Auto-derived from DIA session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 43.7%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.0% of the time — only 4.0% of sessions stay range-bound. Both sides break 25.0% (Neutral days).
Average session range is 3.5 pts. The middle 68% of sessions runs 0.9988 → 6.0 — anything outside is an outlier day.
Gap up days test prior session high 60.0% of the time. Gap down days test prior low 66.2%.
When the IB VPOC sits in the upper half, IB high breaks 63.9% of the time. Lower half: IB low breaks 60.3% of the time.
95.8% of sessions break either the overnight high or low. The OVN high is tested 65.5% of the time, OVN low 58.3%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.97 pts |
Normal band The middle 68% of sessions | 0.9988 → 5.96 pts |
Unusual above A session range past this is an outlier day | 5.96 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.64 pts |
Normal band The middle 68% of sessions | 0.5897 → 3.20 pts |
Unusual above A first hour past this is an outlier day | 3.20 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.