Auto-derived from CVX session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 52.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 90.1% of the time — only 9.9% of sessions stay range-bound. Both sides break 12.7% (Neutral days).
Average session range is 2.6 pts. The middle 68% of sessions runs 1.1 → 4.1 — anything outside is an outlier day.
Gap up days test prior session high 68.7% of the time. Gap down days test prior low 64.5%.
When the IB VPOC sits in the upper half, IB high breaks 60.8% of the time. Lower half: IB low breaks 59.2% of the time.
50.2% of sessions close green. Average signed move is -0.02%, with a typical absolute move of ±0.95%.
96.2% of sessions break either the overnight high or low. The OVN high is tested 66.1% of the time, OVN low 63.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.24 pts |
Normal band The middle 68% of sessions | 1.10 → 4.06 pts |
Unusual above A session range past this is an outlier day | 4.06 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.49 pts |
Normal band The middle 68% of sessions | 0.7452 → 2.73 pts |
Unusual above A first hour past this is an outlier day | 2.73 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.