | Touches the previous period's high | 61.3% vs. 53.9% | +7.4 pp | [43.8%, 76.3%] | 31 THIN FIT-THIN |
| the previous period closed above the prior period's high | Touches the previous period's low | 29.0% vs. 35.6% | -6.5 pp | [16.1%, 46.6%] | 31 THIN FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's high | 58.3% vs. 53.9% | +4.5 pp | [44.3%, 71.2%] | 48 THIN FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's low | 31.3% vs. 35.6% | -4.3 pp | [19.9%, 45.3%] | 48 THIN FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 56.7% vs. 53.9% | +2.9 pp | [44.8%, 67.9%] | 67 FIT-THIN |
| the previous period never reached the prior period's low | Touches the previous period's low | 35.8% 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 high | 60.4% 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 low | 32.1% vs. 35.6% | -3.5 pp | [21.1%, 45.5%] | 53 THIN FIT-THIN |
GC
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 50.0% vs. 58.6% | -8.7 pp | [35.5%, 64.5%] | 42 THIN |
| opened with a gap down | Touches the previous period's low | 45.2% vs. 34.6% | +10.6 pp | [31.2%, 60.0%] | 42 THIN |
| opened with a gap up | Touches the previous period's high | 63.8% vs. 58.6% | +5.1 pp | [50.9%, 75.0%] | 58 THIN |
| opened with a gap up | Touches the previous period's low | 29.3% vs. 34.6% | -5.3 pp | [19.2%, 42.0%] | 58 THIN |
| the previous period closed above the prior period's high | Touches the previous period's high | 79.0% vs. 58.6% | +20.3 pp | [63.6%, 88.9%] | 38 THIN FIT-THIN |
| the previous period closed above the prior period's high | Touches the previous period's low | 13.2% vs. 34.6% | -21.5 pp | [5.8%, 27.3%] | 38 THIN FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's high | 55.8% vs. 58.6% | -2.8 pp | [41.1%, 69.6%] | 43 THIN |
| the previous period never reached the prior period's high | Touches the previous period's low | 51.2% vs. 34.6% | +16.6 pp | [36.8%, 65.4%] | 43 THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 65.7% vs. 58.6% | +7.0 pp | [53.7%, 75.9%] | 67 |
| the previous period never reached the prior period's low | Touches the previous period's low | 31.3% vs. 34.6% | -3.3 pp | [21.5%, 43.2%] | 67 |
| the previous period's range was wide | Touches the previous period's high | 61.1% vs. 58.6% | +2.5 pp | [44.9%, 75.2%] | 36 THIN FIT-THIN |
| the previous period's range was wide | Touches the previous period's low | 19.4% 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 high | 50.0% 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 low | 46.1% vs. 34.6% | +11.5 pp | [33.3%, 59.5%] | 52 THIN |
CL
| if the previous period… | then… | rate vs. base | delta | 95% CI | n (held) |
|---|---|---|---|---|---|
| opened with a gap down | Touches the previous period's high | 51.4% vs. 54.8% | -3.5 pp | [35.9%, 66.5%] | 37 THIN |
| opened with a gap down | Touches the previous period's low | 48.6% vs. 45.2% | +3.5 pp | [33.5%, 64.1%] | 37 THIN |
| opened with a gap up | Touches the previous period's high | 52.5% vs. 54.8% | -2.3 pp | [40.0%, 64.7%] | 59 THIN |
| opened with a gap up | Touches the previous period's low | 45.8% vs. 45.2% | +0.6 pp | [33.7%, 58.3%] | 59 THIN |
| the previous period closed above the prior period's high | Touches the previous period's high | 80.0% vs. 54.8% | +25.2 pp | [64.1%, 90.0%] | 35 THIN FIT-THIN |
| the previous period closed above the prior period's high | Touches the previous period's low | 25.7% vs. 45.2% | -19.5 pp | [14.2%, 42.1%] | 35 THIN FIT-THIN |
| the previous period never reached the prior period's high | Touches the previous period's high | 47.8% vs. 54.8% | -7.0 pp | [34.1%, 61.9%] | 46 THIN |
| the previous period never reached the prior period's high | Touches the previous period's low | 50.0% vs. 45.2% | +4.8 pp | [36.1%, 63.9%] | 46 THIN |
| the previous period never reached the prior period's low | Touches the previous period's high | 61.4% vs. 54.8% | +6.6 pp | [48.4%, 72.9%] | 57 THIN |
| the previous period never reached the prior period's low | Touches the previous period's low | 42.1% vs. 45.2% | -3.1 pp | [30.2%, 55.0%] | 57 THIN |
| the previous period's range was wide | Touches the previous period's high | 48.6% vs. 54.8% | -6.2 pp | [33.0%, 64.4%] | 35 THIN FIT-THIN |
| the previous period's range was wide | Touches the previous period's low | 40.0% 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 high | 61.2% 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 low | 44.9% vs. 45.2% | -0.3 pp | [31.9%, 58.7%] | 49 THIN |