Most traders draw support and resistance by eye, and two people looking at the same chart draw different lines. Key Price Levels, or KPLs, replace that with fixed numbers everyone sees at the same time. They are easy to misread, so start with what they are and what they aren't.
What a KPL is
A KPL is a fixed reference price anchored to the regular-session opening print, the first price of the RTH session. The standard ES and NQ map has four levels, built from the full-session and after-hours travel. Once the levels are set they don't move intraday.
They aren't AI-predicted prices, institutional order-flow levels or secret support and resistance. A KPL is a planning reference. Price may react at it, stall near it or run through it, and I'm not publishing reaction rates here because I don't have evidence to back one. Treat each level as a hypothesis you test with defined risk.
When the levels exist
Your next step
Build the daily map before the session.
See how ES and NQ Key Price Levels fit the daily plan. Follow the room, practice in SIM, and review what happened around each level.
The anchor is the opening print, so it isn't known before the RTH open, which is 9:30 am ET (8:30 am CT) for the regular US equity cash session. Holidays and early closes change that. Don't expect a completed set of anchored KPLs before the open. Before then you can prepare: check the economic calendar, note the overnight range and decide your risk. CME Globex equity futures typically trade Sunday to Friday, 5:00 pm to 4:00 pm CT with a daily break, but confirm against CME's holiday and product schedule.
Where the model context fits
AI and model context is a separate layer. It's commentary that sits next to the levels and isn't an input to the KPL calculation, and it isn't a forecast. VIP includes the Intro material plus model context, while the levels themselves come from the same fixed method.
Three ways to plan a trade at a level
Rejection
Price reaches the level and shows exhaustion, such as small bodies, long wicks or fading volume. You'd enter against the move with a stop just beyond the level and a target at the next level or a minimum reward-to-risk you chose in advance.
Break and retest
Price closes through a level, pulls back to test it from the other side, and holds. Entering in the direction of the break after the retest gives a nearby stop. False breaks are common, and a single clean example proves nothing, so log every attempt.
Range between two levels
When two levels sit close together, price can rotate between them. The reward is limited by the gap, so check that the gap pays for the stop and costs. As a hypothetical, a 6-point gap with a 3-point stop is 2 to 1 before fees and slippage.
A hypothetical worked example
This uses made-up numbers and isn't an actual KPL. Say ES has a reference level at 6,010.00 and you plan a rejection short with a stop 4 points above and a target 8 points below.
| Item | Points | 1 ES | 1 MES |
|---|---|---|---|
| Risk (stop) | 4 | $200 | $20 |
| Reward (target) | 8 | $400 | $40 |
| Stop fills 1 point worse | 5 | $250 | $25 |
The planned 2 to 1 turns into a 1.6 to 1 if the stop slips one point, and that's before commissions. Build slippage into the sizing, since stop orders can fill worse than the stop price, particularly around news.
The KPL Bot
The KPL Bot reads the day's levels and trades according to its own rules. Its current logic and variants live on the KPL Bot specs page, and I'm not restating them here because they change. Bot access is part of Pro, $795/month with no trial. Intro and VIP don't include bots. Any bot needs SIM testing first, and some prop firms prohibit automated trading, so check the firm's rules before running one on an evaluation or funded account.
Markets and getting started
The standard map covers ES and NQ. Intro includes the daily ES and NQ KPLs, the course and the community for $97/month after a 7-day trial. For the method in full, read the KPL trading strategy page, or start the 7-day trial. None of this guarantees an outcome, and you should size every trade for the case where the level doesn't hold.
About the Author
Founder, Young Money Investments · Quant Trader
Cameron trades ES, NQ, and futures across multiple market cycles. He founded Young Money Investments to teach systematic, data-driven trading and manages Magnum Opus Capital. His work emphasizes documented rules, risk controls, and review over outcome promises.
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CFTC Rule 4.41 - Hypothetical or Simulated Performance Results: Certain results (including backtests mentioned in these articles) are hypothetical. Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
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