This overview uses a range-inclusion methodology: for each RTH session, any ATR level inside that day's regular-hours high-low range counts as hit. If SPX opens beyond a level, that level still counts as hit for this overall map. Each arrow reads as P(target hit | start level hit) for the same trading day. The year filter above updates this chart too; red deltas below the arrows show percentage-point change versus the all-years baseline.
Saty's chart is the benchmark. Our version rebuilds the same ATR ladder on FirstRateData SPX cash-index history using 1-minute bars aggregated to 3-minute RTH bars from 2008-2026. The timeframe and source window are slightly different, so the probabilities should not match exactly. They should be close. That closeness is the sanity check that our ATR math, level definitions, and inclusion rules are correct.
After the broad same-day map above, this interactive study switches to cleaner first-hit sequence logic: for every first-touch of an ATR level during regular hours, we ask whether the next adjacent level reached was the one further out (continuation) or the one closer to PDC (retrace). Filterable by the hour of day the level was first hit.
The grid below has one row per ATR level (lower at top, higher at bottom; PDC omitted as origin). Each cell is a (level, hour-bucket) cohort. Click any cell to load its full breakdown on the right: outcome distribution, time-to-next-level, and a 9-bin histogram of how fast the next level arrives. Use the toggle to color the heatmap by which outcome you care about. Striped cells have n < 50.
Click a starting level on the ladder. After each pick, the two adjacent rungs around the current level become live. This includes revisits, so a move from +1.00 back to +0.786 counts as the immediate retrace instead of requiring a full retrace through PDC. The stats panel can match either days whose adjacent-walk starts with your path, or days where that same path occurs anywhere in the day.
Try the Up to +1 ATR preset to load the path PDC → +0.236 → +0.382 → +0.50 → +0.618 → +0.786 → +1.00. From there, because you are on the upper side, retrace is the down/toward-PDC rung +0.786. On lower-side paths, retrace is the up/toward-PDC rung. You can keep walking all the way back toward call trigger, PDC, or back up to GG Open.
The path explorer only tracks new first-hit rungs. This panel answers the retouch question directly: after price hits the trigger and then opens the GG at Β±0.382, does a retrace back to the trigger before Β±0.618 change the odds of completing the Golden Gate?
Each card shows a level. Bars are stacked: green = continuation, blue = retrace, gray = level was last. Reading these top-to-bottom tells you the time-of-day shape for that level. The triggers (Β±0.236) flip from continuation-dominant in the morning to balanced midday and last-dominant near the close.
| Level | Name | Hour | N | %Beyond | %Behind | %Last | %Ambig | AvgβBey min | MedβBey | AvgβBeh min | MedβBeh |
|---|
L: first 3-minute bar where high ≥ L. Lower-side: low ≤ L. PDC: low ≤ PDC ≤ high. Gaps over a level still register as a hit at the opening bar.
high ≥ Li+1. Lower-side: low ≤ Li-1. "Beyond" always means further from PDC.
low ≤ Li-1 (price retreats toward PDC). Lower-side: high ≥ Li+1. The "behind" target may or may not have been hit earlier in the day — we only need price to revisit that level after the origin.
Full historical SPX sample, but N still matters. Most central-rung cells now have strong denominators. Extreme ATR rungs and narrow hour buckets can still be thin, so treat any low-N cell as directional context, not a standalone edge.
Trigger continuation is now measured on the full SPX file. Use the heatmap and detail panel for current values by rung and hour; the denominators now come from the FirstRateData build rather than the earlier short Tesrak window.
SPX is now a real historical sample. The page uses 4,612 RTH sessions and 20,736 public first-hit events after excluding ATR levels already passed at the RTH open. Per-rung extremes like Β±2 ATR still have smaller denominators, so use the shown N before leaning on those cells.
Best-result source choice. The 1-minute file is canonical because it preserves the most intrabar detail; the study aggregates it to the same 3-minute cadence used by the SPY cascade. The 5-minute, 30-minute, and 1-hour files are reference files, not the primary measurement source.
Timing is still bar-based. A same-bar adjacent move is counted as 0 minutes because OHLC only proves the level was touched inside that 3-minute window, not the exact second.