MNQ day review

Thursday, Aug 20, 2026 · MNQ.U26 -48 pts open 29,352.75 · close 29,304.25 ← all days today →

The whole day

29,18729,25729,32729,39729,46729,53709:0010:0011:0012:0013:0014:0015:009:30 openPrior close 29,521IBH/OR15H/HOD 29,470PDL 29,376OR15L 29,338IBL 29,304LOD 29,269ONL 29,240

Calls and outcomes

TimeSetupEntryStopTargetOutcome
15:25D short (paper)
15:30 go-with-the-day
29,304.7529,324.0929,202.50loss (-1.0R)

Your trades

EntrySideInOutPts$Tag
15:15short29,286.2529,276.75+9.50+19unplanned

How the day played out

The day opened at 29,353, ranged 268 points (29,202 to 29,470), and closed at 29,304 (-48 from the open). The high printed at 09:35 and the low at 14:15 ET.

The middling 168-point gap never filled; yesterday's close at 29,521 was left behind.

The first hour was indecisive (body 0.01): a chop morning, where breakouts fail and the playbook wants patience over trades.

The system made 1 call: 0 won, 1 lost, -1.0R in total (paper).

You traded 1 round trip: +9.50 pts ($+19.00). 1 of them was outside the system (tagged unplanned): compare those with the calls above.

Levels at the close

LevelPriceStatus
PDH29,742.00fresh
ONH29,688.50fresh
Prior close29,521.25reference
IBH29,470.25fresh
OR15H29,470.25fresh
HOD29,470.25fresh
ON mid29,464.38reference
PDL29,375.75tested 09:30
VWAP29,343.60reference
OR15L29,338.50broken (closed through)
IBL29,304.50tested 11:25
LOD29,269.25broken (closed through)
ONL29,240.25broken (closed through)

Every alert

07:25 UPDATE
Early morning update (MNQ.U26), 07:25 ET bar: 29,425.25. Phase: pre-market.

In plain English: Overnight the market moved down about 96 points from yesterday's 29,521 close, a small gap. Gaps that size usually get filled, so 29,521 is a magnet today. We are below the middle of the overnight range, which usually means the overnight low (29,422) gets tested before the other end. Nothing to do yet. The job before 9:45 is to let the open sort itself out and see which levels get hit. Either way it is one trade, one micro, with a stop of roughly 22 to 44 points ($44 to $89), a target about one and a half times that, sent as a bracket so it runs without you.

Levels: PDH 29,742.00 (+317) | ONH 29,688.50 (+263) | ON mid 29,555.38 (+130) | Prior close 29,521.25 (+96) | ONL 29,422.25 (-3) | PDL 29,375.75 (-50)
5m ATR 30 | daily ATR 490 | 9/21 EMA 29,483/29,508
Watch:
- Price is below the ON mid (29,555.38): ONL usually breaks first (~76%); ONH is reached first only ~23%.
- Gap -96 pts is tiny (0.20 daily ATR): the prior close 29,521.25 is a magnet (fills ~78%); expect the overnight range to get swept.
- 9:30-9:45: watch only. A third of overnight-level breaks happen in the first 5 minutes; most whipsaws live here.
- Price is 83 pts from the 21 EMA (>2 ATR): extended, do not chase; wait for the pullback.
- Stop sizing right now: 0.75x ATR = 22 pts ($44/micro), 1.5x cap = 44 pts.
Full page: https://peltonsites.com/mnq/
08:25 UPDATE
Pre-open update (MNQ.U26), 08:25 ET bar: 29,277.25. Phase: pre-market.

In plain English: Overnight the market moved down about 244 points from yesterday's 29,521 close, a middling gap. We are below the middle of the overnight range, which usually means the overnight low (29,264) gets tested before the other end. Nothing to do yet. The job before 9:45 is to let the open sort itself out and see which levels get hit. Either way it is one trade, one micro, with a stop of roughly 25 to 50 points ($50 to $101), a target about one and a half times that, sent as a bracket so it runs without you.

Levels: PDH 29,742.00 (+465) | ONH 29,688.50 (+411) | Prior close 29,521.25 (+244) | ON mid 29,476.00 (+199) | PDL 29,375.75 (+98) | ONL 29,263.50 (-14)
5m ATR 34 | daily ATR 490 | 9/21 EMA 29,321/29,386
Watch:
- Price is below the ON mid (29,476.00): ONL usually breaks first (~76%); ONH is reached first only ~23%.
- Gap -244 pts (0.50 daily ATR): mixed odds of a fill (~25-40%).
- 9:30-9:45: watch only. A third of overnight-level breaks happen in the first 5 minutes; most whipsaws live here.
- Price is 108 pts from the 21 EMA (>2 ATR): extended, do not chase; wait for the pullback.
- Stop sizing right now: 0.75x ATR = 25 pts ($50/micro), 1.5x cap = 50 pts.
Full page: https://peltonsites.com/mnq/
09:10 BRIEF
MNQ morning map, Thu Aug 20 (MNQ.U26)
PDH 29,742 | PDL 29,375.75 | prior close 29,521.25
ONH 29,688.50 | ONL 29,240.25 | ON mid 29,464.38
Pre-open 29,338.25: below ON mid -> ONL usually breaks first (~76%).
Gap -183 pts = 0.37 daily ATR (mid-size gap, ~25-40% fill).
Daily ATR 490 | 5-min ATR 31
News: nothing high-impact on the calendar.
Rules: nothing before 9:45, max 3 alerts, flat by 11:30.
09:40 UPDATE
Window open, first 15 minutes done (MNQ.U26), 09:40 ET bar: 29,442.75. Phase: open, watch only (9:30-9:45).

