0DTE Market Map: SPY, QQQ, IWM & AMZN — September 3, 2026

The 0DTE tape

On 2026-09-02, the market exhibited a positive intraday bias, with all four tracked assets closing higher relative to their opening prints. Whalor’s setup ledger captured this shift, featuring bullish ema_pullback_continuation executions on both AMZN and SPY, both of which concluded in time stops. Conversely, a bearish attempt on SPY via a failed_breakout_breakdown_trap resulted in a stopped-out trade. This indicates a supportive intraday environment where pullbacks found buyers, but aggressive breakout chasing over extended resistance structures faced friction.

SPY levels

SPY established a high of 766.43 and a low of 761.73 during the 2026-09-02 session, closing near the upper boundary at 765.14. This represented a +0.35% advance from its open of 762.45. The session Volume Weighted Average Price (VWAP) settled at 764.80. Early volatility was defined by the opening 30-minute range of 761.73 to 763.07.

• Bullish Confirmation: Price holding above the session VWAP of 764.80 and reclaiming the high of 766.43.
• Bearish Confirmation: A break and hold below the session VWAP of 764.80, leading to a test and breakdown of the opening 30-minute range low of 761.73.

QQQ levels

QQQ printed a high of 709.80 and a low of 705.10, finishing the session at 709.25, which was a +0.30% gain from the open of 707.10. Its session VWAP was 708.22. The initial opening 30-minute range was carved out between 705.10 and 707.54.

• Bullish Confirmation: Sustained trading above the 709.25 close and a push past the session high of 709.80.
• Bearish Confirmation: Price slipping below the session VWAP of 708.22 and breaking down below the opening 30-minute low of 705.10.

IWM levels

IWM led the session's relative performance, advancing +0.85% from its open of 291.54 to close at 294.01. The session high reached 294.35, while the low was established at 291.19. The session VWAP was 293.35, and the opening 30-minute range spanned from 291.19 to 292.74.

• Bullish Confirmation: Maintaining the 294.01 close as support and breaking above the session high of 294.35.
• Bearish Confirmation: A drop below the session VWAP of 293.35, followed by a breakdown past the 30-minute range low of 291.19.

AMZN levels

AMZN recorded a high of 256.24 and a low of 253.40, closing at 254.97, which was +0.28% from its 254.25 open. The session VWAP sat at 255.03. The opening 30-minute range was bounded by 253.40 and 255.64.

• Bullish Confirmation: Price reclaiming and sustaining levels above the session VWAP of 255.03, targeting a breakout above the high of 256.24.
• Bearish Confirmation: A sustained break below the session VWAP of 255.03 and a subsequent loss of the opening 30-minute low of 253.40.

Scenarios for the next session

Scenario A: Bullish Continuation

In this scenario, buyers attempt to build on the positive momentum from 2026-09-02. Acceptance above the prior session closes (SPY 765.14, QQQ 709.25, IWM 294.01, AMZN 254.97) serves as the primary pivot. Traders will monitor for ema_pullback_continuation setups on the 5-minute and 1-minute charts, looking for these levels or the previous session VWAPs to act as support. A clean breakout above the prior highs would confirm the continuation.

Scenario B: Bearish Failure and Reversal

In this scenario, sellers capitalize on overhead exhaustion near the prior session highs. If SPY fails to hold 766.43, QQQ fails at 709.80, IWM fails at 294.35, or AMZN fails at 256.24, aggressive sellers may look for a failed_breakout_breakdown_trap setup. Confirmation of seller control requires a break below the respective session VWAPs, with a secondary acceleration point occurring if prices break below the opening 30-minute range lows from the prior session.

This market map is for educational purposes only and does not constitute financial advice.

Verified prior-session levels

• $SPY: open 762.45, high 766.43, low 761.73, close 765.14 (+0.35% from open), VWAP 764.80, opening 30m range 761.73-763.07.
• $QQQ: open 707.10, high 709.80, low 705.10, close 709.25 (+0.30% from open), VWAP 708.22, opening 30m range 705.10-707.54.
• $IWM: open 291.54, high 294.35, low 291.19, close 294.01 (+0.85% from open), VWAP 293.35, opening 30m range 291.19-292.74.
• $AMZN: open 254.25, high 256.24, low 253.40, close 254.97 (+0.28% from open), VWAP 255.03, opening 30m range 253.40-255.64.