Auto-derived from GE session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 48.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 85.2% of the time — only 14.8% of sessions stay range-bound. Both sides break 8.7% (Neutral days).
Average session range is 2.9 pts. The middle 68% of sessions runs -0.3233 → 6.0 — anything outside is an outlier day.
Gap up days test prior session high 66.5% of the time. Gap down days test prior low 65.2%.
When the IB VPOC sits in the upper half, IB high breaks 55.3% of the time. Lower half: IB low breaks 56.3% of the time.
49.4% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±1.34%.
96.7% of sessions break either the overnight high or low. The OVN high is tested 65.8% of the time, OVN low 63.5%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.77 pts |
Normal band The middle 68% of sessions | -0.3233 → 6.03 pts |
Unusual above A session range past this is an outlier day | 6.03 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.22 pts |
Normal band The middle 68% of sessions | -0.0457 → 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.