Auto-derived from HO session history · updated nightly
On Mondays, Neutral sessions are the most common at 33.2%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 98.9% of the time — only 1.1% of sessions stay range-bound. Both sides break 35.5% (Neutral days).
Average session range is 0.0524 pts. The middle 68% of sessions runs 0.0122 → 0.0925 — anything outside is an outlier day.
Gap up days test prior session high 58.0% of the time. Gap down days test prior low 56.0%.
When the IB VPOC sits in the upper half, IB high breaks 64.4% of the time. Lower half: IB low breaks 66.8% of the time.
52.3% of sessions close green. Average signed move is +0.13%, with a typical absolute move of ±3.22%.
89.2% of sessions break either the overnight high or low. The OVN high is tested 53.2% of the time, OVN low 49.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0391 pts |
Normal band The middle 68% of sessions | 0.0122 → 0.0925 pts |
Unusual above A session range past this is an outlier day | 0.0925 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0182 pts |
Normal band The middle 68% of sessions | 0.0058 → 0.0422 pts |
Unusual above A first hour past this is an outlier day | 0.0422 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.