The Measured Auction

AMT | Volume profile | ES Futures

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Oct 5

The overnight rotated 32.75 points and ended on Friday's POC. Price opens inside value, two points under settle.

🔼 7790.50 Friday VAH → 7810.25
⚖️ 7764.75 – 7790.50 Friday's value
🔽 7764.75 Friday VAL → 7754.00

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Oct 2 🔔

Payrolls gapped the open above yesterday's value. Buyers pushed to 7810.25 and stalled. Sellers pressed back through 7770.00 and found 7754.00.

📉 7770.00 untested POC: 53 minutes below, accepted
📈 Close 7779.00, back inside today's value above the 7764.75 VAL
🎯 Monday: 7790.50 above, 7764.75 below

Full recap + Monday's levels 👇 $SPX
https://t.co/SHpbTuwJMd

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Oct 2

Buyers carried the overnight 39.25 points above yesterday's value area high. Price opens above value, inventory long.

🔼 7762.50 overnight VPOC → 7770.00
⚖️ 7677.25 – 7723.25 yesterday's value
🔽 7723.25 yesterday's VAH → 7690.00

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Oct 1 🔔

Sellers broke the overnight low 7705.00 and pressed to 7672.75. Buyers took all of it back. Value relocated lower, but the close went out at the top of it.

📉 7705.00 overnight low: 192 minutes below, accepted
📈 Close 7726.75, above today's VAH 7723.25
🎯 Tomorrow: 7741.25 above, 7677.25 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/oZQgrKe4d8

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Oct 1

Overnight buyers erased the late break, then failed at 7767.75. Sellers pushed under yesterday's low. Price opens below value.

🔼 7752.00 yesterday's VAL → 7770.00
⚖️ 7752.00 – 7778.50 yesterday's value
🔽 7725.25 HVN → 7709.25

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 30 🔔

Buyers accepted above yesterday's high 7758.50 and ran to 7782.00. Sellers took all of it back. The close printed on the low.

📉 7758.50 yesterday's high: accepted, 261 minutes above, unwound into the close
📈 Close 7710.50, below today's VAL 7752.25
🎯 Tomorrow: 7782.00 above, 7710.50 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/dQBHk7thnf

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Sep 30

Overnight buyers reached 7756.50, then gave it all back. Price opens at 7732.00, a point above yesterday's POC.

🔼 7745.25 overnight VPOC → 7758.50
⚖️ 7722.50 – 7745.00 yesterday's value
🔽 7722.50 yesterday's VAL → 7712.25

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 29 🔔

Sellers pressed out of yesterday's value and drove to 7712.25. Buyers rejected that low inside two minutes. The balance of the day traded under yesterday's VAL.

📉 7735.00 yesterday's VAL: 278 minutes below, accepted
📈 Close 7733.50, inside today's value 7722.50 to 7745.00
🎯 Tomorrow: 7745.00 above, 7722.50 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/py0mt6tNYZ

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Sep 29

Overnight sellers probed 7716 and found nothing. Buyers took it back to 7770.75. Price opens inside yesterday's value.

🔼 7765.50 yesterday's VAH → 7786.25
⚖️ 7735.00 – 7765.50 yesterday's value
🔽 7735.00 yesterday's VAL → 7716.00

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 28 🔔

Buyers opened below Friday's value and tried to get back in. Nine minutes above 7779.25 was all they got. Sellers pressed through Friday's low 7752.75 and drove to 7726.00.

📉 7779.25 Friday's VAL: rejected, and the failed return set the tone
📈 Close 7746.50, back inside today's value, right on the POC 7746.25
🎯 Tomorrow: 7765.50 above, 7735.00 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/r6YR26yz7s

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Sep 28

Overnight sellers pressed to 7757.00. Value built 11.25 points under Friday's VAL. ES opens 7777.75, below it.

🔼 7779.25 Friday's VAL → 7803.25
⚖️ 7779.25 – 7813.00 Friday's value
🔽 7768.00 overnight VPOC → 7757.50

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 25 🔔

Sellers owned the first hour. They pressed to 7752.75 and got nothing back. Buyers took all of it and ran the overnight high.

📈 7800.75 overnight high: 156 minutes beyond, accepted
📊 Close 7804.50, above yesterday's VAH 7781.00, inside today's value
🎯 Monday: 7813.00 above, 7779.25 below

Full recap + Monday's levels 👇 $SPX
https://t.co/ymPiZfMenb

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Sep 25

Overnight buyers ran price to 7800.75, clear of yesterday's value. The open sits 14.5 points above yesterday's VAH.

🔼 7800.75 overnight high → 7822.50
⚖️ 7748.25 – 7781.00 yesterday's value
🔽 7781.00 yesterday's VAH → 7757.50

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 24 🔔

Sellers opened below yesterday's value and probed to 7725.25. Buyers rejected that low outright. They drove through yesterday's settle 7772.50 and on to 7783.50.

📉 7725.00 overnight POC: touched, no time below, rejected
📈 Close 7765.50, back under yesterday's settle 7772.50, which spent 59 minutes accepted
🎯 Tomorrow: today's VAH 7781.00 above, VAL 7748.25 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/Uooj9O7Lo9

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Sep 24

Sellers pressed 42 points under the settle overnight. The low 7707.25 held. Price opens below yesterday's value.

🔼 7762.75 yesterday's VAL → 7788.75
⚖️ 7762.75 – 7788.75 yesterday's value
🔽 7707.25 overnight low → 7691.75

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 23 🔔

Buyers opened below yesterday's value and probed 7826.75. That failed. Sellers took control and drove to 7758.75.

📉 7819.00 overnight low: 385 minutes below, accepted
📈 Close 7773.75, inside today's value, above VAL 7762.75
🎯 Tomorrow: 7788.75 above, 7762.75 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/FltqasFHsY

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Sep 23

Overnight buyers built value back at 7838.50, then handed it all back. Price opens at yesterday's low, beneath value.

🔼 7839.00 yesterday's VAH → 7846.75
⚖️ 7826.75 – 7839.00 yesterday's value
🔽 7819.00 overnight low → 7793.75

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 22 🔔

Buyers probed to 7848.50 against yesterday's VAH 7847.00. Four minutes beyond, then rejected. Sellers took price under yesterday's POC 7835.75 and kept it there all afternoon.

📉 7847.00 yesterday's VAH: 4 minutes beyond, rejected
📈 Close 7831.00, inside today's value
🎯 Tomorrow: 7839.00 above, 7826.75 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/8EzPRbgHRI

[The Measured Auction @MeasuredAuction]

#ES #Futures pre-open Sep 22

Yesterday trended up from the open. The overnight held inside its value and probed 7810.50. Price opens near yesterday's POC.

🔼 7847.00 yesterday's VAH → 7862.00
⚖️ 7793.75 – 7847.00 yesterday's value
🔽 7793.75 yesterday's VAL → 7758.25

[The Measured Auction @MeasuredAuction]

#ES #Futures Recap Sep 21 🔔

Buyers opened above Friday's value at 7761.00. Sellers pressed two minutes under 7760.00. That was all they got, and the auction ran to 7847.25.

📊 7772.00: accepted, 363 minutes above it, no close back below
📈 Close 7833.50, inside today's value, above the VAL 7793.50
🎯 Tomorrow: 7847.00 above, 7793.50 below

Full recap + Tomorrow's levels 👇 $SPX
https://t.co/0CYqfqYByU