E-mini S&P 500 (ES)
last quote 7871.50 · as of 07:00 ET (Yahoo tick 2026-10-14T10:35:52.000Z)
Measured odds. No trade calls. what this means →
ES · CURRENT SESSION · 15m
View as table
| level | price | P(touch) | status |
|---|---|---|---|
| +0.25 ATR | 7888.72 | 70.7% | not touched yet |
| -0.25 ATR | 7854.28 | 67.2% | ✓ touched |
| +0.50 ATR | 7905.94 | 44.3% | not touched yet |
| -0.50 ATR | 7837.06 | 44.0% | not touched yet |
| +0.75 ATR | 7923.16 | 25.0% | not touched yet |
| -0.75 ATR | 7819.84 | 27.7% | not touched yet |
| +1.00 ATR | 7940.38 | 14.0% | not touched yet |
| -1.00 ATR | 7802.63 | 17.1% | not touched yet |
| +1.50 ATR | 7974.81 | 3.4% | not touched yet |
| -1.50 ATR | 7768.19 | 6.4% | not touched yet |
Levels ahead of price
Key levels above and below the current price, with the measured probability of touching each one before the 16:00 ET close.
Market closed — levels as of last session.
Probability of touching, not of profit. Calibrated walk-forward (fit 2010–2017, checked on later years). See the full touch-odds ladder
Live hit rate — ES
By tier
| Tier | Hit | n | Hit % |
|---|---|---|---|
| S | 212 | 229 | 92.6% |
| A | 3 | 3 | 100.0% |
| B | 0 | 0 | — |
Range state now
Where this market's operating range stands on each timeframe. A description, not a call.
| TF | Direction | High | Mid | Low | Size (ATR) | Position | Age (bars) | Before |
|---|---|---|---|---|---|---|---|---|
| 15m | ▲ | 7873.50 | 7872.38 | 7871.25 | 0.4 | 22% | 1 | |
| 30m | ▲ | 7873.50 | 7869.88 | 7866.25 | 1.2 | 93% | 0 | |
| 1h | ▼ | 7873.50 | 7867.38 | 7861.25 | 1.2 | 96% | 4 | |
| 2h | ▲ | 7874.00 | 7869.50 | 7865.00 | 0.7 | 89% | 0 | |
| 4h | ▲ | 7874.00 | 7865.13 | 7856.25 | 1.0 | 94% | 0 |
See the range state of every market
Historical backfill, year by year
This is a rules-based backfill, not the live record — see /record for every market.
ES: 89.7% actual vs. 88.4% stated (+1.3 pp) across 64,117 calls
What's happening now
Regime of the day
Realized range so far / ATR(14) = 0.261 → narrow (n = 11,464)
narrow < 0.301, typical < 0.665, else wide — based on a partial-session window (28 bars). See methodology.
Next hour
| distance (ATR) | P(touch up, next 60m) | P(touch down, next 60m) | n |
|---|---|---|---|
| 0.1 | 32.2% | 31.3% | 9,954 |
| 0.25 | 12.0% | 12.2% | 9,954 |
| 0.5 | 3.6% | 4.0% | 9,954 |
Measured from the 390-minute mark (minutes since 09:30 ET), next 60 minutes.
Touch ladder
Levels at ±0.25 / 0.5 / 0.75 / 1 / 1.5 ATR from the last quote, with p(touch by close).
ES · P(touch by close)
| distance (ATR) | up level | P(touch by close) up | down level | P(touch by close) down | n |
|---|---|---|---|---|---|
| 0.25 | 7888.72 | 70.7% | 7854.28 | 67.2% | 11,524 |
| 0.5 | 7905.94 | 44.3% | 7837.06 | 44.0% | 11,524 |
| 0.75 | 7923.16 | 25.0% | 7819.84 | 27.7% | 11,524 |
| 1 | 7940.38 | 14.0% | 7802.63 | 17.1% | 11,524 |
| 1.5 | 7974.81 | 3.4% | 7768.19 | 6.4% | 11,524 |
Brackets
What-if take-profit / stop-loss combinations, long side, 0 minutes after the open. Not a recommendation.
| TP | SL | P(TP first) | P(SL first) | P(neither) | n |
|---|---|---|---|---|---|
| 0.5 ATR | 0.25 ATR | 33.1% | 63.8% | 3.1% | 10,217 |
| 0.5 ATR | 0.5 ATR | 46.5% | 43.4% | 10.2% | 10,217 |
| 1 ATR | 0.5 ATR | 21.3% | 51.0% | 27.7% | 10,217 |
See full brackets page for more combinations.
