RTY roadmap

Held era only (2,227 sessions, 2017-07-09 .. 2026-08-13) — see the note below on why fit-era numbers never ship here.

Measured odds. No trade calls. what this means →

Current price: 2923.00 · ATR14: 24.65 · 09:30 open: 2959.30

Every probability below is p_held (measured 2018-01-01 onward only), never the pooled/fit figure -- see parity/roadmap/NALEZY_PRO_WEB.md #1: 35.2% of touch-ladder cells differ significantly between the pre-2018 fit era and held era, so only the held (most-recent-regime) number ships. fit_held_differs_ci95 (where present) flags a cell that moved between eras -- read it as a stability caveat, not a probability.

The map

Touch ladder

Anchored to the 09:30 ET open — price/points columns use today's open and current ATR14.

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	2960.53	1.2325	89.5%	2,221	NEAR BAND
0.05	down	2958.07	1.2325	91.4%	2,221	NEAR BAND
0.10	up	2961.77	2.4650	81.6%	2,221	LIKELY
0.10	down	2956.84	2.4650	82.7%	2,221	LIKELY
0.15	up	2963.00	3.6975	73.1%	2,221	LIKELY
0.15	down	2955.60	3.6975	75.2%	2,221	LIKELY
0.20	up	2964.23	4.9300	64.8%	2,221	COIN FLIP
0.20	down	2954.37	4.9300	68.3%	2,221	COIN FLIP
0.25	up	2965.46	6.1625	58.5%	2,221	COIN FLIP
0.25	down	2953.14	6.1625	61.4%	2,221	COIN FLIP
0.30	up	2966.70	7.3950	52.2%	2,221	COIN FLIP
0.30	down	2951.91	7.3950	54.9%	2,221	COIN FLIP
0.40	up	2969.16	9.8600	40.0%	2,221	STRETCH
0.40	down	2949.44	9.8600	44.4%	2,221	STRETCH
0.50	up	2971.63	12.33	29.6%	2,221	STRETCH
0.50	down	2946.98	12.33	35.4%	2,221	STRETCH
0.75	up	2977.79	18.49	12.6%	2,221	LONG SHOT
0.75	down	2940.81	18.49	18.4%	2,221	LONG SHOT
1.00	up	2983.95	24.65	5.1%	2,221	LONG SHOT
1.00	down	2934.65	24.65	8.3%	2,221	LONG SHOT
1.50	up	2996.28	36.98	1.1%	2,221	LONG SHOT
1.50	down	2922.33	36.98	2.2%	2,221	LONG SHOT

Anchored to the 08:45 ET checkpoint — shown in ATR distance only, no live price conversion for this anchor.

d (ATR)	dir	price	points	p (held)	n	band	era flag
0.05	up	—	—	91.2%	2,225	NEAR BAND
0.05	down	—	—	92.5%	2,225	NEAR BAND
0.10	up	—	—	81.9%	2,225	LIKELY
0.10	down	—	—	84.3%	2,225	LIKELY
0.15	up	—	—	73.4%	2,225	LIKELY
0.15	down	—	—	76.4%	2,225	LIKELY
0.20	up	—	—	66.5%	2,225	COIN FLIP
0.20	down	—	—	69.3%	2,225	COIN FLIP
0.25	up	—	—	58.9%	2,225	COIN FLIP	moved since 2018
0.25	down	—	—	62.7%	2,225	COIN FLIP
0.30	up	—	—	52.2%	2,225	COIN FLIP
0.30	down	—	—	56.6%	2,225	COIN FLIP
0.40	up	—	—	40.2%	2,225	STRETCH
0.40	down	—	—	45.4%	2,225	COIN FLIP
0.50	up	—	—	30.3%	2,225	STRETCH
0.50	down	—	—	35.2%	2,225	STRETCH	moved since 2018
0.75	up	—	—	13.1%	2,225	LONG SHOT
0.75	down	—	—	18.9%	2,225	LONG SHOT
1.00	up	—	—	5.7%	2,225	LONG SHOT
1.00	down	—	—	9.0%	2,225	LONG SHOT
1.50	up	—	—	1.2%	2,225	LONG SHOT
1.50	down	—	—	2.2%	2,225	LONG SHOT

