📈 INSTITUTIONAL PRE-MARKET PLAN

INSTITUTIONAL NQ TRADING PLAN (NQ=F - E-mini Nasdaq-100)

Generated: 2026-09-25 08:35 ET | Model: gemini-2.5-pro | Data: yfinance 5m & daily

1. PRE-CALCULATED MARKET METRICS SNAPSHOT

NQ (E-mini Nasdaq-100) MARKET METRICS SNAPSHOT

Ticker / Contract: NQ=F
Timestamp: 2026-09-25 08:35 ET (Pre-RTH)
Current Price: 30,930.25 pts

6-Month Macro Structure

6M Range: 22,961.50 - 31,094.75 (Current: Upper 2% of range (Near 6M Highs))
20-day ATR: 444.12 pts
50 EMA: 29,578.59 | 20 EMA: 29,940.80 (50 SMA: 29,397.22 | 20 SMA: 29,716.12)
Major Multi-Month HVNs (Acceptance Nodes): 29,370.00, 29,100.00, 29,550.00, 29,760.00
Major Multi-Month LVNs (Rejection / Vacuum Nodes): 28,860.00, 30,570.00, 24,210.00
Volatility Context: 30-day Realized Vol: 16.9% annualized

3-Month Macro Structure (Quarterly Value Profile)

3M Range: 27,201.50 - 31,094.75 (Current: Upper 4% of 3M range (Near Quarterly Highs))
3M Value Area (70%): VPOC: 29,730.00 | VAH: 30,030.00 | VAL: 28,770.00
3M Volume Nodes: Top HVNs: 29,550.00, 29,760.00, 29,700.00, 29,430.00 | Top LVNs: 28,950.00, 29,040.00, 29,880.00

Prior 24-Hour / Globex Session

ONH (Overnight High): 30,999.50 | ONL (Overnight Low): 30,679.00 | ON Range: 320.50 pts (72.2% of 20d ATR)
Overnight VPOC: 30,780.00 (Developing VAH: 30,930.00 | Developing VAL: 30,690.00)
Overnight Inventory: 100% Net Long
Overnight Relative Volume (RVOL): 37.4% of Globex baseline
Overnight Net Delta Trend: 3,316 contracts (Rotational / Neutral)
Prior Regular Trading Hours (RTH): Settle: 30,680.25 | Value Area High (VAH): 30,735.00 | Value Area Low (VAL): 30,525.00 | Prior VPOC: 30,585.00
Today's Macro Events: None scheduled (Normal Auction Environment)

Relation: Last 24 Hours vs. 3-Month Macro Structure

Quarterly Value Posture: Trading Above 3-Month Value (+900.25 pts above 3M VAH 30,030.00) - Bullish Quarterly Expansion / Discovery Mode
Quarterly Fair Value Proximity: +1,200.25 pts (+4.04%) above 3M VPOC (29,730.00) - serves as macro mean-reversion magnet if buying exhausts
24H Auction vs. 3M Extremes: Overnight auction probed within 95.25 pts (0.31%) of 3-Month High (31,094.75) - testing quarterly supply ceiling
Overnight vs. Quarterly VPOC: Developing Overnight VPOC (30,780.00) is +1,050.00 pts relative to 3M VPOC (29,730.00)

TypeSafe Jev (System One) Calibrated Decision Intelligence

Primary Market Regime: Inventory Correction / Mean Reversion (Confidence: 75.0%)
Predicted Dalton Opening Type: Open Rejection-Reverse (Confidence: 39.0%)
Inventory Squeeze / Liquidation Risk: 35.0% probability
Structural Location Quality Score: 2.37 / 5.00

Scenario / Regime	Calibrated Probability
Inventory Correction / Mean Reversion	`83.0%`
Rotational Balance	`9.0%`
Initiative Trend Discovery	`8.0%`

2. INSTITUTIONAL EXECUTION PLAN & SCENARIOS

Of course. Here is the institutional Next-Day Trading Plan for NQ, leveraging the provided Market Metrics Snapshot and adhering to the required framework.