In plain English: Overnight the market moved down about 168 points from yesterday's 29,521 close, a middling gap. We are below the middle of the overnight range, which usually means the overnight low (29,240) gets tested before the other end. Price is above today's average price (29,414), so the buyers have the upper hand so far. Nothing to do yet. The job before 9:45 is to let the open sort itself out and see which levels get hit. Either way it is one trade, one micro, with a stop of roughly 31 to 61 points ($61 to $123), a target about one and a half times that, sent as a bracket so it runs without you.

Levels: PDH 29,742.00 (+299) | ONH 29,688.50 (+246) | Prior close 29,521.25 (+78) | ON mid 29,464.38 (+22) | VWAP 29,413.67 (-29) | PDL 29,375.75 (-67) | ONL 29,240.25 (-202)
5m ATR 41 | daily ATR 490 | 9/21 EMA 29,384/29,370
Watch:
- Price is below the ON mid (29,464.38): ONL usually breaks first (~76%); ONH is reached first only ~23%.
- Gap -168 pts (0.34 daily ATR): mixed odds of a fill (~25-40%).
- ONH 29,688.50 (+246 pts) is fresh: a poke of less than ~20 pts that closes back inside = Setup A short; a body close through it on heavy volume = a break, do not fade.
- PDH 29,742.00 (+299 pts) is fresh: a poke of less than ~20 pts that closes back inside = Setup A short; a body close through it on heavy volume = a break, do not fade.
- ONL 29,240.25 (-202 pts) is fresh: a poke of less than ~20 pts that closes back inside = Setup A long; a body close through it on heavy volume = a break, do not fade.
- Stop sizing right now: 0.75x ATR = 31 pts ($61/micro), 1.5x cap = 61 pts.
Full page: https://peltonsites.com/mnq/
10:25 READ
10:30 read (MNQ.U26): first-hour body 0.01 (down) -> mode chop.
IB 29,304.50-29,470.25 (166 pts = 0.34 daily ATR; narrow, extension likely).
Price 29,350.50 below VWAP 29,379.15; 21 over 9; VWAP crosses in hour one: 5.
Chop: no Setup B; at most one Setup A at an outer level, or take the morning off.
11:25 DONE
11:30, morning session over (MNQ.U26). Flat now; the afternoon window opens at 13:00 with the day's high/low as its levels.
Today: 0 heads-up, 0 confirmed.
Your trades today: no trades.
12:55 READ
13:00 afternoon read (MNQ.U26): price 29,379.75, above VWAP 29,365.88; first hour was down; morning mode chop.
Afternoon levels: day high 29,470.25 (+90) and day low 29,269.25 (-110).
Plan: a shallow poke of either that closes back inside = Setup A fade; a 5-min close through either = Setup C, join the first pullback (these held into the close ~2 of 3 times, best when they agree with the first hour). Lunch range is not a level.
5-min ATR 37: stops 28-55 pts. Caps: 0/2 afternoon alerts. Flat by 15:55.
13:50 HEADSUP
HEADS-UP: Setup B (short) pullback is in the zone. Direction from close below IB low; drive extreme 29,282.00, pullback to 29,326.25 (44% retrace), 21 EMA 29,321.68, VWAP 29,361.33. Watch for a trend bar closing below the 9 EMA (29,307.20) and the prior bar's low. Stop would be ~29,331.25 (30 pts).
14:55 READ
15:00 power hour (MNQ.U26): price 29,243.50, day down from the 29,352.75 open, below VWAP 29,348.38.
Day high 29,470.25 / low 29,202.50. Last hour made a new day extreme on ~43% of days, but breakouts of the 2-3pm range failed ~65%: only continuation WITH the day's direction counts, and a shallow poke of the day high/low that closes back inside is still a fade.
Everything closes by 15:55. No overnight.
15:15 TRADE
Filled: now short 1 from 29,286.25.
15:17 TRADE
Trade closed: short 1 MNQ.U26 29,286.25 -> 29,276.75 = +9.50 pts ($+19.00), held 2 min, unplanned. Today: 1 trade, 1 win, +9.50 pts ($+19.00).
15:25 PMSETUP
AFTERNOON SETUP (paper-tracked, no ticket) SETUP D SHORT at 15:30 ET, MNQ.U26: go with the day into the close.
Day is down 216 pts from yesterday's close (0.74%), first hour agrees.
Entry ~29,304.75 | Stop 29,324.09 (19 pts, $39) | Target 29,202.50 (5.3R, $204) | hold to 15:55, then flat.
Why: the last half hour tends to go the way the day went (two futures studies, ~55% hit, 61% when the first hour agrees; our own data +0.1R per trade). Small edge, so size stays 1 micro.
15:35 INFO
Setup D short from 15:25: hit STOP at 15:40 (-1.0R).