Auto-derived from ORCL session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 49.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.9% of the time — only 11.1% of sessions stay range-bound. Both sides break 12.4% (Neutral days).
Average session range is 2.4 pts. The middle 68% of sessions runs -0.5701 → 5.4 — anything outside is an outlier day.
Gap up days test prior session high 71.6% of the time. Gap down days test prior low 73.5%.
When the IB VPOC sits in the upper half, IB high breaks 62.9% of the time. Lower half: IB low breaks 60.1% of the time.
95.2% of sessions break either the overnight high or low. The OVN high is tested 68.1% of the time, OVN low 59.7%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.40 pts |
Normal band The middle 68% of sessions | -0.5701 → 5.40 pts |
Unusual above A session range past this is an outlier day | 5.40 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.9000 pts |
Normal band The middle 68% of sessions | -0.4475 → 3.77 pts |
Unusual above A first hour past this is an outlier day | 3.77 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.