State of the day

Historical percentiles of the day's range-so-far at each checkpoint, in ATR — informational reference, not compared against today's live range here.

checkpoint	n	p5	p10	p25	p50	p75	p90	p95	p99
0845	2,227	0.24	0.27	0.35	0.47	0.64	0.87	1.05	1.72
0930	2,227	0.26	0.30	0.38	0.50	0.68	0.92	1.12	1.82
1030	2,227	0.36	0.42	0.53	0.69	0.90	1.17	1.38	2.03

Fade caution

range so far	p (held)	n
<0.5	53.7%	1,038
0.5-0.85	49.9%	822
0.85-1.05	53.2%	156
1.05-1.25	50.0%	48
>1.25	54.3%	81

Named levels

Distances are ATR-relative to the 09:30 open, same convention as the touch ladder above.

Midnight open (00:00 ET)

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	2960.53	1.2325	92.4%	262	SCENERY
0.10	up	2961.77	2.4650	81.1%	148	SCENERY
0.15	up	2963.00	3.6975	70.1%	127	SCENERY
0.20	up	2964.23	4.9300	61.0%	105	SCENERY
0.25	up	2965.46	6.1625	51.3%	76	SCENERY
0.30	up	2966.70	7.3950	51.0%	100	SCENERY
0.40	up	2969.16	9.8600	36.8%	76	SCENERY
0.50	up	2971.63	12.33	35.4%	82	SCENERY
0.75	up	2977.79	18.49	42.5%	40	PULLS
1.00	up	2983.95	24.65	18.8%	16	NEZMERENO (n<MIN_N)
1.50	up	2996.28	36.98	0.0%	4	NEZMERENO (n<MIN_N)
0.05	down	2958.07	1.2325	92.9%	252	SCENERY
0.10	down	2956.84	2.4650	80.1%	171	SCENERY
0.15	down	2955.60	3.6975	74.0%	154	SCENERY
0.20	down	2954.37	4.9300	69.2%	130	SCENERY
0.25	down	2953.14	6.1625	67.2%	122	SCENERY
0.30	down	2951.91	7.3950	53.6%	138	SCENERY
0.40	down	2949.44	9.8600	51.1%	88	SCENERY
0.50	down	2946.98	12.33	35.4%	82	SCENERY
0.75	down	2940.81	18.49	26.9%	26	NEZMERENO (n<MIN_N)
1.00	down	2934.65	24.65	0.0%	10	NEZMERENO (n<MIN_N)
1.50	down	2922.33	36.98	0.0%	8	NEZMERENO (n<MIN_N)

Prior day high

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	2960.53	1.2325	90.6%	138	SCENERY
0.10	up	2961.77	2.4650	77.7%	103	SCENERY
0.15	up	2963.00	3.6975	67.5%	114	SCENERY
0.20	up	2964.23	4.9300	62.1%	95	SCENERY
0.25	up	2965.46	6.1625	54.2%	96	SCENERY
0.30	up	2966.70	7.3950	44.9%	156	SCENERY
0.40	up	2969.16	9.8600	39.4%	175	SCENERY
0.50	up	2971.63	12.33	27.1%	273	SCENERY
0.75	up	2977.79	18.49	17.6%	261	SCENERY
1.00	up	2983.95	24.65	7.6%	183	SCENERY
1.50	up	2996.28	36.98	3.6%	83	SCENERY
0.05	down	2958.07	1.2325	92.8%	138	SCENERY
0.10	down	2956.84	2.4650	71.0%	69	REPELS
0.15	down	2955.60	3.6975	78.3%	46	SCENERY
0.20	down	2954.37	4.9300	71.7%	60	SCENERY
0.25	down	2953.14	6.1625	61.5%	39	SCENERY
0.30	down	2951.91	7.3950	45.0%	40	SCENERY
0.40	down	2949.44	9.8600	37.3%	51	SCENERY
0.50	down	2946.98	12.33	37.0%	27	NEZMERENO (n<MIN_N)
0.75	down	2940.81	18.49	16.7%	12	NEZMERENO (n<MIN_N)
1.00	down	2934.65	24.65	0.0%	5	NEZMERENO (n<MIN_N)
1.50	down	2922.33	36.98	20.0%	5	NEZMERENO (n<MIN_N)

