Auto-derived from MID session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 43.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 95.0% of the time — only 5.0% of sessions stay range-bound. Both sides break 19.1% (Neutral days).
Average session range is 32.7 pts. The middle 68% of sessions runs 11.4 → 54.1 — anything outside is an outlier day.
When the IB VPOC sits in the upper half, IB high breaks 0.0% of the time. Lower half: IB low breaks 0.0% of the time.
51.4% of sessions close green. Average signed move is -0.00%, with a typical absolute move of ±0.74%.
100.0% of sessions break either the overnight high or low. The OVN high is tested 82.3% of the time, OVN low 76.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 28.30 pts |
Normal band The middle 68% of sessions | 11.37 → 54.08 pts |
Unusual above A session range past this is an outlier day | 54.08 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 16.69 pts |
Normal band The middle 68% of sessions | 6.29 → 32.17 pts |
Unusual above A first hour past this is an outlier day | 32.17 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.