ES (SPX, SPY) Analyses, Key Zones, Setups Thus (Sep 30)

SESSION DRIVERS
• Europe: Germany CPI/HICP prelim came in hotter (2.4% y/y).
• Energy: OPEC+ chatter about a possible +500k b/d hike hit crude; watch cross-asset spillover.
• U.S. tape: Headlines around government-funding risk; yields eased into week-start.
→ Net: headline sensitivity + range tendencies early; let NY cash open set the tone.

INTRADAY BIAS & SCENARIOS
Base case: Range-to-down if 6714–6724 caps on first tests → rotate toward 6696 then 6669.
Alternative: Acceptance above 6724 flips momentum up → test 6731–6736 stops; extension possible toward 6750/6763 if buyers hold retests.
Threshold: 6696/6694 pivot (ONL/London Low). Below = opens magnets 6686 → 6669. Above and accepted = re-target 6714/6724.

LEVEL-KZ PROTOCOL (15/5/1) — SETUPS:

Tier-1 (A++) Acceptance Continuation — LONG above 6724
Trigger: 15m full-body close >6724.
5m: Pullback holds 6720–6724 and re-closes up.
1m Entry: HL reclaim.
SL: Below 15m trigger wick or 6716 (whichever is lower).
• TP1: 6731–6736, TP2: 6750, TP3: 6763.
Management: At TP1 close 70%, runner 30% to BE; no trail before TP2.

Tier-1 (A++) Rejection Fade — SHORT at 6714–6724
Trigger: 15m rejection that closes back below 6714.
5m: Re-close down with LH.
1m Entry: First pullback lower-high.
SL: Above 6728 (or 15m wick high).
TP1: 6696–6694, TP2: 6689–6685, TP3: 6672–6666.
Notes: Best on first touch during NY AM.

Tier-2 (A+) Quick-Reclaim Bounce — LONG at 6672–6666
Trigger: Sweep 6666 → instant reclaim; 15m closes back above 6672.
5m: Re-close up holding the band.
1m Entry: HL.
SL: Below 6658.
• TP1: 6696, TP2: 6714–6724, TP3: 6731–6736.
Size: ¾ normal.

Tier-3 (A) Exhaustion Flush — LONG at 6654–6650 or 6639–6636
Trigger: Exhaustion wick + 15m close back inside; 5m re-close up.
SL: 6–8 pts below the wick (respect the 15m anchor).
• TP1: 6666–6672, TP2: 6696, TP3: 6714.
Size: ½ normal. Use only if velocity spike + capitulation tells.

RISK & EXECUTION GUARDRAILS
• Hard SL on the relevant 15m wick ±0.25–0.50 pts.
• Viability gate: TP1 ≥ 2.0R.
• Max 2 attempts per level per session; time-stop 45–60m if neither TP1 nor SL hits.
• Daily guardrails: stop trading at −2R net or lock gains at +3R net.
• Lunch 12:00–13:00 manage only; PM window 13:30–16:00 for second pass.