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SPX ATR Levels Probabilities
Year range: all years · Same-day range-hit P(target inside RTH | start inside RTH)
200% +2 ATR
178.6%
161.8%
150%
138.2%
123.6%
100% +1 ATR
78.6%
61.8% Midrange
50%
38.2% Golden Gate
23.6% Call Trigger
0 Previous Close
-23.6% Put Trigger
-38.2% Golden Gate
-50%
-61.8% Midrange
-78.6%
-100% -1 ATR
-123.6%
-138.2%
-150%
-161.8%
-178.6%
-200% -2 ATR
+0.236 to +0.382: 2,362/3,008 = 78.5%
79%
+0.382 to +0.50: 1,902/2,362 = 80.5%
81%
+0.50 to +0.618: 1,523/1,902 = 80.1%
80%
+0.618 to +0.786: 1,071/1,523 = 70.3%
70%
+0.786 to +1.00: 680/1,071 = 63.5%
63%
+1.00 to +1.236: 377/680 = 55.4%
55%
-0.236 to -0.382: 2,205/2,746 = 80.3%
80%
-0.382 to -0.50: 1,760/2,205 = 79.8%
80%
-0.50 to -0.618: 1,454/1,760 = 82.6%
83%
-0.618 to -0.786: 1,095/1,454 = 75.3%
75%
-0.786 to -1.00: 776/1,095 = 70.9%
71%
-1.00 to -1.236: 499/776 = 64.3%
64%
+0.382 to +0.618: 1,523/2,362 = 64.5%
64% (Golden Gate)
-0.382 to -0.618: 1,454/2,205 = 65.9%
66% (Golden Gate)
+1.382 to +1.618: 118/239 = 49.4%
49% (Momentum Golden Gate)
-1.382 to -1.618: 242/374 = 64.7%
65% (Momentum Golden Gate)
PDC to +1.00: 680/4,612 = 14.7%
15% (0 to +1 ATR)
PDC to -1.00: 776/4,612 = 16.8%
17% (0 to -1 ATR)
PDC to +2.00: 31/4,612 = 0.7%
0.7% (0 to +2 ATR)
PDC to -2.00: 114/4,612 = 2.5%
2% (0 to -2 ATR)
+1.236 to +1.382: 239/377 = 63.4%
63%
-1.236 to -1.382: 374/499 = 74.9%
75%
SPX ATR Levels Probabilities
Window: all years
Dataset: SPX 1m → 3m RTH
FirstRateData · 2008-01-02 to 2026-05-01
N = 4,612 trading days
Red delta under each arrow:
percentage points vs all-years
Methodology:
Range-hit, not sequence-based.
Counts any level inside RTH range.
Gap-open-passed levels count.
Overall chart: range-hit probability, not sequence-based GG completion
Filtered by parent page year + VIX controls; gap-open-passed levels count as hits
ATR level framework: Saty Mahajan · satyland.com