ES

E-mini S&P 500

ES=F AMT & Order Flow v2.5

Session Date: 2026-10-07 | Continuous 5-Minute Auction Profile & TypeSafe Jev System One

Current Price (pts)
7,841.75
20d ATR: 81.16 Tick: 0.25
TypeSafe Jev Regime 100% Conf
Inventory Correction / Mean Reversion
Opening: Open Rejection-Reverse
Overnight Inventory
85% Net Short
RVOL: 84.8% Delta: -12,616 contra
Squeeze Risk & Location
49% Squeeze Risk
Location Score: 2.36 / 5.00
Bullish Candle Bearish Candle VPOC (Fair Value) ONH / ONL 3M Macro VPOC 20 EMA 50 EMA
Hover over chart for details
💡 Mouse Navigation: Scroll wheel to zoom | Click and drag to pan horizontally across time
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) 7,884.50 Upper Globex boundary / Breakout Trigger
ONL (Overnight Low) 7,832.50 Lower Globex boundary / Breakdown Trigger
Overnight VPOC 7,840.00 Globex highest-volume acceptance node
Prior RTH VAH 7,885.00 Prior session 70% value ceiling
Prior RTH VAL 7,870.00 Prior session 70% value floor
Prior RTH VPOC / Settle 7,880.00 / 7,877.25 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 0.0%
Inventory Correction / Mean Reversion 100.0%
Initiative Trend Discovery 0.0%

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.