Auto-derived from MES session history · updated nightly
On Thursdays, Normal Variation sessions are the most common at 32.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.9% of the time — only 2.1% of sessions stay range-bound. Both sides break 28.5% (Neutral days).
Average session range is 54.1 pts. The middle 68% of sessions runs 17.6 → 90.5 — anything outside is an outlier day.
Gap up days test prior session high 66.5% of the time. Gap down days test prior low 65.2%.
When the IB VPOC sits in the upper half, IB high breaks 69.3% of the time. Lower half: IB low breaks 61.5% of the time.
54.0% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.56%.
93.1% of sessions break either the overnight high or low. The OVN high is tested 60.3% of the time, OVN low 51.4%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 45.75 pts |
Normal band The middle 68% of sessions | 17.62 → 90.54 pts |
Unusual above A session range past this is an outlier day | 90.54 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 23.25 pts |
Normal band The middle 68% of sessions | 8.81 → 47.14 pts |
Unusual above A first hour past this is an outlier day | 47.14 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.