NQ (E-mini Nasdaq-100) Next-Day Execution Plan

Date: 2026-09-25
Prepared By: Lead Institutional Tech Equity Strategist
Focus: Auction Market Theory, Market Profile, Tactical Execution

1. Market State & Multi-Timeframe Bias

Opening Condition: Out-of-Balance, Gap Up. The market is set to open near 30,930, significantly above yesterday's Value Area High (30,735) and settlement price (30,680.25). This creates an immediate gap that will be a key focus for the session.
Primary Thesis (Calibrated Intelligence): The TypeSafe Jev (System One) Calibrated Decision Intelligence provides a high-conviction tactical bias. The dominant regime is Inventory Correction / Mean Reversion with a calibrated probability of 83.0%. This thesis is strongly supported by the 100% Net Long Overnight Inventory. An entirely long overnight session creates a significant imbalance where weaker-hand participants are vulnerable to liquidation at the RTH open. The path of least resistance is often to correct this imbalance by seeking sellers and testing lower prices.
Multi-Timeframe Context:
- Strategic (Quarterly): Bullish Expansion. The market is in price discovery, trading +1,200 points above the 3-Month VPOC (29,730) and well outside the 3-Month Value Area. This is a structurally strong uptrend.
- Tactical (24-Hour): Overextended & Vulnerable. While the macro trend is bullish, the immediate location is poor. The Structural Location Quality Score of 2.37 / 5.00 highlights that initiating new long-term positions here carries unfavorable risk/reward. The auction is testing the supply ceiling near the 3-Month and 6-Month highs.
Synthesis: The primary operational bias for today's session is bearish mean-reversion. We will look for signs of failure at these highs to position for a correction of the overnight inventory imbalance back towards yesterday's value. A bullish continuation would be a lower-probability, counter-thesis event.

2. Key Inflection Levels

Primary Resistance (R1): 30,999.50 - 31,094.75 (Overnight High / 3-Month High). This is the critical supply zone. Failure by buyers to achieve acceptance above this area confirms seller control.
Session Pivot: 30,780.00 - 30,735.00 (Overnight VPOC / Prior Day VAH). This zone is the dividing line. Acceptance below this pivot confirms the inventory correction is underway and targets lower prices. Holding above it keeps the bullish continuation scenario in play.
Primary Support (S1): 30,679.00 (Overnight Low). The first major target for sellers and the bottom of the overnight range.
Secondary Support (S2): 30,585.00 - 30,525.00 (Prior Day VPOC / Prior Day VAL). This represents yesterday's area of "fair value" and is the logical end-point for a full inventory correction.

3. Primary Scenarios (If/Then)

A) Bearish Scenario: Inventory Correction (Primary Thesis - 83.0% Probability)

This scenario aligns with the high probability of mean reversion and the predicted Open Rejection-Reverse opening type (39.0% confidence).

Trigger: Rejection at or near the ONH (30,999.50) followed by a loss of the overnight developing VAH (30,930).
Confirmation: Sustained trade and acceptance below the Session Pivot (30,780). This signals that overnight longs are liquidating and sellers are in control.
Target 1: 30,680.25 (Gap Fill / Prior Day Settle) and the ONL (30,679.00).
Target 2: 30,585.00 (Prior Day VPOC). A test of this level would signify a complete repair of the overnight imbalance.
Invalidation: The market holds above the Session Pivot and achieves acceptance (e.g., a 30-minute bar closes) above the ONH (30,999.50).

B) Bullish Scenario: Trend Continuation / Short Squeeze (Secondary Thesis - 8.0% Probability)

This is the lower probability outcome where the market absorbs the early selling pressure and initiates a new leg of discovery.

Trigger: An initial dip is bought aggressively at or above the Session Pivot (30,780), preventing any significant inventory correction.
Confirmation: A decisive break and acceptance above the Primary Resistance zone (30,999.50 - 31,094.75). This traps shorts and forces overnight longs to add to positions.
Target 1: 31,200.00 (Psychological Level / Initial Price Discovery).
Target 2: 31,315.00 - 31,350.00 (Calculated using ATR-based extension from the breakout point).
Invalidation: A breakout above the ONH that fails to find acceptance and quickly reverses back below 30,930. This is a classic "look above and fail" pattern and would reinforce the primary bearish thesis.

C) Range/Choppiness Play (Low Probability - 9.0% Rotational Balance)

If the initial inventory correction stalls at the Session Pivot and the market fails to break the ONH, a rotational day could develop.

Boundaries: Fade moves toward the ONH (30,999.50) on the upside and the Session Pivot (30,780) on the downside, looking for responsive selling/buying activity and poor structure at the extremes. This is the least likely scenario given the gap-up condition.

4. Risk & Invalidation

Primary Risk Factor: The **100% Net