Auto-derived from IVV session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 34.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.9% of the time — only 2.1% of sessions stay range-bound. Both sides break 28.9% (Neutral days).
Average session range is 4.5 pts. The middle 68% of sessions runs 0.9724 → 8.0 — anything outside is an outlier day.
Gap up days test prior session high 63.9% of the time. Gap down days test prior low 65.3%.
When the IB VPOC sits in the upper half, IB high breaks 66.6% of the time. Lower half: IB low breaks 59.2% of the time.
95.9% of sessions break either the overnight high or low. The OVN high is tested 65.8% of the time, OVN low 57.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.66 pts |
Normal band The middle 68% of sessions | 0.9724 → 8.02 pts |
Unusual above A session range past this is an outlier day | 8.02 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.83 pts |
Normal band The middle 68% of sessions | 0.4500 → 4.09 pts |
Unusual above A first hour past this is an outlier day | 4.09 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.