Auto-derived from HO session history · updated nightly
On Thursdays, Neutral sessions are the most common at 35.8%. 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 0.0508 pts. The middle 68% of sessions runs 0.0121 → 0.0896 — anything outside is an outlier day.
Gap up days test prior session high 57.7% of the time. Gap down days test prior low 55.7%.
When the IB VPOC sits in the upper half, IB high breaks 63.6% of the time. Lower half: IB low breaks 66.7% of the time.
51.8% of sessions close green. Average signed move is -0.63%, with a typical absolute move of ±4.37%.
89.4% of sessions break either the overnight high or low. The OVN high is tested 53.3% of the time, OVN low 49.2%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0384 pts |
Normal band The middle 68% of sessions | 0.0121 → 0.0896 pts |
Unusual above A session range past this is an outlier day | 0.0896 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0178 pts |
Normal band The middle 68% of sessions | 0.0057 → 0.0411 pts |
Unusual above A first hour past this is an outlier day | 0.0411 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.