wow, talk about a bad start. that's about as unlucky as you can get. 9/11 is the ultimate example of the dangers of holding overnight. I have started to hold 5 contracts overnight sometimes and will eventually go up to 10, but my normal morning trades are for 45 contracts, so my overnight stake is much less than intraday trades.
Yep - that's true of holding ANY position overnight - not just index futures. Stock positions were similarly whacked as a result of 9/11. A catastrophic event could occur but lucky for the market everyone doesn't rush to get flat by end of day every day. If you routinely hold a position overnight in the same security like the ES, NQ, particular stock, etc. - you can put up some risk limiting insulation against catstrophic events using options.