The morning call was compression and the session realized compression — graded HIT against realized RTH volatility versus the 20-day median. ES ran a 70.25-point range and closed higher, touching 2 of 4 published dealer levels.
Published with the morning roadmap before the open; "touched" means the session traded at the level.
| Level | Price | Type | Session |
|---|---|---|---|
| Call Wall | 7,553.16 | supply / call wall | touched |
| Put Wall | 7,403.16 | demand / put wall | untouched |
| Gamma Flip | 7,333.71 | gamma flip | untouched |
| Max Pain | 7,553.16 | max pain / settlement | touched |
Grading rule: realized RTH volatility vs. the 20-day median — expansion if it exceeds, compression otherwise. Same rule every day, committed in advance (methodology). The running record is on the scorecard — this page graded HIT.
← June 30, 2026 · All sessions · July 2, 2026 →
Research and decision support, not execution advice or a trade recommendation. Futures and options involve substantial risk. Historical data shown for research purposes.
