Auto-derived from DIS session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 49.0%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 89.2% of the time — only 10.8% of sessions stay range-bound. Both sides break 11.6% (Neutral days).
Average session range is 2.3 pts. The middle 68% of sessions runs 0.8867 → 3.8 — anything outside is an outlier day.
Gap up days test prior session high 71.2% of the time. Gap down days test prior low 70.0%.
When the IB VPOC sits in the upper half, IB high breaks 57.9% of the time. Lower half: IB low breaks 61.4% of the time.
48.8% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±0.99%.
96.5% of sessions break either the overnight high or low. The OVN high is tested 64.0% of the time, OVN low 66.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.98 pts |
Normal band The middle 68% of sessions | 0.8867 → 3.81 pts |
Unusual above A session range past this is an outlier day | 3.81 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.34 pts |
Normal band The middle 68% of sessions | 0.6202 → 2.53 pts |
Unusual above A first hour past this is an outlier day | 2.53 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.