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% Bullish/Long/Call Trigger
0 Previous Close
-23.6% Bearish/Short/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: 3,454/4,400 = 78.5%
78%
+0.382 to +0.50: 2,745/3,454 = 79.5%
79%
+0.50 to +0.618: 2,165/2,745 = 78.9%
79%
+0.618 to +0.786: 1,492/2,165 = 68.9%
69%
+0.786 to +1.00: 908/1,492 = 60.9%
61%
+1.00 to +1.236: 488/908 = 53.7%
54%
-0.236 to -0.382: 3,231/4,090 = 79.0%
79%
-0.382 to -0.50: 2,576/3,231 = 79.7%
80%
-0.50 to -0.618: 2,116/2,576 = 82.1%
82%
-0.618 to -0.786: 1,580/2,116 = 74.7%
75%
-0.786 to -1.00: 1,057/1,580 = 66.9%
67%
-1.00 to -1.236: 637/1,057 = 60.3%
60%
+0.382 to +0.618: 2,165/3,454 = 62.7%
63% (Golden Gate Setup)
-0.382 to -0.618: 2,116/3,231 = 65.5%
65% (Golden Gate Setup)
+1.382 to +1.618: 139/311 = 44.7%
45% (Momentum Golden Gate)
-1.382 to -1.618: 290/460 = 63.0%
63% (Momentum Golden Gate)
PDC to +1.00: 908/6,582 = 13.8%
14% 0 to +1 ATR
PDC to -1.00: 1,057/6,582 = 16.1%
16% 0 to -1 ATR
PDC to +2.00: 38/6,582 = 0.6%
0.6% 0 to +2 ATR
PDC to -2.00: 123/6,582 = 1.9%
2% 0 to -2 ATR
+1.236 to +1.382: 311/488 = 63.7%
64%
-1.236 to -1.382: 460/637 = 72.2%
72%
SPY ATR Levels Probabilities
Measured within the same RTH day
Dataset: SPY 3m RTH
Period: 2000-01-03 to 2026-04-09
N = 6,582 trading days
Conditional arrows:
P(farther rung hit | current rung hit)
Static remake using measured SPY 3-min RTH data
ATR level framework: Saty Mahajan ยท satyland.com