Auto-derived from AAPL session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 45.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.3% of the time — only 11.7% of sessions stay range-bound. Both sides break 13.4% (Neutral days).
Average session range is 2.8 pts. The middle 68% of sessions runs 0.4067 → 5.2 — anything outside is an outlier day.
Gap up days test prior session high 64.5% of the time. Gap down days test prior low 65.8%.
When the IB VPOC sits in the upper half, IB high breaks 59.3% of the time. Lower half: IB low breaks 59.3% of the time.
94.9% of sessions break either the overnight high or low. The OVN high is tested 66.7% of the time, OVN low 55.9%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.40 pts |
Normal band The middle 68% of sessions | 0.4067 → 5.17 pts |
Unusual above A session range past this is an outlier day | 5.17 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.53 pts |
Normal band The middle 68% of sessions | 0.2613 → 3.38 pts |
Unusual above A first hour past this is an outlier day | 3.38 pts |
Initial Balance break rates · day types by weekday · gap behavior · value-area touches · seasonality · the full set. Pro is $9/mo, cancellable anytime, and gives you every market on this list.