MicroFutures

How We Build the Daily Pre-Market Levels

By Diego Alducin · Published 2026-05-27 · Last reviewed 2026-05-27

What this page is: the full method behind the daily pre-market levels post.

Each trading morning we publish one short post with the prior session’s high, low and close, the overnight range, and a handful of computed support and resistance levels on the MES (Micro E-mini S&P 500) contract. This page explains exactly how those numbers are produced and, just as importantly, what they are not.

It is facts, not advice. The post never predicts direction, never assigns a bias, never reacts to news, and never tells anyone to buy or sell. It reports where price has already traded and where well-known reference levels sit. What you do with that is entirely your call.

What the daily post contains

One post per trading session, published before the U.S. cash open. It contains three things, all of them backward-looking or deterministic:

  1. A prior-session recap — the regular-hours open, high, low, close, and range of the previous session.
  2. The overnight range — the high and low traded during the Globex session leading into the open.
  3. Key support and resistance levels — a small set of computed levels nearest to where price is currently trading.

That is the whole post. There is no “we expect X today,” no entry, no target, no stop. Those omissions are intentional and permanent — see what this is not below.

Where the data comes from

Every number is computed from the real MES futures contract — the same instrument the post is about — not from a stock-index ETF used as a stand-in. We pull price bars from a free public market-data feed (Yahoo Finance) at four resolutions:

IntervalUsed for
1-minuteExact session high/low/close; the volume profile
15- & 30-minuteIntraday structure and swing context
DailyPrior-week and prior-month highs, lows and closes

Because the public feed only serves a rolling window of intraday history, we store each pull in a local database so our own history accumulates over time. Using the actual futures contract (rather than the SPY ETF) matters: MES trades nearly 24 hours, so the overnight range — which frequently defines the levels that matter at the cash open — is captured directly.

An honest limitation: this is a consolidated retail data feed, not direct exchange tick data. It is accurate enough to compute reference levels, but it is not execution-grade. Overnight bars in particular can be thin. Always confirm any level against your own broker’s chart before relying on it.

The levels we compute

The levels fall into two tiers. The first tier is pure fact — prices that actually traded. The second tier is deterministic — widely-used formulas with no judgment or opinion in them.

Tier 1 — reference levels (facts)

LevelDefinition
Prior day H / L / CThe previous regular-hours session’s high, low and close
Overnight H / LHigh and low of the Globex session into the open
Prior week H / LThe last completed week’s high and low
Prior month H / LThe last completed month’s high and low

Tier 2 — derived levels (deterministic)

LevelHow it’s computed
Floor-trader pivotsClassic pivot formula from the prior session’s H/L/C (below)
Session VWAPVolume-weighted average price of the prior session
Volume point of control (POC)The price where the most volume traded; plus the value-area edges

The floor-trader pivot is a standard formula used by traders for decades. The central pivot P is the average of the prior session’s high, low and close; the support and resistance levels step out from it:

Why higher timeframes for levels, but 1-minute for the rest

One-minute data is too noisy to find levels — it produces hundreds of tiny swings with no structure. So we don’t use it to detect support and resistance. We use it for the two things it’s genuinely good at: pinning down the exact high, low and close of a session, and building the volume profile (which needs volume measured at each price). The structural levels come from the 15-minute, 30-minute, and daily bars, where the noise averages out and real reaction points stand out.

Confluence — why we cluster levels into zones

A single level computed from a single method is fragile. The more robust signal is confluence: when several independently-computed levels land close together, that price area is more meaningful than any one of them alone.

So after computing every level, we cluster the ones that fall within a small tolerance band into a single zone, and we rank zones by how many independent sources fall inside them. A zone where the prior-day close, the session VWAP, and the daily pivot all sit within a few points is stronger than an isolated level. When the daily post has room for only a few numbers, the highest-confluence zones nearest to price are the ones that earn the spot.

Worth repeating: a confluence zone is still an observation about price history and well-known formulas. It is not a forecast that price will bounce or break there. It marks where attention has historically clustered — nothing more.

What this is not

To be completely clear about the line we draw:

Limits and risk

Levels describe the past. Markets are not obligated to respect any level, and a level that held yesterday can break without warning today. The data feed is consolidated and can contain gaps, especially overnight. Computed levels are zones of interest, not precise prices — treat them as approximate.

Trading micro futures carries real risk. The performance-bond margin model means a small adverse move can represent a large percentage loss on the margin posted, and losses can exceed your initial deposit if positions are not actively managed. Nothing on this page or in the daily post is trading, investment, or tax advice, or a recommendation to trade any instrument. Do your own analysis, manage your own risk, and backtest any idea before you trust it.

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Frequently asked questions

Is the daily pre-market levels post trading advice?
No. The post states objective facts about where price has traded — the prior session’s high, low and close, the overnight range, and computed support/resistance levels. It contains no prediction of direction, no entry, target or stop, and no recommendation to buy or sell anything. Support and resistance levels are observations of price history, not signals to act. Nothing on this site is trading, investment, or tax advice.
Where does the price data come from?
From the real CME Micro E-mini S&P 500 (MES) futures contract, using a free public market-data feed (Yahoo Finance). We pull bars at one-minute, fifteen-minute, thirty-minute, and daily intervals and store them locally so our history grows over time. This is a consolidated retail data feed, not direct exchange tick data — accurate enough to compute reference levels, but not suitable for order execution. Levels are always worth confirming against your own broker’s chart.
Why use MES futures data instead of the SPY ETF as a proxy?
Because the audience trades MES, and MES trades nearly 24 hours while SPY only trades during the ~6.5-hour cash session. Using the actual futures contract means the overnight (Globex) range — which often sets the levels that matter at the cash open — is captured directly, instead of being approximated from a correlated instrument. The levels you see are computed on the same contract you would trade.
What is a confluence zone?
A confluence zone is a price area where several independently-computed levels land close together — for example, the prior-day close, the session VWAP, and the daily pivot all within a few points of each other. When multiple methods point to the same price, that area has historically drawn more attention from market participants, which is why we cluster nearby levels into a single zone and rank zones by how many independent sources fall inside them. A confluence zone is still an observation, not a prediction that price will react there.
What is the volume point of control (POC)?
The point of control is the price level at which the most volume traded over a given session — the peak of the session’s volume-at-price profile. The value area is the contiguous band of prices around the POC that contains roughly 70% of the session’s volume. We build the profile from one-minute bars, which is the one place fine-grained data genuinely helps. POC and value-area edges are commonly watched reference levels because they mark where the most business actually got done.
Do you predict which way the market will move?
No, deliberately. The daily post never calls direction, never assigns a bias, and never reacts to news. It reports what already happened (the prior session and overnight range) and where deterministic, widely-used reference levels sit. The decision about what to do with that information is entirely the reader’s, and should be made with their own analysis and risk management.

Methodology & sources

Price data is sourced from a free public Yahoo Finance market-data feed for the CME Micro E-mini S&P 500 (MES) continuous front-month contract, pulled at 1-, 15-, 30-minute and daily intervals and accumulated in a local store. Level definitions follow standard market convention: floor-trader pivots, volume-weighted average price (VWAP), and volume-profile point-of-control / value-area methods are long-established and publicly documented. Regular trading hours are defined as the 9:30 a.m.–4:00 p.m. Eastern cash session; the overnight range covers the Globex session into the open. Figures are computed automatically each session and are approximate; the underlying feed is consolidated retail data and is not execution-grade. No content on this page constitutes trading, investment, or tax advice or a recommendation to trade any instrument.