Prior session high, low and close

Prior session high, low and close are the extreme prices and the final price of the previous trading session, projected as horizontal levels onto the current session. They are often written PDH, PDL and PDC and serve as reference prices that many participants watch for a test, a break or a rejection.

Senzoukria · Glossary · Updated September 2026

Definition on a futures session

The high is the maximum high of every bar in the previous session, the low is the minimum low, and the close is the close of the last bar of that session. On CME index futures a session runs from 17:00 Chicago time to the next day's close, so the overnight hours belong to the same session as the regular hours that follow them. A platform that defines the day from midnight, or from the regular-hours open only, will draw different levels.

  • Every past session projects its own levels onto the session that follows it, not only the most recent pair. Scrolling back shows how earlier levels behaved.
  • The first session loaded has no predecessor, so it carries no levels. Nothing is estimated to fill that gap.
  • The prior week's high and low are the same idea at a longer horizon, with the week grouped by trade date from Monday to Friday.

Why traders watch them

  • They are visible to everyone, whatever charting tool is used, which makes them natural places for resting orders.
  • A move back to the prior close after an opening gap is the classic gap-fill target.
  • An open above the prior high, or below the prior low, puts the whole previous session's range on one side of price and changes who is trapped.
  • How the footprint behaves at the level, absorption, an imbalance through it or a thin auction, says more than the level itself.

In Senzoukria

The overlay Prior Session H/L/C, in the Profiles & levels group of the indicator panel, draws the three levels on each following session. Prior Session VWAP adds the previous session's final VWAP as a dotted line, and Prior Week High/Low projects the extremes of the previous CME week. All three follow the same 17:00 CT session split as the rest of the chart, and none of them draws anything when the preceding session is not loaded.

Common mistakes

  • Reading the regular-hours close as the session close. On futures the session ends at the daily break, and the settlement price is yet another figure published by the exchange.
  • Comparing a level from a continuous contract with one from a specific expiry around a roll; the price difference between months moves the level.
  • Assuming the levels exist before the previous session is fully loaded. A partial session gives a partial high and low.

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Frequently asked questions

Is the prior close the same as the settlement price?
No. The close used here is the close of the last bar of the previous session in the loaded data. The settlement price is published by the exchange under its own procedure and can differ from the last trade. If your rule depends on settlement, take it from the exchange.
Why do my prior day levels differ from my broker's?
Almost always because of the session definition. A day anchored at midnight, one anchored at the regular-hours open and one anchored at 17:00 CT produce three different highs, lows and closes. Check the session start before comparing values.
Do the levels update during the current session?
No. They are fixed from the previous session's completed bars and stay where they are until the next session starts, when the session just finished becomes the new reference.

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