Auto-derived from ORCL session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 47.4%. 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 12.3% (Neutral days).
Average session range is 2.4 pts. The middle 68% of sessions runs -0.5545 → 5.4 — anything outside is an outlier day.
Gap up days test prior session high 71.0% of the time. Gap down days test prior low 72.2%.
When the IB VPOC sits in the upper half, IB high breaks 62.6% of the time. Lower half: IB low breaks 59.9% of the time.
52.0% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±1.12%.
95.1% of sessions break either the overnight high or low. The OVN high is tested 67.9% 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 | 1.41 pts |
Normal band The middle 68% of sessions | -0.5545 → 5.44 pts |
Unusual above A session range past this is an outlier day | 5.44 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.9200 pts |
Normal band The middle 68% of sessions | -0.4453 → 3.82 pts |
Unusual above A first hour past this is an outlier day | 3.82 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.