Auto-derived from MA session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 51.0%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.3% of the time — only 11.7% of sessions stay range-bound. Both sides break 12.3% (Neutral days).
Average session range is 6.6 pts. The middle 68% of sessions runs 2.1 → 11.2 — anything outside is an outlier day.
Gap up days test prior session high 72.6% of the time. Gap down days test prior low 73.2%.
When the IB VPOC sits in the upper half, IB high breaks 61.7% of the time. Lower half: IB low breaks 57.0% of the time.
53.7% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±0.94%.
97.7% of sessions break either the overnight high or low. The OVN high is tested 72.5% of the time, OVN low 67.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 5.84 pts |
Normal band The middle 68% of sessions | 2.05 → 11.18 pts |
Unusual above A session range past this is an outlier day | 11.18 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.96 pts |
Normal band The middle 68% of sessions | 1.34 → 7.69 pts |
Unusual above A first hour past this is an outlier day | 7.69 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.