Auto-derived from NFLX session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 48.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 86.9% of the time — only 13.1% of sessions stay range-bound. Both sides break 9.6% (Neutral days).
Average session range is 1.4 pts. The middle 68% of sessions runs 0.4219 → 2.3 — anything outside is an outlier day.
Gap up days test prior session high 73.3% of the time. Gap down days test prior low 75.0%.
When the IB VPOC sits in the upper half, IB high breaks 58.1% of the time. Lower half: IB low breaks 58.9% of the time.
50.0% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±1.48%.
97.7% of sessions break either the overnight high or low. The OVN high is tested 70.3% of the time, OVN low 69.3%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.14 pts |
Normal band The middle 68% of sessions | 0.4219 → 2.34 pts |
Unusual above A session range past this is an outlier day | 2.34 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.7887 pts |
Normal band The middle 68% of sessions | 0.2674 → 1.66 pts |
Unusual above A first hour past this is an outlier day | 1.66 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.