Auto-derived from AMD session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 50.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 85.3% of the time — only 14.8% of sessions stay range-bound. Both sides break 7.9% (Neutral days).
Average session range is 4.1 pts. The middle 68% of sessions runs -1.1 → 9.3 — anything outside is an outlier day.
Gap up days test prior session high 69.3% of the time. Gap down days test prior low 66.4%.
When the IB VPOC sits in the upper half, IB high breaks 57.9% of the time. Lower half: IB low breaks 58.0% of the time.
49.3% of sessions close green. Average signed move is +0.06%, with a typical absolute move of ±2.11%.
96.1% of sessions break either the overnight high or low. The OVN high is tested 64.2% of the time, OVN low 62.4%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.79 pts |
Normal band The middle 68% of sessions | -1.10 → 9.33 pts |
Unusual above A session range past this is an outlier day | 9.33 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.96 pts |
Normal band The middle 68% of sessions | -0.9104 → 6.70 pts |
Unusual above A first hour past this is an outlier day | 6.70 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.