Auto-derived from MES session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 42.3%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.8% of the time — only 2.2% of sessions stay range-bound. Both sides break 28.5% (Neutral days).
Average session range is 54.2 pts. The middle 68% of sessions runs 18.0 → 90.4 — anything outside is an outlier day.
Gap up days test prior session high 66.5% of the time. Gap down days test prior low 64.3%.
When the IB VPOC sits in the upper half, IB high breaks 69.4% of the time. Lower half: IB low breaks 61.6% of the time.
53.8% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.53%.
93.0% of sessions break either the overnight high or low. The OVN high is tested 59.9% of the time, OVN low 51.7%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 46.00 pts |
Normal band The middle 68% of sessions | 18.01 → 90.41 pts |
Unusual above A session range past this is an outlier day | 90.41 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 23.50 pts |
Normal band The middle 68% of sessions | 9.04 → 47.13 pts |
Unusual above A first hour past this is an outlier day | 47.13 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.