Prior day low

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	2960.53	1.2325	97.9%	96	PULLS
0.10	up	2961.77	2.4650	82.5%	40	SCENERY
0.15	up	2963.00	3.6975	81.8%	33	SCENERY
0.20	up	2964.23	4.9300	63.6%	22	NEZMERENO (n<MIN_N)
0.25	up	2965.46	6.1625	56.7%	30	SCENERY
0.30	up	2966.70	7.3950	50.0%	38	SCENERY
0.40	up	2969.16	9.8600	85.7%	28	NEZMERENO (n<MIN_N)
0.50	up	2971.63	12.33	40.7%	27	NEZMERENO (n<MIN_N)
0.75	up	2977.79	18.49	27.8%	18	NEZMERENO (n<MIN_N)
1.00	up	2983.95	24.65	30.8%	13	NEZMERENO (n<MIN_N)
1.50	up	2996.28	36.98	0.0%	3	NEZMERENO (n<MIN_N)
0.05	down	2958.07	1.2325	95.6%	113	SCENERY
0.10	down	2956.84	2.4650	79.4%	63	SCENERY
0.15	down	2955.60	3.6975	77.5%	89	SCENERY
0.20	down	2954.37	4.9300	66.3%	83	SCENERY
0.25	down	2953.14	6.1625	48.8%	84	REPELS
0.30	down	2951.91	7.3950	55.8%	154	SCENERY
0.40	down	2949.44	9.8600	47.6%	191	SCENERY
0.50	down	2946.98	12.33	32.4%	355	SCENERY
0.75	down	2940.81	18.49	14.7%	340	SCENERY
1.00	down	2934.65	24.65	12.8%	281	SCENERY
1.50	down	2922.33	36.98	3.4%	89	SCENERY

Prior day mid

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	2960.53	1.2325	90.1%	151	SCENERY
0.10	up	2961.77	2.4650	82.8%	87	SCENERY
0.15	up	2963.00	3.6975	69.4%	98	SCENERY
0.20	up	2964.23	4.9300	70.4%	71	SCENERY
0.25	up	2965.46	6.1625	65.8%	79	SCENERY
0.30	up	2966.70	7.3950	58.4%	101	SCENERY
0.40	up	2969.16	9.8600	37.0%	92	SCENERY
0.50	up	2971.63	12.33	36.6%	123	SCENERY
0.75	up	2977.79	18.49	21.2%	104	PULLS
1.00	up	2983.95	24.65	12.8%	47	SCENERY
1.50	up	2996.28	36.98	6.3%	16	NEZMERENO (n<MIN_N)
0.05	down	2958.07	1.2325	97.3%	150	PULLS
0.10	down	2956.84	2.4650	84.3%	108	SCENERY
0.15	down	2955.60	3.6975	74.1%	108	SCENERY
0.20	down	2954.37	4.9300	72.0%	107	SCENERY
0.25	down	2953.14	6.1625	57.0%	107	SCENERY
0.30	down	2951.91	7.3950	56.8%	132	SCENERY
0.40	down	2949.44	9.8600	40.3%	139	SCENERY
0.50	down	2946.98	12.33	33.0%	185	SCENERY
0.75	down	2940.81	18.49	20.5%	151	SCENERY
1.00	down	2934.65	24.65	10.5%	38	SCENERY
1.50	down	2922.33	36.98	0.0%	6	NEZMERENO (n<MIN_N)

