You need to compare the movement in the continous contract market as at the close of the Australian market & the opening the next day.
This is the one for the NASDAQ
https://www.marketwatch.com/investing/future/nq00
Record what the number is at 4pm then again once the ASX re-opens & compare the movement in the ASX ETF. It elimantes the overnight lag.
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SP500
standard & poor's 500
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0.58%
!
2,958.8

You need to compare the movement in the continous contract...
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Last
2,958.8 |
Change
17.070(0.58%) |
Mkt cap ! n/a |
Open | High | Low |
2,958.8 | 0.00 | 0.00 |