INTRADAY FUTURES JEV SCENARIO CHECK-IN (09:30 AM PT / 12:30 PM ET)

Date: 2026-10-05 | Session Phase: Mid-Day Auction & Lunch Transition (180 Minutes into RTH)
Source Baseline: 06:00 AM PT Multi-Asset Execution Plans | Evaluator: TypeSafe Jev (System One AI)

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1. Executive Cross-Asset Scenario Board

Real-time calibrated probabilities from TypeSafe Jev quantifying which 6:00 AM morning scenario is playing out across all futures contracts:

Asset	Last Price	vs 6 AM Ref	RTH VWAP (Z-Score)	Active JEV Regime	JEV % Chance (vs 6 AM)	Setup Status	Tactical Action	Conviction
ES	7,810.50	+42.50	7,800.90 (+1.0σ)	Initiative Trend Discovery	68.0% (+67.0%)	Invalidated / Counter-Move	Stand Aside / Wait for Pullback	1.7/5.0
NQ	31,203.25	+199.00	31,192.61 (+0.3σ)	Initiative Trend Discovery	50.0% (+49.0%)	Consolidating / Pending Trigger	Stand Aside / Wait for Pullback	1.6/5.0
CL	90.22	+0.58	90.23 (-0.0σ)	Inventory Correction / Mean Reversion	74.0% (-15.0%)	Triggered & Progressing	Stand Aside / Wait for Pullback	2.9/5.0
GC	4,156.40	-27.10	4,166.64 (-2.2σ)	Inventory Correction / Mean Reversion	76.0% (+1.0%)	Consolidating / Pending Trigger	Scale Out / Take Profit	2.6/5.0

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2. Granular Asset Audits & Morning Plan Comparisons

E-mini S&P 500 (ES=F)

• Current Auction: 7,810.50 | RTH Open: 7,778.50 (+32.00 pts / +0.41%)
• RTH Range: High 7,816.25 | Low 7,778.25
• Session VWAP: 7,800.90 (Current Deviation: +1.02σ)
• Initial Balance (IB): High 7,811.00 | Low 7,778.25 | Width 32.75 pts

TypeSafe Jev Calibrated Scenario Probabilities:

• Inventory Correction / Mean Reversion: 11.0% (6 AM Baseline: 98.0%)
• Initiative Trend Discovery: 68.0% (6 AM Baseline: 1.0%)
• Rotational Balance: 21.0% (6 AM Baseline: 1.0%)
• Morning Thesis Structural Integrity: 19.0% probability valid

Morning Plan Alignment & Action:

• Setup Execution Status: Invalidated / Counter-Move
• Key Level Reference: Pivot: 7,767.50 - 7,760.25 | R1: * R1: 7,777.50 (Prior Day VPOC) | S1: * S1: 7,760.25 (Overnight Low)
• Tactical Recommendation: Stand Aside / Wait for Pullback (Conviction Score: 1.7/5.00)

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E-mini Nasdaq-100 (NQ=F)

• Current Auction: 31,203.25 | RTH Open: 31,055.00 (+148.25 pts / +0.48%)
• RTH Range: High 31,254.75 | Low 31,044.25
• Session VWAP: 31,192.61 (Current Deviation: +0.30σ)
• Initial Balance (IB): High 31,247.75 | Low 31,044.25 | Width 203.50 pts

TypeSafe Jev Calibrated Scenario Probabilities:

• Inventory Correction / Mean Reversion: 17.0% (6 AM Baseline: 98.0%)
• Initiative Trend Discovery: 50.0% (6 AM Baseline: 1.0%)
• Rotational Balance: 33.0% (6 AM Baseline: 1.0%)
• Morning Thesis Structural Integrity: 23.0% probability valid

Morning Plan Alignment & Action:

• Setup Execution Status: Consolidating / Pending Trigger
• Key Level Reference: Pivot: 31,050.00 - 31,080.00 | R1: * R1: 31,170.00 (Prior Day VAH) | S1: * S1: 31,020.00 (Prior Day VAL)
• Tactical Recommendation: Stand Aside / Wait for Pullback (Conviction Score: 1.55/5.00)

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WTI Crude Oil (CL=F)

• Current Auction: 90.22 | RTH Open: 89.69 (+0.53 $/bbl / +0.59%)
• RTH Range: High 91.31 | Low 89.11
• Session VWAP: 90.23 (Current Deviation: -0.03σ)
• Initial Balance (IB): High 90.17 | Low 89.11 | Width 1.06 $/bbl

TypeSafe Jev Calibrated Scenario Probabilities:

• Inventory Correction / Mean Reversion: 74.0% (6 AM Baseline: 89.0%)
• Initiative Trend Discovery: 17.0% (6 AM Baseline: 10.0%)
• Rotational Balance: 9.0% (6 AM Baseline: 1.0%)
• Morning Thesis Structural Integrity: 51.0% probability valid

Morning Plan Alignment & Action:

• Setup Execution Status: Triggered & Progressing
• Key Level Reference: Pivot: 89.70 - 89.31 | R1: | S1:
• Tactical Recommendation: Stand Aside / Wait for Pullback (Conviction Score: 2.9/5.00)

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Gold (GC=F)

• Current Auction: 4,156.40 | RTH Open: 4,180.80 (-24.40 $/oz / -0.58%)
• RTH Range: High 4,182.00 | Low 4,150.40
• Session VWAP: 4,166.64 (Current Deviation: -2.22σ)
• Initial Balance (IB): High 4,182.00 | Low 4,159.10 | Width 22.90 $/oz

TypeSafe Jev Calibrated Scenario Probabilities:

• Inventory Correction / Mean Reversion: 76.0% (6 AM Baseline: 75.0%)
• Initiative Trend Discovery: 6.0% (6 AM Baseline: 1.0%)
• Rotational Balance: 18.0% (6 AM Baseline: 24.0%)
• Morning Thesis Structural Integrity: 22.0% probability valid

Morning Plan Alignment & Action:

• Setup Execution Status: Consolidating / Pending Trigger
• Key Level Reference: Pivot: 4,190.00 (Overnight VPOC). This level represents the point of control for the overnight session. Trade acceptance above/below this level will be the first indication of RTH participant sentiment. | R1: | S1:
• Tactical Recommendation: Scale Out / Take Profit (Conviction Score: 2.59/5.00)

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3. Systematic Execution Protocol for Next Interval

1. Next Automated Check-In: Look for the next scheduled update at 05:00 PM PT (Post-Market Audit).
2. Risk Rule: If any contract approaches within 1 tick of the morning plan's Invalidation Boundary, close or trail stops immediately.
3. VWAP Rule: For mean-reversion setups, scale out 50-75% of contracts at Session VWAP and trail the runner to the 3M VPOC.

Automated Intraday Futures Check-In Pipeline. Powered by Auction Market Theory & TypeSafe Jev AI.