The data and the rules.

What the indicators are for

The method serves one style of trading: day trading momentum. Every indicator on the chart was chosen or built to help with one of three questions about a strong intraday move, long or short.

• Is there a move? Move Health, read with the price against the session open and the two moving averages.
• Is it confirmed? VXN and its distance from its average for the options market, and cumulative TICK, the advance-decline ratio and up/down volume for the rest of the stock market.
• Is it over? The same readings, when they stop getting stronger and begin to disagree.

That purpose decides what is left out. There are no overbought or oversold oscillators, no reversal patterns and no levels from prior days, because those belong to other ways of trading.

Data

All series are five-minute bars from TradeStation. NQ is the continuous front-month Nasdaq-100 futures contract. VXN is the Cboe Nasdaq-100 Volatility Index. The breadth series are the exchange-wide TICK, advancing and declining issues, and up and down volume for the Nasdaq market and for the Nasdaq-100.

A bar is labeled by the time it starts, in Eastern time. The 9:30 bar covers 9:30 to 9:35.

What a session is

A session is the regular trading hours, 9:30 to 16:00 Eastern: 78 five-minute bars. The breadth series print only in those hours, which is why the chart stops there even though NQ trades almost around the clock. A shortened holiday session is kept and marked as shortened.

Once a session is archived its file is not rewritten. If a rule changes later, the affected sessions are rebuilt and the change is noted here.

The indicator rules

Each indicator’s page states its rule in full. In brief:

• Session Open Line: The opening price of the first five-minute bar of the regular session (9:30 Eastern).
• Move Health: Each bar is scored on five checks: a high above the prior three highs, a low below the prior three lows, the bar's direction weighted by the size of its body, a close above a rising (or below a falling) seven-bar average, and implied volatility below (or above) its eleven-bar average.
• VXN: Cboe's VXN index, five-minute closes.
• VXN Distance: VXN minus its eleven-bar exponential moving average, in volatility points.
• Nasdaq Cumulative TICK: Each five-minute bar of $TIKQ contributes the average of its high, low and close.
• Nasdaq Advance-Decline Ratio: Advancing issues minus declining issues, divided by advancing plus declining issues.
• Nasdaq-100 Advance-Decline Ratio: Advancing issues minus declining issues, divided by advancing plus declining issues.
• Nasdaq Up/Down Volume: When up volume leads, the reading is up volume divided by down volume.
• Nasdaq-100 Up/Down Volume: When up volume leads, the reading is up volume divided by down volume.

Move Health and the two moving averages are computed over the continuous NQ series, overnight bars included, so they are already warmed up at 9:30. Cumulative TICK restarts at zero each session. A breadth bar that is missing carries the session’s previous value forward.

The labels beside the chart

• Cumulative TICK is bullish when the total ends above zero and more than 55% of bars added to it, bearish when it ends below zero and more than 55% of bars subtracted, and mixed otherwise.
• An advance-decline ratio beyond ±0.70 is lopsided, beyond ±0.10 positive or negative, and even inside that.
• Up/down volume beyond ±2 means one side leads, and is even inside that.
• Move Health is quiet inside ±25, a move beyond ±25 and strong beyond ±100.

These cut-offs are round numbers chosen by hand. They describe a reading and have not been tested as signals.

Known limits

• Back-adjusted prices. The continuous contract is adjusted at each quarterly roll, so a session archived before a roll can show price levels that differ from the prices as traded that day. Moves in points and every indicator are unaffected.
• VXN is not NQ implied volatility. It is computed from Nasdaq-100 index options. A futures platform that derives implied volatility from NQ options will show a similar but not identical line. VXN also has no overnight session, so its last value is carried to the open when its average is computed.
• Move Health was tuned by eye. Its settings were chosen in November 2026 from a handful of sessions. It has not been tested as a trading rule.
• The archive is short. Example sessions on the indicator pages are drawn from the sessions archived so far and will change as the record grows.
• End of session only. Nothing on the site is live.