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Google Sheets Importer — Auto-Synced Weekly Levels for ES/NQ Derived from VIX/VXN

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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    Especially useful when indices are in price discovery or trading at all-time highs with no historical reference.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.

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