0DTE Market Map: SPY, QQQ, IWM & AMZN — October 8, 2026

The 0DTE tape

The session on October 7, 2026, featured notable bullish intraday setups across major indices. According to Whalor's setup ledger, both $SPY and $QQQ triggered bullish zero_dte_ema13_bounce setups (defined by an ema13_support_reaction, 5m_ema13_bounce, and a 1m_ema_reaction_high_break) that ultimately concluded with a time_stop. This continues a recent trend of bullish setups, including similar $QQQ bounces on October 2, 5, and 6. Conversely, bearish setups have been scarcer recently, with the last notable ones occurring on October 1 ($QQQ 15m_200ma_bounce_rejection and $IWM Opening Range Retest Confirmation) and an unsuccessful $SPY opening drive reversal on October 5 that resulted in being stopped out.

SPY levels

For the October 7 session, $SPY opened at 775.77 and established its opening 30-minute range between 774.09 and 776.15. The price action expanded during the day to reach a session high of 779.10 and a session low of 773.61. $SPY eventually closed at 777.17, marking a +0.18% change from its opening price. The session volume-weighted average price (VWAP) printed at 776.29.

QQQ levels

$QQQ opened the October 7 session at 753.79. Its opening 30-minute range was carved out between a low of 751.75 and a high of 754.83. As the session progressed, $QQQ pushed to a high of 758.30 while keeping its opening low of 751.75 as the absolute session low. The index closed near its highs at 757.71, representing a +0.52% gain from the open. The session VWAP settled at 755.50.

IWM levels

$IWM opened at 278.25 on October 7. The opening 30-minute range was established between 277.87 and 279.04. The session high matched the top of this initial range at 279.04, while the session low dropped to 276.94. $IWM closed the day at 277.71, down -0.19% from its opening price. The session VWAP was calculated at 277.92.

AMZN levels

$AMZN showed the strongest relative performance on October 7, opening at 254.23. The opening 30-minute range was set between 253.17 and 255.65. The session low remained at 253.17, while the price surged to a session high of 260.14. $AMZN closed near its daily peak at 259.88, a significant +2.22% increase from the open. The session VWAP was 257.69.

Scenarios for the next session

For 0DTE traders mapping the next session, price interaction with the October 7 key levels will help dictate potential setup confirmations.

Bullish Scenarios

• Opening Range and VWAP Support Hold: A bullish scenario would involve the asset opening above its prior close or VWAP (e.g., $SPY 777.17/776.29, $QQQ 757.71/755.50, $AMZN 259.88/257.69) and successfully testing these levels as support. For confirmation, traders look for a reaction high break on the 1-minute chart, similar to the zero_dte_ema13_bounce mechanics observed in recent sessions.
• Breakout of Session Highs: If $SPY clears 779.10, $QQQ breaks 758.30, or $AMZN breaks 260.14, a bullish continuation scenario could confirm if the price holds above these breakout levels on a retest, targeting further extension.

Bearish Scenarios

• Opening Range and VWAP Rejection: A bearish scenario would confirm if the price opens below or rallies into the prior session VWAP (e.g., $IWM at 277.92, $SPY at 776.29) and fails to reclaim it. Rejection patterns, such as a breakdown below the opening 30-minute range low (e.g., $IWM below 277.87, $SPY below 774.09), would provide bearish confirmation.
• Breakdown of Session Lows: A sustained move below the prior session lows ($SPY 773.61, $QQQ 751.75, $IWM 276.94, $AMZN 253.17) would confirm a bearish breakdown scenario. This could trigger setups similar to the Opening Range Retest Confirmation seen in previous sessions, where a breakdown is followed by a failed retest of the broken level.

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

Verified prior-session levels

• $SPY: open 775.77, high 779.10, low 773.61, close 777.17 (+0.18% from open), VWAP 776.29, opening 30m range 774.09-776.15.
• $QQQ: open 753.79, high 758.30, low 751.75, close 757.71 (+0.52% from open), VWAP 755.50, opening 30m range 751.75-754.83.
• $IWM: open 278.25, high 279.04, low 276.94, close 277.71 (-0.19% from open), VWAP 277.92, opening 30m range 277.87-279.04.
• $AMZN: open 254.23, high 260.14, low 253.17, close 259.88 (+2.22% from open), VWAP 257.69, opening 30m range 253.17-255.65.