Today’s session
The S&P futures walls I trade against, published before the cash open. Captured at 08:30 ET from the live options book, frozen for the session, and graded against the real high and low at 4:15 the same day. When a wall breaks, the break is published with the same font as the holds. The continuously recomputed version of these levels — rebuilt through the session, per-strike — runs on the live levels page and in the terminal.
Today’s capture isn’t in yet.
The S&P 500 futures (/ES) walls are captured at 08:30 ET on trading days and frozen for the session. Until then this page shows nothing rather than yesterday’s numbers under today’s headline. The live, continuously recomputed version runs in the terminal all session.
Every trading day at 4:15 PM ET the morning levels are scored against the session's real high, low and close from the recorded tape. Every day lands here — the ones that held and the ones that broke.
ES call wall / put wall held
last 23 sessions
NQ call wall / put wall held
last 23 sessions
| Session | ES | NQ |
|---|---|---|
| Aug 12 | both held | both held |
| Aug 11 | both held | call broke |
| Aug 10 | both held | both held |
| Aug 7 | call broke | both held |
| Aug 6 | put broke | both held |
| Aug 5 | both held | both held |
| Aug 4 | call broke | call broke |
| Aug 3 | call broke | call broke |
| Jul 31 | put broke | put broke |
| Jul 30 | put broke | both broke |
A wall held if the session never closed through the level I published that morning. Every graded session appears — the ones that held and the ones that broke. I don't publish a combined accuracy score: the gamma-flip leg of it isn't graded yet, and averaging an ungraded leg in would make the number say something I can't stand behind. Full data + the exact grading rules: /data/scorecard. Days without a same-day morning snapshot are skipped, never estimated.
The same walls, drawn on the chart you already run: the bridge studies put these levels inside NinjaTrader, Sierra Chart, Quantower and MotiveWave. The full picture — per-strike gamma, the intraday rebuilds, the whole terminal — is Pro.
