Auto-derived from COST session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 48.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 89.1% of the time — only 10.9% of sessions stay range-bound. Both sides break 12.5% (Neutral days).
Average session range is 8.7 pts. The middle 68% of sessions runs 1.4 → 16.1 — anything outside is an outlier day.
Gap up days test prior session high 74.3% of the time. Gap down days test prior low 72.5%.
When the IB VPOC sits in the upper half, IB high breaks 63.1% of the time. Lower half: IB low breaks 58.2% of the time.
52.1% of sessions close green. Average signed move is +0.05%, with a typical absolute move of ±0.86%.
98.3% of sessions break either the overnight high or low. The OVN high is tested 73.2% of the time, OVN low 68.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 6.57 pts |
Normal band The middle 68% of sessions | 1.37 → 16.08 pts |
Unusual above A session range past this is an outlier day | 16.08 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.36 pts |
Normal band The middle 68% of sessions | 0.6585 → 11.18 pts |
Unusual above A first hour past this is an outlier day | 11.18 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.