Auto-derived from META session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 49.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.4% of the time — only 11.6% of sessions stay range-bound. Both sides break 11.1% (Neutral days).
Average session range is 8.2 pts. The middle 68% of sessions runs 1.4 → 14.9 — anything outside is an outlier day.
Gap up days test prior session high 66.3% of the time. Gap down days test prior low 70.9%.
When the IB VPOC sits in the upper half, IB high breaks 59.0% of the time. Lower half: IB low breaks 58.9% of the time.
50.7% of sessions close green. Average signed move is +0.06%, with a typical absolute move of ±1.28%.
96.5% of sessions break either the overnight high or low. The OVN high is tested 66.2% of the time, OVN low 60.9%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 6.33 pts |
Normal band The middle 68% of sessions | 1.44 → 14.95 pts |
Unusual above A session range past this is an outlier day | 14.95 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.14 pts |
Normal band The middle 68% of sessions | 0.9104 → 10.25 pts |
Unusual above A first hour past this is an outlier day | 10.25 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.