Auto-derived from NDX session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 38.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.4% of the time — only 3.6% of sessions stay range-bound. Both sides break 22.4% (Neutral days).
Average session range is 199 pts. The middle 68% of sessions runs 41.3 → 357 — 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.
54.4% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±0.79%.
100.0% of sessions break either the overnight high or low. The OVN high is tested 82.7% of the time, OVN low 75.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 170.4 pts |
Normal band The middle 68% of sessions | 41.31 → 356.9 pts |
Unusual above A session range past this is an outlier day | 356.9 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 94.88 pts |
Normal band The middle 68% of sessions | 22.62 → 199.6 pts |
Unusual above A first hour past this is an outlier day | 199.6 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.