Auto-derived from GLD session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 45.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 92.8% of the time — only 7.2% of sessions stay range-bound. Both sides break 17.1% (Neutral days).
Average session range is 1.9 pts. The middle 68% of sessions runs -0.2969 → 4.1 — anything outside is an outlier day.
Gap up days test prior session high 49.6% of the time. Gap down days test prior low 44.1%.
When the IB VPOC sits in the upper half, IB high breaks 58.7% of the time. Lower half: IB low breaks 54.4% of the time.
50.0% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±0.44%.
81.3% of sessions break either the overnight high or low. The OVN high is tested 47.2% of the time, OVN low 42.3%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.30 pts |
Normal band The middle 68% of sessions | -0.2969 → 4.10 pts |
Unusual above A session range past this is an outlier day | 4.10 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.7800 pts |
Normal band The middle 68% of sessions | -0.2627 → 2.51 pts |
Unusual above A first hour past this is an outlier day | 2.51 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.