Auto-derived from HD session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 49.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.7% of the time — only 11.3% of sessions stay range-bound. Both sides break 11.1% (Neutral days).
Average session range is 5.3 pts. The middle 68% of sessions runs 2.0 → 8.6 — anything outside is an outlier day.
Gap up days test prior session high 72.3% of the time. Gap down days test prior low 68.3%.
When the IB VPOC sits in the upper half, IB high breaks 61.3% of the time. Lower half: IB low breaks 59.4% of the time.
98.0% of sessions break either the overnight high or low. The OVN high is tested 70.6% of the time, OVN low 66.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.74 pts |
Normal band The middle 68% of sessions | 2.01 → 8.58 pts |
Unusual above A session range past this is an outlier day | 8.58 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.17 pts |
Normal band The middle 68% of sessions | 1.37 → 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.