Auto-derived from HG session history · updated nightly
On Thursdays, Trend sessions are the most common at 30.6%. Watch for one-sided directional flow past 2× IB — trade with momentum.
IB breaks 97.4% of the time — only 2.6% of sessions stay range-bound. Both sides break 30.6% (Neutral days).
Average session range is 0.0510 pts. The middle 68% of sessions runs 0.0131 → 0.0889 — anything outside is an outlier day.
Gap up days test prior session high 48.0% of the time. Gap down days test prior low 50.7%.
When the IB VPOC sits in the upper half, IB high breaks 54.9% of the time. Lower half: IB low breaks 65.0% of the time.
50.7% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.56%.
71.5% of sessions break either the overnight high or low. The OVN high is tested 38.4% of the time, OVN low 37.5%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0425 pts |
Normal band The middle 68% of sessions | 0.0131 → 0.0889 pts |
Unusual above A session range past this is an outlier day | 0.0889 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0210 pts |
Normal band The middle 68% of sessions | 0.0081 → 0.0430 pts |
Unusual above A first hour past this is an outlier day | 0.0430 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.