Auto-derived from M2K session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 51.7%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 93.8% of the time — only 6.2% of sessions stay range-bound. Both sides break 15.8% (Neutral days).
Average session range is 35.7 pts. The middle 68% of sessions runs 17.4 → 54.0 — anything outside is an outlier day.
Gap up days test prior session high 66.3% of the time. Gap down days test prior low 68.3%.
When the IB VPOC sits in the upper half, IB high breaks 59.9% of the time. Lower half: IB low breaks 61.0% of the time.
49.9% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±0.81%.
94.4% of sessions break either the overnight high or low. The OVN high is tested 59.8% of the time, OVN low 59.2%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 31.80 pts |
Normal band The middle 68% of sessions | 17.40 → 53.96 pts |
Unusual above A session range past this is an outlier day | 53.96 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 19.90 pts |
Normal band The middle 68% of sessions | 11.49 → 32.28 pts |
Unusual above A first hour past this is an outlier day | 32.28 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.