Price Action Backtesting, Why?

When the Nasdaq (or any market) returns to the prior day’s close, prior session’s high, or low, it often indicates a key technical test of liquidity and market sentiment. Here’s why:

1. Prior Day’s Close

  • The prior day’s close is a significant reference point because it reflects the equilibrium price where buyers and sellers settled the last session.
  • When price returns to this level, it can serve as support or resistance, depending on market sentiment.
  • If the market opens below the prior close and rallies back to it, it signals that buyers are stepping in.
  • If the market opens above the prior close and falls back to it, it suggests profit-taking or renewed selling pressure.

2. Prior Session’s High or Low (Asia, Europe, US)

  • The high and low of the Asia and European sessions act as key liquidity levels that the US session often tests.
  • If price returns to the prior session high, it could indicate:
    • A breakout retest before continuing higher.
    • A failure to hold, leading to a rejection and reversal.
  • If price tests the prior session low, it might:
    • Act as a support level for a potential bounce.
    • Trigger further selling if it breaks convincingly.

3. Why Does the US Session Backtest These Levels?

  • Liquidity Grab: Large institutions often drive price toward these levels to trigger stop orders and collect liquidity before a major move.
  • Reassessment of Market Sentiment: The US session sees the highest trading volume, and institutions need to confirm if momentum from previous sessions is still valid.
  • Trap Moves & Fakeouts: Sometimes, price will return to prior session levels only to reverse, catching traders offside before the real trend unfolds.