Auto-derived from PEP session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 49.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 87.9% of the time — only 12.1% of sessions stay range-bound. Both sides break 11.2% (Neutral days).
Average session range is 2.2 pts. The middle 68% of sessions runs 0.8831 → 3.6 — anything outside is an outlier day.
Gap up days test prior session high 81.8% of the time. Gap down days test prior low 78.4%.
When the IB VPOC sits in the upper half, IB high breaks 59.9% of the time. Lower half: IB low breaks 57.3% of the time.
50.8% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±0.74%.
97.5% of sessions break either the overnight high or low. The OVN high is tested 69.5% of the time, OVN low 70.5%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.92 pts |
Normal band The middle 68% of sessions | 0.8831 → 3.57 pts |
Unusual above A session range past this is an outlier day | 3.57 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.33 pts |
Normal band The middle 68% of sessions | 0.6588 → 2.39 pts |
Unusual above A first hour past this is an outlier day | 2.39 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.