Auto-derived from KNC session history · updated nightly
On Fridays, Neutral sessions are the most common at 67.8%. 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 66.0% (Neutral days).
Average session range is 0.1142 pts. The middle 68% of sessions runs -0.0458 → 0.2742 — anything outside is an outlier day.
Gap up days test prior session high 91.7% of the time. Gap down days test prior low 83.8%.
When the IB VPOC sits in the upper half, IB high breaks 78.5% of the time. Lower half: IB low breaks 85.2% of the time.
50.0% of sessions close green. Average signed move is +0.08%, with a typical absolute move of ±4.04%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0519 pts |
Normal band The middle 68% of sessions | -0.0458 → 0.2742 pts |
Unusual above A session range past this is an outlier day | 0.2742 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0123 pts |
Normal band The middle 68% of sessions | -0.0214 → 0.0860 pts |
Unusual above A first hour past this is an outlier day | 0.0860 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.