Prior settlement / close

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	2960.53	1.2325	88.2%	187	SCENERY
0.10	up	2961.77	2.4650	85.0%	127	SCENERY
0.15	up	2963.00	3.6975	73.2%	97	SCENERY
0.20	up	2964.23	4.9300	60.0%	95	SCENERY
0.25	up	2965.46	6.1625	65.3%	75	SCENERY
0.30	up	2966.70	7.3950	48.8%	86	SCENERY
0.40	up	2969.16	9.8600	51.6%	95	PULLS
0.50	up	2971.63	12.33	37.1%	89	SCENERY
0.75	up	2977.79	18.49	27.3%	55	PULLS
1.00	up	2983.95	24.65	28.0%	25	NEZMERENO (n<MIN_N)
1.50	up	2996.28	36.98	0.0%	9	NEZMERENO (n<MIN_N)
0.05	down	2958.07	1.2325	94.7%	209	SCENERY
0.10	down	2956.84	2.4650	82.5%	126	SCENERY
0.15	down	2955.60	3.6975	69.9%	143	SCENERY
0.20	down	2954.37	4.9300	64.9%	111	SCENERY
0.25	down	2953.14	6.1625	62.4%	117	SCENERY
0.30	down	2951.91	7.3950	55.0%	140	SCENERY
0.40	down	2949.44	9.8600	45.2%	124	SCENERY
0.50	down	2946.98	12.33	28.4%	141	SCENERY
0.75	down	2940.81	18.49	21.8%	55	SCENERY
1.00	down	2934.65	24.65	33.3%	18	NEZMERENO (n<MIN_N)
1.50	down	2922.33	36.98	0.0%	7	NEZMERENO (n<MIN_N)

18:00 ET session mid

d (ATR)	dir	price	points	p (held)	n	band
0.05	up	2960.53	1.2325	92.4%	407	SCENERY
0.10	up	2961.77	2.4650	80.7%	243	SCENERY
0.15	up	2963.00	3.6975	71.9%	146	SCENERY
0.20	up	2964.23	4.9300	69.1%	84	SCENERY
0.25	up	2965.46	6.1625	70.6%	51	PULLS
0.30	up	2966.70	7.3950	67.4%	46	PULLS
0.40	up	2969.16	9.8600	54.6%	22	NEZMERENO (n<MIN_N)
0.50	up	2971.63	12.33	50.0%	14	NEZMERENO (n<MIN_N)
0.75	up	2977.79	18.49	33.3%	3	NEZMERENO (n<MIN_N)
0.05	down	2958.07	1.2325	92.5%	440	SCENERY
0.10	down	2956.84	2.4650	77.9%	298	SCENERY
0.15	down	2955.60	3.6975	73.7%	186	SCENERY
0.20	down	2954.37	4.9300	74.2%	120	SCENERY
0.25	down	2953.14	6.1625	61.9%	63	SCENERY
0.30	down	2951.91	7.3950	65.4%	52	SCENERY
0.40	down	2949.44	9.8600	55.6%	27	NEZMERENO (n<MIN_N)
0.50	down	2946.98	12.33	38.5%	13	NEZMERENO (n<MIN_N)
0.75	down	2940.81	18.49	80.0%	5	NEZMERENO (n<MIN_N)
1.00	down	2934.65	24.65	0.0%	1	NEZMERENO (n<MIN_N)

The playbook

09:45 checkpoint

band	p (held)	n
ALL (pooled)	50.5%	2,144
up >0.20	75.2%	306
up 0.10-0.20	64.8%	315
up 0.05-0.10	57.3%	206
near 0 (<0.05 abs)	51.0%	433
dn 0.05-0.10	46.0%	202
dn 0.10-0.20	37.7%	350
dn >0.20	25.3%	332

One end by 10:30

metric	p (held)	n
RTH high is final by 10:30	44.1%	2,222
RTH low is final by 10:30	45.0%	2,222
Both high and low final by 10:30	5.9%	2,222
Low comes before high (full day)	50.0%	2,222
Low comes before high (09:30-10:30 window)	47.9%	2,222

Stop-fading curve

checkpoints pooled 09:45..11:30 every 15min; range_so_far = larger of (up-extreme, down-extreme) reached so far since 09:30 open, in ATR; continuation = later RTH bar exceeds that same-direction extreme further

range so far (ATR bin)	p (held)	n
[0,0.25)	69.8%	4,764
[0.25,0.5)	67.0%	8,593
[0.5,0.75)	66.5%	3,207
[0.75,1.0)	64.1%	875
[1.0,1.25)	68.9%	238
[1.25,1.5)	76.5%	51
[1.5,2.0)	88.5%	26
>=2.0	7.1%	14

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