Oyamori Daily Brief: OPEN Edition — 2026-08-21 09:45 ET

Validity Window: Valid until 11:30 ET.

765.34 (+0.36%)
SPY
712.21 (+0.18%)
QQQ
299.86 (+0.74%)
IWM
15.42
VIX

1. Opening Range (OR) & Gap Analysis

OR Window: 09:30 - 09:45 ET

Symbol OR High OR Low Verdict Status
SPY 765.76 764.64 Inside NO TREND YET
QQQ 714.79 711.40 Inside NO TREND YET
IWM 299.95 299.02 Inside NO TREND YET
HOOD 106.38 98.77 Break High BULLISH
BABA 125.70 121.44 Inside NO TREND YET
AAPL 312.38 307.44 Inside NO TREND YET

Gap Resolution: ไม่มีข้อมูล Gap ใน snapshot [tradier·09:45 ET]

2. Intraday Microstructure & Flow

VWAP Report

  • SPY: $765.34 [tradier·09:45 ET] | VWAP: 765.09 $\rightarrow$ Hold Above (Bullish bias)
  • QQQ: $712.21 [tradier·09:45 ET] | VWAP: 712.50 $\rightarrow$ Loss of VWAP (Bearish bias)
  • IWM: $299.86 [tradier·09:45 ET] | VWAP: 299.51 $\rightarrow$ Hold Above (Bullish bias)
  • HOOD: $106.47 [tradier·09:45 ET] | VWAP: 103.09 $\rightarrow$ Strong Hold Above (Aggressive Bullish)

Opening Flow & Volume

Symbol | Buy % [synth·09:45 ET] | RVOL [synth·09:45 ET] | Analysis
SPY | 62.3% | 0.86 | Strong relative buying, low volume.
QQQ | 45.5% | 0.73 | Selling pressure dominating.
IWM | 47.0% | 1.05 | Balanced flow, healthy volume.
HOOD | 51.3% | 4.08 | Institutional accumulation / News driven.
BABA | 45.9% | 4.75 | Heavy volume on distribution.

3. Symbol Analysis & Setup Transitions

$HOOD: Momentum Breakout

Context: ราคา Break OR High และเทรดอยู่เหนือ VWAP อย่างชัดเจน พร้อม RVOL 4.08 [synth·09:45 ET] ซึ่งบ่งบอกถึง Institutional Activity Technicals:

  • PCR Volume: 0.3 [tradier·09:49 ET] $\rightarrow$ Extreme Call Bias.
  • S/R: ทะลุแนวต้าน $98.98 ขึ้นมาแล้ว เป้าหมายถัดไป $107.57 [analysis.sr·09:49 ET].

HOOD 5m Open

Setup: $\text{WAIT} \rightarrow \text{TRIGGERED}$

  • Trigger: Close above $106.83 (Day High)
  • Confirmation: Buy % maintain > 50%
  • Invalidation: Close below VWAP $103.09
  • Risk: High volatility (ATM IV 99.5% [tradier·09:49 ET])

$BABA: Distribution Phase

Context: ราคาเปิด Gap ลงและทำ New Low อย่างรุนแรง RVOL 4.75 [synth·09:45 ET] Technicals:

  • ราคาอยู่ใต้ VWAP 123.17 [synth·09:45 ET] และทดสอบ S/R Zone $120.08 - 122.42 [analysis.sr·09:49 ET]
  • PCR Full Chain: ไม่มีข้อมูลใน snapshot $\rightarrow$ ตัดออก

Setup: $\text{WAIT} \rightarrow \text{READY}$

  • Trigger: Rejection at $121.25 zone with bearish engulfing on 5m.
  • Invalidation: Recovery above VWAP $123.17.

4. Trend Call & Conviction

Index Direction Conviction Reason
SPY NEUTRAL Low Inside OR / Mixed VWAP signal
QQQ BEARISH Medium Below VWAP / Buy % < 50%
IWM BULLISH Medium Above VWAP / RVOL > 1
⚠️ WARNING
NO TREND YET for SPY/QQQ.
Recheck Trigger: 15m candle close outside OR range ($764.64 - $765.76 for SPY).

Summary State-Machine:

  • Indices: $\text{WAIT}$ (Awaiting OR Break)
  • HOOD: $\text{TRIGGERED}$ (Bullish Momentum)
  • BABA: $\text{READY}$ (Bearish Distribution)