Market context/
Market pulse
Sample dataSession levels and breadth · SPX / market-wideAnalyzing:SPX
Demo DataSession Narrative
Asia bid ES off the lows, Europe faded the move. Globex held the prior cash low and built value below 5,860.
Opening Gap
-18.5 handles below prior cash close
Range
42.25 handles
Volume Tone
Passive buyers absorbed 67% of aggressive sell volume between 5,820-5,835.
Key Levels & Bias
Gap-and-go lower currently favored unless cash reclaims 5,852 within first 15 minutes.
Globex High
$5864
VWAP
$5849
Globex Low
$5822
Prior Cash Close
$5868
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