Auto-derived from NKE session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 50.0%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 89.8% of the time — only 10.2% of sessions stay range-bound. Both sides break 10.8% (Neutral days).
Average session range is 1.9 pts. The middle 68% of sessions runs 0.7341 → 3.2 — anything outside is an outlier day.
Gap up days test prior session high 67.6% of the time. Gap down days test prior low 65.5%.
When the IB VPOC sits in the upper half, IB high breaks 57.7% of the time. Lower half: IB low breaks 61.6% of the time.
50.2% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±1.07%.
95.6% of sessions break either the overnight high or low. The OVN high is tested 64.4% of the time, OVN low 62.9%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.66 pts |
Normal band The middle 68% of sessions | 0.7341 → 3.16 pts |
Unusual above A session range past this is an outlier day | 3.16 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.13 pts |
Normal band The middle 68% of sessions | 0.5159 → 2.13 pts |
Unusual above A first hour past this is an outlier day | 2.13 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.