Auto-derived from CRM session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 49.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 86.3% of the time — only 13.7% of sessions stay range-bound. Both sides break 9.7% (Neutral days).
Average session range is 5.0 pts. The middle 68% of sessions runs 1.8 → 8.2 — anything outside is an outlier day.
Gap up days test prior session high 71.2% of the time. Gap down days test prior low 69.2%.
When the IB VPOC sits in the upper half, IB high breaks 58.3% of the time. Lower half: IB low breaks 56.2% of the time.
51.8% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±1.26%.
95.9% of sessions break either the overnight high or low. The OVN high is tested 65.9% 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 | 4.41 pts |
Normal band The middle 68% of sessions | 1.81 → 8.17 pts |
Unusual above A session range past this is an outlier day | 8.17 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.10 pts |
Normal band The middle 68% of sessions | 1.24 → 5.78 pts |
Unusual above A first hour past this is an outlier day | 5.78 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.