Auto-derived from CL session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 39.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 98.4% of the time — only 1.6% of sessions stay range-bound. Both sides break 33.8% (Neutral days).
Average session range is 1.7 pts. The middle 68% of sessions runs 0.5062 → 2.8 — anything outside is an outlier day.
Gap up days test prior session high 58.6% of the time. Gap down days test prior low 57.9%.
When the IB VPOC sits in the upper half, IB high breaks 68.4% of the time. Lower half: IB low breaks 67.5% of the time.
51.5% of sessions close green. Average signed move is +0.05%, with a typical absolute move of ±3.27%.
88.3% of sessions break either the overnight high or low. The OVN high is tested 52.5% of the time, OVN low 48.6%.
2 of the last 5 sessions closed green, with a cumulative +1.82% move. Momentum favors continuation longs into the next session.
Last 10 sessions · how each day actually played out
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.34 pts |
Normal band The middle 68% of sessions | 0.5062 → 2.84 pts |
Unusual above A session range past this is an outlier day | 2.84 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.6500 pts |
Normal band The middle 68% of sessions | 0.2442 → 1.37 pts |
Unusual above A first hour past this is an outlier day | 1.37 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.