Oyamori Daily Brief: OPEN Edition — 2026-09-04 09:45 ET

Validity Window: Valid until 11:30 ET

772.19 (-0.13%)
SPY
720.09 (+0.34%)
QQQ
294.94 (-0.09%)
IWM
14.12
VIX

1. Opening Range (OR) & Trend Verdict

OR Window (09:30 - 09:45 ET)

Symbol OR High OR Low Current Status Verdict
SPY 772.87 771.87 772.19 Inside NO TREND YET
QQQ 720.71 718.53 720.09 Inside NO TREND YET
IWM 294.96 293.56 294.94 Testing High WAIT
TSLA 364.69 356.66 356.78 Testing Low BEARISH BIAS
ADBE 275.81 264.80 265.07 Testing Low BEARISH BIAS

Trend Call:

  • Indices: NO TREND YET (SPY/QQQ Trading inside OR).
  • High Beta: BEARISH (TSLA/ADBE showing strong distribution at open).
  • Conviction: Medium (based on RVOL and price action relative to OR low).

2. Intraday Technical Intelligence

VWAP & Order Flow

  • SPY: Price $772.19 [tradier·09:45 ET] vs VWAP $772.40 [synth·09:44 ET]. Status: Below VWAP. Buy side pressure exists (Buy% 59.4% [synth·09:44 ET]) แต่ราคายังไม่สามารถ reclaimed VWAP ได้.
  • QQQ: Price $720.09 [tradier·09:45 ET] vs VWAP $719.90 [synth·09:45 ET]. Status: Above VWAP. แรงซื้อลดลง (Buy% 44.8% [synth·09:45 ET]) มีลักษณะการย่อตัวหลังแตะ OR High.
  • TSLA: Price $356.78 [tradier·09:45 ET] vs VWAP $359.88 [synth·09:45 ET]. Status: Deeply Below VWAP. RVOL 2.46 [synth·09:45 ET] บ่งบอกถึง Institutional Selling.

RVOL & Breadth

  • High Activity: ADBE (RVOL 4.25 [synth·09:45 ET]), TSLA (RVOL 2.46 [synth·09:45 ET]), MU (RVOL 2.01 [synth·09:45 ET]).
  • Breadth: Mixed. Tech (QQQ) พยายามประคองตัว แต่ Individual Names ขนาดใหญ่ (TSLA, ADBE, PLTR) มีแรงเทขายรุนแรง.

3. Institutional Positioning (Options)

Symbol | PCR (Vol) | PCR (OI) | Put Wall | Call Wall | Interpretation
SPY | 1.15 | 1.21 | 765.0 | 778.0 | Hedging active; Bias slightly Bearish [tradier·09:48 ET]
QQQ | 0.94 | 1.28 | 700.0 | 735.0 | OI skewed Put; Price far from walls [tradier·09:48 ET]
IWM | 0.77 | 1.55 | 295.0 | 300.0 | High OI at 295.0 (Immediate resistance/pin) [tradier·09:48 ET]
ADBE | 1.14 | 1.07 | 265.0 | 260.0 | Extremely High IV (198.3%); Volatility Expansion [tradier·09:48 ET]

4. Focus Setup & Trade Logic

TSLA: Distribution Breakdown

  • Context: Gap down’s continuation. Price is testing OR Low $356.66 [synth·09:45 ET] with extreme RVOL (2.46).
  • Trigger: Close below OR Low $356.66 on 5m bar.
  • Confirmation: VWAP rejection (Price stays below $359.88).
  • Invalidation: Reclaim of $362.00 (Opening price).
  • Risk: High (Volatility).
  • Exit Logic: Target S/R Level $352.20 (Band: 348.28 - 356.13) [analysis.sr·09:49 ET].

ADBE: High Volatility Flush

  • Context: Severe sell-off (-7.19% [tradier·09:45 ET]). IV is peaking (198.3% [tradier·09:48 ET]).
  • Trigger: Break below $264.80 [synth·09:45 ET].
  • Confirmation: Full-chain PCR 1.11 [av·09:48 ET] confirms bearish positioning.
  • Invalidation: Price closes above $268.34 (VWAP).
  • Exit Logic: Target S/R Level $261.25 [analysis.sr·09:49 ET].
⚠️ WARNING
NO-TRADE CONDITION: SPY and QQQ are in "Inside OR" state. Do not force a directional bet on indices until a candle closes outside [771.87, 772.87] for SPY.

5. State Machine Transitions

  • SPY: WAIT $\rightarrow$ READY เมื่อ Close $> 772.87$ หรือ $< 771.87$.
  • QQQ: WAIT $\rightarrow$ READY เมื่อ Close $> 720.71$ หรือ $< 718.53$.
  • TSLA: READY $\rightarrow$ TRIGGERED เมื่อ Close $< 356.66$.
  • ADBE: READY $\rightarrow$ TRIGGERED เมื่อ Close $< 264.80$.

6. Visualization

SPY 5m Opening Action