Features / LIVE / Session levels

The prior day, the opening range and the month, on the same chart as the dealer levels.

Five groups of reference prices, each with its own switch: the prior day, the opening range, the premarket, the prior week and the month to date. Where one lands on a wall or a level of interest they share one line, so you see at once that a price matters twice.

LIVE for today; free on every finished session (PM in LIVE only).

Open the terminalIn the LIVE guide

SPX chart with the opening range high and low and the month-to-date high drawn as thin lines beside the walls and levels of interest

Why: the reference prices of the sessions around the one on screen, joined with the dealer levels where they meet. Where: LAYERS > SESSION: PD, OR, PM, WEEK, MONTH.

How to use it

  1. Open LAYERS in the chart's header. The SESSION row has five switches, all off until you turn them on; the chart remembers your choice.
  2. PD: the prior day's high, low and close (PDH, PDL, PDC).
  3. OR: the opening range, 09:30 to 10:00 ET (ORH, ORL), dim while it forms and final from 10:00.
  4. PM: the premarket high and low, 04:00 to 09:30 ET (PMH, PML), in LIVE where the premarket is on the chart.
  5. WEEK: the prior calendar week's high and low (PWH, PWL); MONTH: the month's high and low to date (MTDH, MTDL).

How to read it

What it measures

Session levels come from prices, not from a book. The prior day's high and low are read from that session's per-second prices, so a high the replay of that day reached is the high on the line. Week and month come from the finished sessions before the day on screen; the month adds the day itself up to the cursor.

Limits

PM is LIVE only: a replay has no premarket on its chart. On ES, NQ and RTY every session level is moved by the day's basis, the same way the view moves its dealer levels.

Related

Questions

Where do the prior day's high and low come from?
From that session's per-second prices, the same series a replay of that day draws.
Why is the opening range dim?
It is still forming. It holds its final values from 10:00 ET.
Why is there no PM line on a replay?
The premarket is on the chart in LIVE only, from 04:00 to 09:30 ET.
Do session levels work on ES and NQ?
Yes. Every session level is moved by the day's basis, the same way the dealer levels are.

Open the terminalAll of LIVE