Auto-derived from PYPL session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 48.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 87.1% of the time — only 12.9% of sessions stay range-bound. Both sides break 10.3% (Neutral days).
Average session range is 2.9 pts. The middle 68% of sessions runs 0.3835 → 5.4 — anything outside is an outlier day.
Gap up days test prior session high 72.9% of the time. Gap down days test prior low 69.9%.
When the IB VPOC sits in the upper half, IB high breaks 60.5% of the time. Lower half: IB low breaks 58.6% of the time.
51.0% of sessions close green. Average signed move is +0.00%, with a typical absolute move of ±1.42%.
95.9% of sessions break either the overnight high or low. The OVN high is tested 64.7% of the time, OVN low 62.5%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.01 pts |
Normal band The middle 68% of sessions | 0.3835 → 5.42 pts |
Unusual above A session range past this is an outlier day | 5.42 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.38 pts |
Normal band The middle 68% of sessions | 0.2821 → 3.71 pts |
Unusual above A first hour past this is an outlier day | 3.71 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.