Auto-derived from NG session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 43.0%. 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 27.8% (Neutral days).
Average session range is 0.1252 pts. The middle 68% of sessions runs 0.0064 → 0.2440 — anything outside is an outlier day.
Gap up days test prior session high 55.4% of the time. Gap down days test prior low 53.3%.
When the IB VPOC sits in the upper half, IB high breaks 62.1% of the time. Lower half: IB low breaks 68.3% of the time.
46.3% of sessions close green. Average signed move is -0.04%, with a typical absolute move of ±1.20%.
87.5% of sessions break either the overnight high or low. The OVN high is tested 48.6% of the time, OVN low 50.3%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0890 pts |
Normal band The middle 68% of sessions | 0.0064 → 0.2440 pts |
Unusual above A session range past this is an outlier day | 0.2440 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0460 pts |
Normal band The middle 68% of sessions | 0.0019 → 0.1244 pts |
Unusual above A first hour past this is an outlier day | 0.1244 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.