Auto-derived from NEO session history · updated nightly
On Fridays, Neutral sessions are the most common at 66.4%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.7% of the time — only 0.3% of sessions stay range-bound. Both sides break 64.3% (Neutral days).
Average session range is 2.4 pts. The middle 68% of sessions runs -2.8 → 7.5 — anything outside is an outlier day.
Gap up days test prior session high 97.1% of the time. Gap down days test prior low 90.9%.
When the IB VPOC sits in the upper half, IB high breaks 79.1% of the time. Lower half: IB low breaks 85.9% of the time.
50.5% of sessions close green. Average signed move is +0.06%, with a typical absolute move of ±3.93%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.8320 pts |
Normal band The middle 68% of sessions | -2.83 → 7.54 pts |
Unusual above A session range past this is an outlier day | 7.54 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2040 pts |
Normal band The middle 68% of sessions | -0.8581 → 2.21 pts |
Unusual above A first hour past this is an outlier day | 2.21 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.