Auto-derived from INTC session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 47.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.5% of the time — only 11.5% of sessions stay range-bound. Both sides break 11.2% (Neutral days).
Average session range is 1.3 pts. The middle 68% of sessions runs -0.0766 → 2.7 — anything outside is an outlier day.
Gap up days test prior session high 69.4% of the time. Gap down days test prior low 67.9%.
When the IB VPOC sits in the upper half, IB high breaks 60.6% of the time. Lower half: IB low breaks 60.0% of the time.
50.5% of sessions close green. Average signed move is +0.05%, with a typical absolute move of ±1.47%.
95.1% of sessions break either the overnight high or low. The OVN high is tested 61.3% of the time, OVN low 61.4%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.9600 pts |
Normal band The middle 68% of sessions | -0.0766 → 2.74 pts |
Unusual above A session range past this is an outlier day | 2.74 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.6450 pts |
Normal band The middle 68% of sessions | -0.1137 → 1.92 pts |
Unusual above A first hour past this is an outlier day | 1.92 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.