Google Sheets Importer — Auto-Synced Weekly Levels for ES/NQ Derived from VIX/VXN
This tool gives you instant access to my custom, volatility-based key levels for ES & NQ, automatically plotted on your Sierra Chart or viewable on any other platform via shared Google Sheets.
You’ll receive the GoogleSheetsImporter_64.dll
, a lightweight importer that connects your chart to a private Google Sheet where I update institutional-grade levels every week.
📅 Weekly Updated Levels — Done For You
Every Sunday night or Monday morning, I manually update the zones using a custom formula based on:
- The prior week’s close on ES and NQ
- The VIX (for ES) and VXN (for NQ) volatility indices
- A volatility model calibrated to institutional standards
- Key levels extracted from the CBOE option chain, such as the Call Wall, Put Wall, etc.
At the core is the Expected Move (EM) formula:
EM = Previous Close × (VIX or VXN) × √(1/N)
Where:
- Previous Close = Prior Friday’s close on ES or NQ
- VIX/VXN = Prior Friday’s close of the Volatility Index
- N = Number of trading days
Once the sheet is updated, the levels instantly appear in your Sierra Chart via the importer.
If you use a different platform, you can still view the exact same levels via the read-only Google Sheet link.
🔍 Why It Matters — For Intraday and Swing Traders Alike
These are not subjective S/R zones or hindsight-drawn levels — they are quantitative, volatility-based levels that act as:
- 🎯 Intraday magnets, targets & reversal zones
Especially useful when indices are in price discovery or trading at all-time highs with no historical reference. - 🧭 Swing trading anchors
Ideal for traders executing on structured timeframes like 15M, 30M, 60M, 120M, or 4H, offering key decision points and directional bias.
✅ What’s Included
-
GoogleSheetsImporter_64.dll
(for Sierra Chart) - Auto-sync to my private Google Sheet
- Weekly pre-calculated support/resistance levels for ES & NQ
- Option to view manually in Google Sheets
🧠 To refresh levels:
- Set an automatic refresh interval (e.g. every 5 minutes), or
- Simply right-click → Studies → Apply/OK after I update them each week
⚠️ Please Note
- This tool does not generate levels — it displays mine, updated weekly
- Levels are refreshed only once per week (Sunday PM or Monday AM)
- If you're using Sierra Chart, they’ll appear directly on your charts
- If not, you can still view the shared levels manually via Google Sheets
📌 Summary
Whether you're a structured swing trader or an intraday scalper navigating thin air at ATHs — these zones help you prepare with intent, not react impulsively.
📊 Volatility-based levels. Updated weekly. No fluff — just structure.
This sheet is for personal use only.
Sharing or distributing this link may result in revoked access.Bonus Included — Google Sheets Importer
Note: You can use the Google Sheets Importer for many other purposes beyond displaying my volatility-based zones — it’s a versatile tool that can sync any custom data or levels from Google Sheets directly into Sierra Chart.