Emini S&P Afterhours Behaviour Part 4 – Statistics on Projected RTH Price Boundaries

One set of the statistics that I often mention in the real-time chat is the AH High / Low / Mid statistics.

For the Emini S&P, Nasdaq 100, and Dow, these index future contracts have 2 separate trading sessions. First the regular trading hours (RTH) is from 9:30 am to 4:15 pm Eastern Time. Then any trading activities outside of RTH, including holiday trading during RTH, is part of afterhours (AH).

Following is a table of the probabilities of selected AH price levels that are tagged during the RTH session right after.

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