Auto-derived from PL session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 37.9%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.1% of the time — only 2.9% of sessions stay range-bound. Both sides break 25.0% (Neutral days).
Average session range is 21.7 pts. The middle 68% of sessions runs 3.3 → 40.1 — anything outside is an outlier day.
Gap up days test prior session high 61.0% of the time. Gap down days test prior low 51.1%.
When the IB VPOC sits in the upper half, IB high breaks 65.8% of the time. Lower half: IB low breaks 65.7% of the time.
47.8% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±0.81%.
85.2% of sessions break either the overnight high or low. The OVN high is tested 47.9% of the time, OVN low 46.9%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 16.90 pts |
Normal band The middle 68% of sessions | 3.34 → 40.10 pts |
Unusual above A session range past this is an outlier day | 40.10 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 8.90 pts |
Normal band The middle 68% of sessions | 2.57 → 20.12 pts |
Unusual above A first hour past this is an outlier day | 20.12 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.