0DTE Market Map: SPY, QQQ, IWM & AMZN — October 6, 2026

The 0DTE tape

The session on 2026-10-05 was characterized by broad upward momentum across the major indices and key mega-caps, with all tracked assets closing positive relative to their opening prints. Leading the advance was $QQQ (+0.92% from open), followed by $SPY (+0.68%), $AMZN (+0.53%), and $IWM (+0.51%).

In the intraday setup ledger, the Whalor model tracked three active 0DTE setups on 2026-10-05. The bearish opening_drive_reversal on $SPY resulted in a stop-out as the asset pushed higher. Meanwhile, the bullish zero_dte_ema13_bounce setups on both $IWM and $QQQ progressed into time stops, marking a continuation of the time-stop outcomes observed in late September and early October.

SPY levels

For the next session, the key structural boundaries are established by the 2026-10-05 price action:

• Session High: 776.61
• Session Low: 769.63
• Session Close: 774.90 (representing a +0.68% gain from the open of 769.69)
• Volume Weighted Average Price (VWAP): 773.91
• Opening 30-Minute Range: 769.63 to 770.98

The opening 30-minute range sat directly at the absolute lows of the session, establishing a clear base of early demand.

QQQ levels

The tech-heavy index exhibited the strongest relative strength on 2026-10-05. The key levels to monitor include:

• Session High: 756.92
• Session Low: 749.08
• Session Close: 756.21 (a +0.92% gain from the open of 749.35)
• VWAP: 754.10
• Opening 30-Minute Range: 749.08 to 753.46

Unlike SPY, QQQ's opening 30-minute high (753.46) was significantly lower than its ultimate session high, showing a sustained trend expansion throughout the day.

IWM levels

Small-caps experienced a wider intraday swing on 2026-10-05, establishing these key price coordinates:

• Session High: 284.24
• Session Low: 280.03
• Session Close: 283.39 (+0.51% from the open of 281.95)
• VWAP: 282.63
• Opening 30-Minute Range: 280.03 to 282.21

The low of the day coincided exactly with the bottom of the opening 30-minute range, indicating strong early-session support.

AMZN levels

The single-stock focus asset, AMZN, displayed a volatile path, closing below its session VWAP despite finishing positive from its open. The critical levels are:

• Session High: 254.53
• Session Low: 250.18
• Session Close: 251.52 (+0.53% from the open of 250.19)
• VWAP: 252.37
• Opening 30-Minute Range: 250.18 to 252.98

AMZN closed below its VWAP of 252.37, showing relative weakness in the afternoon relative to its peak high of 254.53.

Scenarios for the next session

To construct an objective intraday map, we define execution scenarios using binary confirmation triggers based on the prior session's structural levels.

Bullish Confirmation Scenarios

• Sustained Acceptance Above VWAP: Acceptance and consolidation above the prior session's VWAP (773.91 for SPY, 754.10 for QQQ, 282.63 for IWM, and 252.37 for AMZN) serves as the primary baseline for intraday long setups.
• Prior High Breakouts: A clean breakout and hold above the 2026-10-05 highs (776.61 for SPY, 756.92 for QQQ, 284.24 for IWM, and 254.53 for AMZN) confirms continuing upward momentum.
• Opening Range Support Reclaims: If prices pull back early, bullish validation requires a successful defense or reclaim of the opening 30-minute range highs (770.98 for SPY, 753.46 for QQQ, 282.21 for IWM, and 252.98 for AMZN).

Bearish Confirmation Scenarios

• Rejection at VWAP: Rejections under the prior session's VWAP signals failing momentum, favoring short-side execution.
• Prior Low Breakdowns: Sustained trading below the 2026-10-05 lows (769.63 for SPY, 749.08 for QQQ, 280.03 for IWM, and 250.18 for AMZN) validates a bearish trend shift.
• Opening Range Failures: A break below the bottom of the opening 30-minute ranges (769.63 for SPY, 749.08 for QQQ, 280.03 for IWM, and 250.18 for AMZN) confirms sellers have seized control of the session's starting balance.

Disclaimer: This analysis is for educational purposes only and does not constitute financial advice or trading recommendations.

Verified prior-session levels

• $SPY: open 769.69, high 776.61, low 769.63, close 774.90 (+0.68% from open), VWAP 773.91, opening 30m range 769.63-770.98.
• $QQQ: open 749.35, high 756.92, low 749.08, close 756.21 (+0.92% from open), VWAP 754.10, opening 30m range 749.08-753.46.
• $IWM: open 281.95, high 284.24, low 280.03, close 283.39 (+0.51% from open), VWAP 282.63, opening 30m range 280.03-282.21.
• $AMZN: open 250.19, high 254.53, low 250.18, close 251.52 (+0.53% from open), VWAP 252.37, opening 30m range 250.18-252.98.