ES

E-mini S&P 500

ES=F AMT & Order Flow v2.5

Session Date: 2026-10-06 | Continuous 5-Minute Auction Profile & TypeSafe Jev System One

Current Price (pts)
7,859.75
20d ATR: 80.19 Tick: 0.25
TypeSafe Jev Regime 70% Conf
Inventory Correction / Mean Reversion
Opening: Open Drive
Overnight Inventory
99% Net Long
RVOL: 69.1% Delta: +8,568 contrac
Squeeze Risk & Location
38% Squeeze Risk
Location Score: 2.15 / 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) 7,867.75 Upper Globex boundary / Breakout Trigger
ONL (Overnight Low) 7,829.00 Lower Globex boundary / Breakdown Trigger
Overnight VPOC 7,842.50 Globex highest-volume acceptance node
Prior RTH VAH 7,832.50 Prior session 70% value ceiling
Prior RTH VAL 7,802.50 Prior session 70% value floor
Prior RTH VPOC / Settle 7,827.50 / 7,829.75 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 1.0%
Inventory Correction / Mean Reversion 79.0%
Initiative Trend Discovery 20.0%

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.