Auto-derived from OMG session history · updated nightly
On Fridays, Neutral sessions are the most common at 70.1%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.8% of the time — only 0.2% of sessions stay range-bound. Both sides break 69.2% (Neutral days).
Average session range is 0.4259 pts. The middle 68% of sessions runs -0.3845 → 1.2 — anything outside is an outlier day.
Gap up days test prior session high 100.0% of the time. Gap down days test prior low 93.8%.
When the IB VPOC sits in the upper half, IB high breaks 81.0% of the time. Lower half: IB low breaks 87.1% of the time.
48.7% of sessions close green. Average signed move is +0.13%, with a typical absolute move of ±4.48%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.1190 pts |
Normal band The middle 68% of sessions | -0.3845 → 1.24 pts |
Unusual above A session range past this is an outlier day | 1.24 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0280 pts |
Normal band The middle 68% of sessions | -0.1199 → 0.3415 pts |
Unusual above A first hour past this is an outlier day | 0.3415 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.