Live now: US500 levels today, walls and positioning →
US500 closed down 4.75 % on the day, trading between 7,303.20 and 7,706.37. The high came at 7:10 AM ET (12:10 UTC) and the low at 6:15 PM ET (23:15 UTC).
±3.5 % around price · at the close
Asia, London and New York, each summed up when it closes. Times follow local opening hours.
Written from the data, not opinion.
Positioning puts the upper wall at 7,475.00 and the lower wall at 6,925.00.
The bid wall at 7,681.91 held at 9:35 PM ET (02:35 UTC): about 8 US500 traded into it and price turned 6.45 USD away.
At 7:21 AM ET (12:21 UTC) a 430 US500 ask wall at 7,719.25 was pulled before price reached it.
Classified from every trade at the wall's own price, not from candles. What is a liquidity wall?
| Event | Wall | Time |
|---|---|---|
| Held | Bid wall 7,681.91 8 US500 traded into it, price turned 6.45 USD Open in Depth → | 9:35 PM ET (02:35 UTC) |
| Pulled | Bid wall 7,657.75 532 US500 wall, 532 US500 removed in 0.3 s, almost nothing traded Open in Depth → | 1:46 AM ET (06:46 UTC) |
| Pulled | Ask wall 7,719.25 430 US500 wall, 430 US500 removed in 0.3 s, almost nothing traded Open in Depth → | 7:21 AM ET (12:21 UTC) |
| Pulled | Bid wall 7,437.40 351 US500 wall, 260 US500 removed in 0.3 s, almost nothing traded Open in Depth → | 11:57 AM ET (16:57 UTC) |
| Eaten | Bid wall 7,391.97 120 US500 of 163 US500 traded away Open in Depth → | 1:45 PM ET (18:45 UTC) |
Where public open positions would be liquidated, by price: the upper wall, lower wall, flip and fast walls (20x leverage or more). It is an estimate from part of the market's positions. Looking for the call wall, put wall or gamma flip? These are the same kind of levels, built from where traders hold positions rather than from options. End of day.
| Upper wall Largest cluster of liquidations above the price (our call wall alternative) | 7,475.00 from 8,100.00 |
| Lower wall Largest cluster of liquidations below the price (our put wall alternative) | 6,925.00 from 7,675.00 |
| Flip Where liquidations below equal liquidations above (our gamma flip alternative) | 7,300.00 from 7,675.00 |
| Upper fast wall Positions with 20x leverage or more | 7,475.00 from 7,725.00 |
| Lower fast wall Positions with 20x leverage or more | 7,300.00 from 7,675.00 |
Largest walls within 2.5 % of price.
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Open DepthMethod. Price, volume and order book from perpetual futures. Positioning shows where public open positions would be liquidated, by price; it is an estimate from part of the market's positions. A wall is "held" when trades hit it and price turned, "pulled" when it vanished within seconds with almost nothing traded, "eaten" when most of it was traded away. Times are New York time (ET), with UTC in brackets. Updated 06 Nov 7:07 PM ET the evening before (00:07 UTC).