Break of Structure
A 5-minute close through the last swing high or low in the direction price was already moving — continuation, not a reversal.
A Break of Structure (BOS) is a 5-minute close through the most recent swing high in an up-move, or the most recent swing low in a down-move. It says the current trend is still in charge.
How SPXXL defines a swing: a bar whose high (or low) is more extreme than the two bars on each side. The Institutional Checklist and the Zone Engine use this same swing definition so the two never disagree.
BOS vs Structure Shift: a Break of Structure has no Liquidity Sweep in front of it — it is continuation. A Structure Shift comes after a sweep and a reclaim and breaks the opposing swing — it is a change of control. On the chart, SPXXL draws BOS markers in white and Structure Shift markers in green (long) or red (short).
For 0DTE traders: a BOS is context, not a signal. It tells you which side is in control; it does not tell you the location is good.
This entry is educational and uses SPX for illustration — it is not financial advice, and no outcome is predicted or guaranteed.
Related Terms
Sweep, reclaim, then a close through the opposing swing point — the confirmation that control has actually changed hands.
The break of a prior swing high or low caused by the move away from a zone — the "birth certificate" that proves real orders, not random noise, were behind it. No Swing Break, no valid zone.
A fast, decisive move away from a level — large bodies, little overlap — showing that real size moved price, not drift.
A session with sustained directional movement from open to close — price trends in one direction with minimal retracement.