Auto-derived from JEPI session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 42.3%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 91.9% of the time — only 8.1% of sessions stay range-bound. Both sides break 16.3% (Neutral days).
Average session range is 0.4392 pts. The middle 68% of sessions runs 0.1207 → 0.7577 — anything outside is an outlier day.
Gap up days test prior session high 71.3% of the time. Gap down days test prior low 57.1%.
When the IB VPOC sits in the upper half, IB high breaks 62.3% of the time. Lower half: IB low breaks 59.4% of the time.
46.5% of sessions close green. Average signed move is -0.05%, with a typical absolute move of ±0.40%.
90.1% of sessions break either the overnight high or low. The OVN high is tested 48.1% of the time, OVN low 60.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.3550 pts |
Normal band The middle 68% of sessions | 0.1207 → 0.7577 pts |
Unusual above A session range past this is an outlier day | 0.7577 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2190 pts |
Normal band The middle 68% of sessions | 0.0768 → 0.4321 pts |
Unusual above A first hour past this is an outlier day | 0.4321 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.