HomeArchive › July 10, 2026

ES dealer levels & regime call — July 10, 2026

The morning call was compression and the session realized compression — graded HIT against realized RTH volatility versus the 20-day median. ES ran a 58.5-point range and closed higher, touching 3 of 4 published dealer levels.

COMPRESSIONMorning call
COMPRESSIONRealized
HITResult
LONG GAMMADealer gamma
+19.71BNet GEX
58.5 ptsRTH range
7,596.75 → 7,619Open → Close
7563758576087631Call WallPut WallMax Pain09:3011:0712:4414:2115:58

The morning dealer levels, graded

Published with the morning roadmap before the open; "touched" means the session traded at the level.

LevelPriceTypeSession
Call Wall7,601.99supply / call walltouched
Put Wall7,591.99demand / put walltouched
Gamma Flip7,413.74gamma flipuntouched
Max Pain7,576.99max pain / settlementtouched

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.

← July 9, 2026 · All sessions · July 20, 2026 →

Research and decision support, not execution advice or a trade recommendation. Futures and options involve substantial risk. Historical data shown for research purposes.