About
One market, one chart, every session.
Day Trader Report is about one style of trading, day trading momentum, in one instrument, Nasdaq-100 futures. It follows them through a single view: the regular session on a five-minute chart with the same indicators under it every day. It is an independent publication for people who trade intraday and want to study what a session did after it is over.
What is on the site
- The latest session: the chart, with each indicator’s reading at the close beside it.
- The archive: 40 sessions so far, from Monday, September 21, 2026, each on the same chart.
- The letter on Substack: what happened in a session and which day-trading opportunities it offered.
- The indicators: one page for each of the 9, with what it measures, the exact rule, how to read it, how it can be used in a trade and example sessions.
The style: momentum
Momentum day trading means taking the strong, one-directional moves of a session, long or short, and staying out of everything else. Most of a trading day is not a momentum move. The work is telling the two apart while they are happening.
The indicators on the chart were built for that job. Move Health measures the force of a move. VXN shows whether the options market agrees. The breadth panes show whether the rest of the market is taking part. A trade is strongest when they line up, and it is usually finished when they stop.
The site is not a guide to scalping, fading or holding overnight, and the indicators are not tuned for those.
Why one chart
Day trading is mostly pattern recognition, and patterns are easier to learn when the view never changes. Every session here is drawn the same way, with the same panes in the same order, so a selloff in September can be laid beside a selloff in November and compared bar by bar.
The indicators cover three questions a price chart cannot answer alone. Is this move strong enough to hold? Are options traders paying up for protection? Is the rest of the market taking part, or is the index moving without it?
Rules you can check
Every indicator is computed by a fixed rule that is printed on its page, and the readings beside each chart come from those rules, not from a judgment made after the fact. Where a threshold is a round number chosen by hand, the page says so.
The site describes what happened. It does not tell you what to trade, and none of the indicators has been tested here as a trading system. The methodology covers the data and its limits.
Corrections
Found a figure that looks wrong? Send the session date, the indicator and what you expected to info@thetrading.tools.
The site and the letter are research and education. Nothing here is a recommendation to buy or sell a futures contract or personalized investment advice.