Track record — wins & losses
Calibration for E-mini S&P 500
index futures
MAE: 0.73 pp · n = 67,669,080
Per-sector breakdown, not per-symbol — the source data does not carry a per-symbol (e.g. ES vs NQ, or AAPL vs MSFT) calibration split, only per-sector/scope. 20-point-percentage bins (coarser than the 10pp futures/fx/stocks breakdown above) to keep per-sector cells sampled. Stocks: historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock.
Recent wins & losses (backtested reconstruction)
Backtested reconstruction from historical daily bars — NOT frozen predictions. The frozen live record starts at launch (see below). Shown chronologically, wins and losses both — no cherry-picking.
| date | level (open + 0.5 ATR) | P(touch) | result |
|---|---|---|---|
| 2026-09-30 | 7780.22 | 44.3% | touched ✓ |
| 2026-10-01 | 7760.57 | 44.3% | touched ✓ |
| 2026-10-02 | 7765.27 | 44.3% | touched ✓ |
| 2026-10-05 | 7823.53 | 44.3% | touched ✓ |
| 2026-10-06 | 7874.88 | 44.3% | touched ✓ |
| 2026-10-07 | 7922.79 | 44.3% | not touched ✗ |
| 2026-10-08 | 7890.82 | 44.3% | not touched ✗ |
| 2026-10-09 | 7861.65 | 44.3% | touched ✓ |
| 2026-10-12 | 7909.30 | 44.3% | not touched ✗ |
| 2026-10-13 | 7891.90 | 44.3% | not touched ✗ |
Live frozen record
| date | level | predicted p | outcome | price at freeze | realized high/low |
|---|---|---|---|---|---|
| 2026-10-13 | +0.5 ATR → 7875.23 | 39.7% | not touched | 7847.5 | 7861 / 7834.5 |
| 2026-10-13 | -0.5 ATR → 7819.77 | 40.6% | not touched | 7847.5 | 7861 / 7834.5 |
| 2026-10-12 | +0.5 ATR → 7894.07 | 39.7% | not touched | 7866.25 | 7868 / 7846.25 |
| 2026-10-12 | -0.5 ATR → 7838.43 | 40.6% | not touched | 7866.25 | 7868 / 7846.25 |
| 2026-10-09 | +0.5 ATR → 7870.44 | 39.7% | touched | 7841 | 7870.5 / 7826.75 |
| 2026-10-09 | -0.5 ATR → 7811.56 | 40.6% | not touched | 7841 | 7870.5 / 7826.75 |
| 2026-10-08 | +0.5 ATR → 7854.09 | 39.7% | not touched | 7825.5 | 7850 / 7783 |
| 2026-10-08 | -0.5 ATR → 7796.91 | 40.6% | touched | 7825.5 | 7850 / 7783 |
| 2026-10-07 | +0.5 ATR → 7869.80 | 39.7% | not touched | 7841.5 | 7859.5 / 7815.75 |
| 2026-10-07 | -0.5 ATR → 7813.20 | 40.6% | not touched | 7841.5 | 7859.5 / 7815.75 |
| 2026-10-06 | +0.5 ATR → 7892.65 | 39.7% | touched | 7861.25 | 7897.5 / 7865.25 |
| 2026-10-06 | -0.5 ATR → 7829.85 | 40.6% | not touched | 7861.25 | 7897.5 / 7865.25 |
| 2026-10-05 | +0.5 ATR → 7800.23 | 39.7% | touched | 7769.75 | 7847.5 / 7781 |
| 2026-10-05 | -0.5 ATR → 7739.27 | 40.6% | not touched | 7769.75 | 7847.5 / 7781 |
| 2026-10-02 | +0.5 ATR → 7832.17 | 39.7% | not touched | 7799.25 | 7810.25 / 7754 |
| 2026-10-02 | -0.5 ATR → 7766.33 | 40.6% | touched | 7799.25 | 7810.25 / 7754 |
| 2026-10-01 | +0.5 ATR → 7765.75 | 39.7% | not touched | 7734.25 | 7741.25 / 7672.75 |
| 2026-10-01 | -0.5 ATR → 7702.75 | 40.6% | touched | 7734.25 | 7741.25 / 7672.75 |
| 2026-09-30 | +0.5 ATR → 7791.38 | 39.7% | not touched | 7761.25 | 7782 / 7709.25 |
| 2026-09-30 | -0.5 ATR → 7731.12 | 40.6% | touched | 7761.25 | 7782 / 7709.25 |