Auto-derived from NDX session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 42.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.5% of the time — only 3.5% of sessions stay range-bound. Both sides break 22.5% (Neutral days).
Average session range is 195 pts. The middle 68% of sessions runs 37.3 → 353 — 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.
100.0% of sessions break either the overnight high or low. The OVN high is tested 82.9% of the time, OVN low 75.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 164.3 pts |
Normal band The middle 68% of sessions | 37.30 → 353.4 pts |
Unusual above A session range past this is an outlier day | 353.4 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 92.12 pts |
Normal band The middle 68% of sessions | 20.25 → 196.9 pts |
Unusual above A first hour past this is an outlier day | 196.9 pts |
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