Prior Session H/L/C Indicator: Formula, Settings and How to Read It

Prior Session H/L/C projects the previous session's high, low and close onto the following session, the three levels usually written PDH, PDL and PDC. Every loaded session projects onto the one after it, not only the most recent pair.

Senzoukria · Indicators · Updated September 2026

Prior Session H/L/C ships with the Senzoukria desktop app, in the Profiles & levels group of the indicator catalogue. It is drawn on the price chart.

What Prior Session H/L/C measures

The high is the maximum high of the previous session's bars, the low its minimum low, and the close the closing price of its last bar. Sessions are separated on the CME anchor, so the previous session means the previous 17:00-to-17:00 period, overnight hours included, not the previous calendar day. The first session on the chart has no predecessor and produces no levels; nothing is extrapolated to fill that gap.

The formula, as implemented

This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:

High / Low / Close de la session PRÉCÉDENTE, projetés sur la session suivante (PDH/PDL/PDC). H = max high, L = min low, C = close de la DERNIÈRE barre de la session précédente. Chaque session passée projette sur la suivante — pas seulement la paire la plus récente. La première session chargée n'a pas de « précédente » : rien n'est inventé.

How to read it

  • The prior high and low frame a range the market has already proven it can reach; trading through one of them puts the session outside that proven range.
  • The prior close is the last price of the previous session and the reference a gap at the open is measured from.
  • A session opening between the two extremes starts inside yesterday's range, with both levels nearby on either side.
  • Drawing several sessions at once shows whether the same prices keep being retested day after day.
  • The three levels are static for the whole session: they record where the market has been and make no claim about where it goes next.

What it does not show

The close is the last traded price of the previous session's last bar as delivered by your feed, not the exchange settlement price, which follows its own procedure and can differ. A session truncated by the left edge of the chart has an understated high and low, and that cannot be detected from the bars themselves. The levels carry no volume either: they tell you the previous session's boundaries and nothing about where it traded most, so pair them with a profile level when that matters.

Using it in Senzoukria

Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.

See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.

Frequently asked questions

What do PDH, PDL and PDC mean?
Previous day high, previous day low and previous day close, the three reference prices left by the last completed session. This indicator computes them from the previous session's bars and projects them onto the following session, for every session pair the chart contains.
Is the prior session close the same as the settlement price?
No. The close drawn here is the closing price of the previous session's last bar as provided by your data feed. Exchange settlement prices follow their own determination procedure and can differ, so this level should not be read as a settlement.
Which session counts as the previous day on futures?
The previous 17:00-to-17:00 CT period, which includes the overnight hours. That is why the prior high or low can come from a thin overnight move rather than from the regular session, and why these levels may not match a chart that cuts days at midnight.

Keep reading

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