What are PDH and PDL?

Prior day high and prior day low: the highest and lowest prices of the previous session.

Does QuantLogic use the overnight session?

No. These levels come from the prior regular session, 09:30 to 16:00 New York time.

What does 'at' yesterday's high mean exactly?

The bar's high-to-low range comes within a quarter of the average daily range of the level, so a near miss counts as a test of it.

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October 22, 2026Français Español

Yesterday's high and low: what traders watch, and how to test it

The prior session's high, low and close (often written PDH, PDL and PDC) are some of the most watched levels in futures. Price can reach them, close through them, or sweep them and close back. Here are the exact rules QuantLogic uses for each, and how to test them.

The level the idea readsThe bar where the idea firesA drawn example, not market data.

What it is

Yesterday's high and low mark how far buyers and sellers pushed the last session. Many traders mark them before the open and watch how price behaves when it gets there.

QuantLogic uses the prior regular session (09:30 to 16:00 New York time) for these levels.

The exact rule QuantLogic uses

Closed above yesterday's high (the long side). Closed below yesterday's low is the mirror image.

This bar closes above the prior session's high.
The bar before closed at or below it, so only the first close through counts.

When is it known? Yesterday's levels are fixed before the open, so they are known all day.

Versions you can build

At yesterday's high or low. The bar's range comes within a quarter of the average daily range (ATR) of the level.
Closed above yesterday's high, or below yesterday's low. The first close through the level.
Crossed yesterday's close. A close on the other side of the prior close from the bar before.
In yesterday's upper or lower third. The close sits in the top or bottom third of the prior session's range.
Sweep of yesterday's high or low. Through the level within 15 bars, then a close back. See liquidity sweep.

What to look at around it

In QuantLogic, every time the idea happened is laid out with the data points around it, so you can see where it held and where it didn't:

Time of day and sessionEconomic calendar and newsVWAP distanceGamma regime, flip and wallsYesterday's value area and pivotsVolatilityNQ vs ES since the openUp or down on the day

Traps when you test it

Using the overnight high or low by mistake. The rule uses the regular session's.
Forgetting gaps. When the day opens beyond yesterday's high, there is no cross to make.
Testing the break and ignoring the sweep. The same level can be broken or swept; compare both.

Build it and test it yourself

Open Closed above yesterday's high in Build with QuantLogic. See every time it happened on NQ, ES, Gold or Crude since September 2025, check the long and the short side, add your own filters and run the luck test.

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Nothing is proven until it holds live. We give no trading signals and no advice, we never hold your money or your accounts, and we never trade for you.

Questions

What are PDH and PDL?: Prior day high and prior day low: the highest and lowest prices of the previous session.
Does QuantLogic use the overnight session?: No. These levels come from the prior regular session, 09:30 to 16:00 New York time.
What does 'at' yesterday's high mean exactly?: The bar's high-to-low range comes within a quarter of the average daily range of the level, so a near miss counts as a test of it.

Related setups

Educational content, not investment advice. Futures trading involves substantial risk of loss. See the risk disclosure.