Auto-derived from ICX session history · updated nightly
On Fridays, Neutral sessions are the most common at 66.4%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.5% of the time — only 0.5% of sessions stay range-bound. Both sides break 63.1% (Neutral days).
Average session range is 0.0768 pts. The middle 68% of sessions runs -0.2018 → 0.3554 — anything outside is an outlier day.
Gap up days test prior session high 80.2% of the time. Gap down days test prior low 81.4%.
When the IB VPOC sits in the upper half, IB high breaks 76.2% of the time. Lower half: IB low breaks 82.7% of the time.
49.9% of sessions close green. Average signed move is +0.21%, with a typical absolute move of ±4.22%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0180 pts |
Normal band The middle 68% of sessions | -0.2018 → 0.3554 pts |
Unusual above A session range past this is an outlier day | 0.3554 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0030 pts |
Normal band The middle 68% of sessions | -0.0528 → 0.0831 pts |
Unusual above A first hour past this is an outlier day | 0.0831 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.