Auto-derived from MSFT session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 47.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 89.8% of the time — only 10.2% of sessions stay range-bound. Both sides break 13.7% (Neutral days).
Average session range is 5.0 pts. The middle 68% of sessions runs 1.3 → 8.7 — anything outside is an outlier day.
Gap up days test prior session high 68.5% of the time. Gap down days test prior low 69.3%.
When the IB VPOC sits in the upper half, IB high breaks 61.5% of the time. Lower half: IB low breaks 59.3% of the time.
52.7% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±0.98%.
94.7% of sessions break either the overnight high or low. The OVN high is tested 61.3% of the time, OVN low 58.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.43 pts |
Normal band The middle 68% of sessions | 1.28 → 8.72 pts |
Unusual above A session range past this is an outlier day | 8.72 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.87 pts |
Normal band The middle 68% of sessions | 0.7955 → 5.75 pts |
Unusual above A first hour past this is an outlier day | 5.75 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.