Auto-derived from DIA session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 41.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 95.9% of the time — only 4.1% 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 1.0 → 6.0 — anything outside is an outlier day.
Gap up days test prior session high 59.7% of the time. Gap down days test prior low 66.6%.
When the IB VPOC sits in the upper half, IB high breaks 64.0% of the time. Lower half: IB low breaks 60.4% of the time.
53.1% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.55%.
95.5% of sessions break either the overnight high or low. The OVN high is tested 65.0% of the time, OVN low 58.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.00 pts |
Normal band The middle 68% of sessions | 1.03 → 5.98 pts |
Unusual above A session range past this is an outlier day | 5.98 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.68 pts |
Normal band The middle 68% of sessions | 0.6091 → 3.22 pts |
Unusual above A first hour past this is an outlier day | 3.22 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.