Auto-derived from PAX session history · updated nightly
On Fridays, Neutral sessions are the most common at 62.4%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 95.2% of the time — only 4.8% of sessions stay range-bound. Both sides break 61.6% (Neutral days).
Average session range is 0.4406 pts. The middle 68% of sessions runs -15.7 → 16.6 — anything outside is an outlier day.
Gap up days test prior session high 100.0% of the time. Gap down days test prior low 84.2%.
When the IB VPOC sits in the upper half, IB high breaks 25.0% of the time. Lower half: IB low breaks 69.9% of the time.
38.2% of sessions close green. Average signed move is -0.03%, with a typical absolute move of ±0.28%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0080 pts |
Normal band The middle 68% of sessions | -15.74 → 16.62 pts |
Unusual above A session range past this is an outlier day | 16.62 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0015 pts |
Normal band The middle 68% of sessions | -0.0030 → 0.0098 pts |
Unusual above A first hour past this is an outlier day | 0.0098 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.