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Prior-day range calculator: midpoint, quartiles and close location

Yesterday's range frames today's trade. Enter the prior high, low and close to get the range, its midpoint, the 25% and 75% levels, and where the close finished inside the range.

How to use it

  1. Enter the prior session high and low.
  2. Enter the prior close.
  3. Read range, midpoint, 25% / 75% levels and the close location percentage.
Midpoint = (high + low) ÷ 2 · Close location = (close − low) ÷ (high − low)
Example. High 5,520, low 5,470, close 5,505: range 50, midpoint 5,495, 25% / 75% levels 5,482.50 / 5,507.50, close location 70% (closed in the upper part of the range).

About this calculator

The prior-day high, low and close are some of the most-watched reference levels for ES, NQ, SPY and QQQ. Close location describes where the session finished relative to its range; a close near the high or low simply means that is where it ended. It is a descriptive tool for chart preparation, not a signal and not a statement about support or resistance.

Frequently asked questions

What is the prior-day high and low used for?
Traders mark them as reference levels for the next session because they show where the market recently traded to its extremes. They describe the past range; they do not guarantee reactions.
What does close location mean?
It is the prior close's position inside the day's range, from 0% (closed at the low) to 100% (closed at the high).
Which session should I use for futures?
Many traders use the regular cash session (9:30 AM to 4:00 PM ET) high and low; others use the full 24-hour futures session. Pick one and stay consistent.

Mapping the day from yesterday’s range?

See ES overnight levels: structure, key levels and catalysts in futures and SPY/QQQ terms, before the 9:30 ET open.

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Previous closeOvernight high and low
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Informational calculator for reference only. Outputs are arithmetic, not quotes, recommendations or trade signals. LiquidityLevels provides educational market commentary, not financial advice.