01 · The daily-level sweep and reversal
Price sweeps the prior day's high or low, takes out the stops, and reverses. One of the highest-frequency setups on ES — and one of the cleanest to trade when the indicators agree.
- ·Entry: on the rejection candle after price pokes through yesterday's high/low — or a limit at the level itself for the next retest.
- ·Stop: just beyond the swept high/low. Invalidation is clean: a close back above the level means the sweep was real.
- ·Target: VWAP for a first partial, the session POC or opposite extreme for the runner.
Intraday Key Levels
Plots the prior day's H/L automatically — you're not eyeballing the level, it's drawn before the session opens.
See the Intraday Key Levels indicator →02 · VWAP bounce in a trending session
On a clean trend day price repeatedly pulls back to the session VWAP before continuing in the trend direction. The pullback-to-VWAP trade is one of the highest-probability continuations on the tape.
- ·Entry: first rejection candle off VWAP, in the trend direction.
- ·Stop: beyond the VWAP rejection point — small enough that R:R is at least 2:1 to the next level.
- ·Target: the next ±1σ band, or the session extreme.
Session VWAP
Session-Anchored VWAP with ±σ bands — the anchor point and the target zones in one tool.
See the Session VWAP indicator →03 · Initial Balance extension
The first hour of regular trading defines the Initial Balance. A break of the IB high or low with momentum often extends to 1.5× or 2× the IB range. Direct, measurable, and the targets are set before the entry.
- ·Entry: close above IB high / below IB low on elevated volume.
- ·Stop: back inside the IB range.
- ·Targets: 1× IB extension for a first partial, 2× for the runner. 3× on very strong days.
Initial Balance
Draws the IB range and projects the 1×/2×/3× extension levels live — the targets are on the chart before the entry is taken.
See the Initial Balance indicator →04 · The triple-confluence setup
The highest-probability of the six. Three independent references agree at the same price: a structural level (pivot, IB edge, session VWAP), a volume reference (POC or Value Area boundary), and an order-flow confirmation (delta imbalance or FVG retest).
When all three agree, the setup is almost self-executing — you're not making a judgement call, you're waiting for the conditions to stack. When they don't agree, skip the session. These trades don't print every day; when they do, size up.
05 · FVG retest with delta confirmation
A bullish or bearish Fair Value Gap forms during an impulsive move. Price retraces to the gap; at the retest, the Delta Profile shows aggressive buying (at a bullish retest) or aggressive selling (at a bearish retest). The combination — geometric level plus aggressive-flow confirmation — is significantly more reliable than either alone.
- ·Entry: inside the gap on the delta-confirmed rejection.
- ·Stop: beyond the gap's far edge.
- ·Target: next liquidity level in the trend direction.
Delta Profile
Net delta per price level — the aggressive-flow read that tells you whether the retest is being defended.
See the Delta Profile indicator →06 · Opening Range fade
When the first-five-minute Opening Range breaks but fails — price pokes through the ORB high or low, fails to hold, and closes back inside — a strong fade setup forms. The failed-breakout reverse is often the highest-odds trade of the first thirty minutes.
- ·Entry: on the close back inside the ORB.
- ·Stop: just beyond the ORB extreme that failed.
- ·Target: the opposite ORB boundary or VWAP.
Opening Range
Draws the five-minute Opening Range and the half-back — the failed-breakout is visible the instant the close-back-inside prints.
See the Opening Range indicator →What the six have in common
They all share the same shape: a specific level, a specific entry trigger, a tight invalidation, and a measurable target. They all need an indicator to make the level visible in real time — none of them works if you're drawing the references after the fact. And they all work better on ES and NQ during RTH than on any other instrument at any other time.
Pick one. Run it for a month. Grade yourself on adherence, not P&L. Add the next one only when the first feels boring.