Auto-derived from FUN session history · updated nightly
On Fridays, Trend sessions are the most common at 41.0%. Watch for one-sided directional flow past 2× IB — trade with momentum.
IB breaks 78.2% of the time — only 21.8% of sessions stay range-bound. Both sides break 37.2% (Neutral days).
Average session range is 0.0044 pts. The middle 68% of sessions runs -0.0058 → 0.0146 — anything outside is an outlier day.
Gap up days test prior session high 64.5% of the time. Gap down days test prior low 86.7%.
When the IB VPOC sits in the upper half, IB high breaks 0.0% of the time. Lower half: IB low breaks 74.9% of the time.
32.2% of sessions close green. Average signed move is +0.31%, with a typical absolute move of ±5.67%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0014 pts |
Normal band The middle 68% of sessions | -0.0058 → 0.0146 pts |
Unusual above A session range past this is an outlier day | 0.0146 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0000 pts |
Normal band The middle 68% of sessions | -0.0018 → 0.0034 pts |
Unusual above A first hour past this is an outlier day | 0.0034 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.