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データ基準日: 2026-10-13 · 決済基準: 取引所最終日次決済価格

RSS3=F Deep Dive | Long Bias: Momentum Holds Above Pivot S1 456.27 | 2026-10-14

We are LONG RSS3=F with invalidation on a daily close below pivot S1 at 456.27. The prior session settled at 457.9 [settle 2026-10-13], down 0.2% on the day but up 1.51% over five sessions and 9% over twenty, leaving price at the 79th percentile of its 20-day channel (419.9–468.
2) and within sight of the 52-week high at 468.
2. The 2026-10-13 session printed a fresh 20-day high of 468.2 before settling near its low, a rejection that argues for consolidation rather than immediate continuation. ATR14 is 8.72, roughly 1.9% of price as a full daily range, and RV20 is a subdued 16.2%, so realized volatility is not pricing the move we have already seen. The classic pivot ladder from the 2026-10-12 H/L/C puts P at 460.53, R1 at 463.07, R2 at 467.33, S1 at 456.27 and S2 at 453.73; the settle sits just under P and above S1, a constructive but not yet decisive posture. The last completed weekly bar (2026-10-05 to 2026-10-09) closed at 454.6, up 1.25% w/w, and the current week is unfinished. The cross-asset tape is pro-growth: copper/gold at 1.61 sits in the 100th 1Y percentile, oil/gold at 0.0225 in the 95th, while gold/silver at 70.18 is at the 83rd 1Y percentile, meaning silver lags. DXY at 102.2 and the 10Y at 5.22% are both modestly softer on the day. We would reverse to neutral on a daily close below 456.27, with S2 at 453.73 the next reference.