Live now: US100 levels today, walls and positioning →
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US100 closed up 4.11 % on the day, trading between 26,652.0 and 28,018.9. The high came at 3:25 PM ET (20:25 UTC) and the low at 2:45 AM ET (07:45 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 28,100.0 and the lower wall at 27,900.0.
At 05:50 UTC a 137 US100 bid wall at 27,007.9 was pulled before price reached it.
At 20:28 UTC a 105 US100 ask wall at 28,011.0 was eaten by market orders.
Classified from every trade at the wall's own price, not from candles. What is a liquidity wall?
| Event | Wall | Time |
|---|---|---|
| Pulled | Bid wall 27,007.9 137 US100 wall, 126 US100 removed in 28.2 s, almost nothing traded Open in Depth → | 05:50 UTC |
| Pulled | Bid wall 27,126.5 101 US100 wall, 101 US100 removed in 87.0 s, almost nothing traded Open in Depth → | 12:47 UTC |
| Pulled | Bid wall 27,817.6 106 US100 wall, 94 US100 removed in 139.3 s, almost nothing traded Open in Depth → | 19:18 UTC |
| Eaten | Ask wall 28,011.0 95 US100 of 105 US100 traded away Open in Depth → | 20:28 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) | 28,100.0 from 27,600.0 |
| Lower wall Largest cluster of liquidations below the price (our put wall alternative) | 27,900.0 from 26,400.0 |
| Flip Where liquidations below equal liquidations above (our gamma flip alternative) | 28,000.0 from 26,800.0 |
| Upper fast wall Positions with 20x leverage or more | 28,100.0 from 27,600.0 |
| Lower fast wall Positions with 20x leverage or more | 27,900.0 from 26,400.0 |
Largest walls within 2.5 % of price.
See every wall form and disappear, live.The same data as this report, second by second, free in your browser.
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 UTC. Updated 10 Nov 00:08 UTC.