Auto-derived from MA session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 46.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.2% of the time — only 11.8% of sessions stay range-bound. Both sides break 12.5% (Neutral days).
Average session range is 6.6 pts. The middle 68% of sessions runs 2.0 → 11.1 — anything outside is an outlier day.
Gap up days test prior session high 72.3% of the time. Gap down days test prior low 74.2%.
When the IB VPOC sits in the upper half, IB high breaks 61.6% of the time. Lower half: IB low breaks 57.0% of the time.
97.8% of sessions break either the overnight high or low. The OVN high is tested 72.9% of the time, OVN low 67.5%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 5.79 pts |
Normal band The middle 68% of sessions | 1.96 → 11.14 pts |
Unusual above A session range past this is an outlier day | 11.14 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.91 pts |
Normal band The middle 68% of sessions | 1.27 → 7.67 pts |
Unusual above A first hour past this is an outlier day | 7.67 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.