Auto-derived from PA session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 35.3%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.6% of the time — only 5.4% of sessions stay range-bound. Both sides break 25.2% (Neutral days).
Average session range is 40.2 pts. The middle 68% of sessions runs 5.9 → 74.6 — anything outside is an outlier day.
Gap up days test prior session high 55.7% of the time. Gap down days test prior low 52.2%.
When the IB VPOC sits in the upper half, IB high breaks 62.1% of the time. Lower half: IB low breaks 61.1% of the time.
49.6% of sessions close green. Average signed move is -0.04%, with a typical absolute move of ±1.11%.
83.9% of sessions break either the overnight high or low. The OVN high is tested 47.3% of the time, OVN low 45.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 31.50 pts |
Normal band The middle 68% of sessions | 5.85 → 74.57 pts |
Unusual above A session range past this is an outlier day | 74.57 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 16.00 pts |
Normal band The middle 68% of sessions | 2.94 → 38.89 pts |
Unusual above A first hour past this is an outlier day | 38.89 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.