Auto-derived from GE session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 48.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 85.3% of the time — only 14.7% of sessions stay range-bound. Both sides break 8.9% (Neutral days).
Average session range is 2.8 pts. The middle 68% of sessions runs -0.3532 → 6.0 — anything outside is an outlier day.
Gap up days test prior session high 65.9% of the time. Gap down days test prior low 66.2%.
When the IB VPOC sits in the upper half, IB high breaks 54.6% of the time. Lower half: IB low breaks 56.7% of the time.
96.8% of sessions break either the overnight high or low. The OVN high is tested 66.0% of the time, OVN low 63.2%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.75 pts |
Normal band The middle 68% of sessions | -0.3532 → 6.04 pts |
Unusual above A session range past this is an outlier day | 6.04 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.21 pts |
Normal band The middle 68% of sessions | -0.0682 → 4.00 pts |
Unusual above A first hour past this is an outlier day | 4.00 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.