Auto-derived from OEX session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 40.1%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.4% of the time — only 2.6% of sessions stay range-bound. Both sides break 26.5% (Neutral days).
Average session range is 22.5 pts. The middle 68% of sessions runs 5.0 → 39.9 — 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.
54.0% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.61%.
100.0% of sessions break either the overnight high or low. The OVN high is tested 83.6% of the time, OVN low 75.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 19.00 pts |
Normal band The middle 68% of sessions | 5.01 → 39.94 pts |
Unusual above A session range past this is an outlier day | 39.94 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 10.21 pts |
Normal band The middle 68% of sessions | 2.62 → 21.40 pts |
Unusual above A first hour past this is an outlier day | 21.40 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.