ES

E-mini S&P 500

ES=F AMT & Order Flow v2.5

Session Date: 2026-10-01 | Continuous 5-Minute Auction Profile & TypeSafe Jev System One

Current Price (pts)
7,690.50
20d ATR: 79.64 Tick: 0.25
TypeSafe Jev Regime 41% Conf
Inventory Correction / Mean Reversion
Opening: Open Test-Drive
Overnight Inventory
Balanced / Mixed (56% Long, 44% Short)
RVOL: 268.7% Delta: -80,800 contra
Squeeze Risk & Location
56% Squeeze Risk
Location Score: 1.46 / 5.00
Bullish Candle Bearish Candle VPOC (Fair Value) ONH / ONL 3M Macro VPOC 20 EMA 50 EMA
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Volume Profile Bars: Gold = Inside Value Area (70%) | Slate = Outside Value

Auction Market Structure & Key Inflections Reference Framework

Level Name Price (pts) Auction Significance
ONH (Overnight High) 7,767.75 Upper Globex boundary / Breakout Trigger
ONL (Overnight Low) 7,682.25 Lower Globex boundary / Breakdown Trigger
Overnight VPOC 7,695.00 Globex highest-volume acceptance node
Prior RTH VAH 7,772.50 Prior session 70% value ceiling
Prior RTH VAL 7,705.00 Prior session 70% value floor
Prior RTH VPOC / Settle 7,717.50 / 7,722.00 Prior day equilibrium fair value
3-Month Macro VPOC 7,690.00 Quarterly fair value gravity anchor

TypeSafe Jev (System One) Probability Matrix Calibrated Model

Rotational Balance 24.0%
Inventory Correction / Mean Reversion 61.0%
Initiative Trend Discovery 15.0%

System One decision models provide calibrated, mathematically grounded probabilities to remove emotional bias from execution. The dominant regime dictates scenario priority, while squeeze risk signals the probability of sudden stop-run liquidity cascades.