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Previous day high and low: why yesterday's range acts as today's map

20 September 2026 · AlgoRishi

Open your SENSEX chart on Monday morning. How many things are on it? Moving averages, RSI, Bollinger bands, three trendlines you drew last week and forgot about, maybe a Fibonacci fan.

Now delete all of it and draw two horizontal lines: the highest price SENSEX touched yesterday, and the lowest. That is the previous day high (PDH) and previous day low (PDL). For a lot of sessions, those two lines explain more about where price went than the rest of the screen combined.

This is not a magic indicator and it is not a signal. It is a map. Here is how we read it.

2lines on the chart
20SENSEX options lot size
100strike step (points)
Thursdayweekly expiry, BSE

Think of it like the second innings

In a chase, the first innings score changes everything. The fielding captain knows exactly what he is defending. The batsmen know exactly what they need. Nobody plays the second innings pretending the scoreboard is blank.

Yesterday's high and low are that scoreboard. Every trader who bought near yesterday's high and is now sitting in loss remembers that price. Every trader who sold near yesterday's low remembers that one. Institutions that could not finish their buying yesterday know where they stopped. When price comes back to those numbers today, a lot of people act at the same time — not because the level is mystical, but because that is where yesterday's unfinished business is parked.

SENSEX — yesterday's range becomes today's map PDH — yesterday's high PDL — yesterday's low Yesterday Today poke, then rejected break and hold
Two lines carried forward from yesterday. Price tests the high, gets pushed back once, then closes above it and keeps going.

The three states you will see at 9:15

Every SENSEX session opens in one of three relationships to yesterday's range. Naming it in the first few minutes costs nothing and removes a lot of confusion later.

Opening stateWhat it usually meansThe common trap
Inside the rangeNo decision yet. Yesterday's fight is still unresolved.Trading every wiggle between the two lines and paying brokerage all day.
Gap above PDHBuyers paid up overnight. PDH now sits below as a floor.Chasing the first green candle at 9:16 before the gap has held anything.
Gap below PDLSellers pressed overnight. PDL now sits above as a ceiling.Buying calls because "it has fallen too much" with nothing confirming.
The value of PDH and PDL is not prediction. It is that they turn a blurry chart into a yes/no question: are we inside yesterday's range, or outside it? That single question decides whether you are in a chopping market or a trending one.

A poke is not a break

This is where most retail money goes. Say yesterday's SENSEX high was 82,450. Today price touches 82,455, your alert fires, you buy the 82,500 CE — and thirty seconds later price is back at 82,390 and your premium has dropped 18%.

Nothing was wrong with the level. What was wrong was treating a touch as a break.

A touch is price reaching the number. A break is price going through it and staying through it — closing a candle beyond the level and then not immediately falling back inside on the next one. On a 1-minute or 5-minute SENSEX chart, that patience costs you a few points of entry and saves you from most of the fakeouts. Our own engine will not act on a level that has only been touched; it waits for the close beyond and treats a fall back inside as the trade being invalidated, not as a dip to average into.

Averaging into a failed break is how small option losses become large ones. A 82,500 CE bought at ₹120 is ₹2,400 of risk per lot of 20. Buying a second lot at ₹95 does not fix the first decision — it doubles the position while the chart is disagreeing with you.

The SENSEX specifics

Strikes move in steps of 100 points, so a level at 82,450 sits awkwardly between the 82,400 and 82,500 strikes — worth knowing before the moment arrives, because premium behaves differently on each side. The lot is 20, so every ₹1 of premium movement is ₹20 in your account. Weekly expiry is Thursday, and on expiry day the same level break can produce a much larger percentage move in premium simply because time value has collapsed — the option is reacting almost purely to the index move.

Write yesterday's high and low in a notebook before the market opens, not during the session. Once ticks are flying, it is very easy to "see" a level exactly where your position needs it to be.

When the map is useless

Honest caveat: on a narrow, directionless day, price will cross PDH and PDL repeatedly and punish anyone trading both sides. Levels do not create trends; they only tell you when one has started. September has been a fair illustration of that on our side — ten trading sessions so far, three of them red, month-to-date +₹39,832. The method does not remove losing days, and any framework that claims to should be read very carefully.

Two lines will not make you profitable. But they will stop you from asking "what is the market doing?" and start you asking "is yesterday's range holding or breaking?" — a question that actually has an answer.

Disclosure: AlgoRishi publishes signal tracking on real market prices using virtual capital, for information and education only. Nothing here is investment advice or a recommendation to trade. Futures & options trading involves substantial risk of loss. Past performance is not indicative of future results. AlgoRishi is not a SEBI-registered investment adviser or research analyst.