Auto-derived from HD session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 46.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.8% of the time — only 11.2% of sessions stay range-bound. Both sides break 11.2% (Neutral days).
Average session range is 5.3 pts. The middle 68% of sessions runs 2.1 → 8.6 — anything outside is an outlier day.
Gap up days test prior session high 73.2% of the time. Gap down days test prior low 67.8%.
When the IB VPOC sits in the upper half, IB high breaks 61.8% of the time. Lower half: IB low breaks 59.5% of the time.
52.2% of sessions close green. Average signed move is +0.04%, with a typical absolute move of ±0.94%.
98.0% of sessions break either the overnight high or low. The OVN high is tested 70.5% of the time, OVN low 67.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.78 pts |
Normal band The middle 68% of sessions | 2.07 → 8.59 pts |
Unusual above A session range past this is an outlier day | 8.59 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.19 pts |
Normal band The middle 68% of sessions | 1.41 → 5.84 pts |
Unusual above A first hour past this is an outlier day | 5.84 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.