Auto-derived from QQQ session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 41.3%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.5% of the time — only 3.5% of sessions stay range-bound. Both sides break 21.9% (Neutral days).
Average session range is 4.9 pts. The middle 68% of sessions runs 1.1 → 8.7 — anything outside is an outlier day.
Gap up days test prior session high 65.1% of the time. Gap down days test prior low 67.5%.
When the IB VPOC sits in the upper half, IB high breaks 68.0% of the time. Lower half: IB low breaks 60.0% of the time.
54.5% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±0.79%.
93.9% of sessions break either the overnight high or low. The OVN high is tested 63.5% of the time, OVN low 54.3%.
2 of the last 5 sessions closed green, with a cumulative +0.21% move. No clear trend in the recent window.
Last 10 sessions · how each day actually played out
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.20 pts |
Normal band The middle 68% of sessions | 1.06 → 8.73 pts |
Unusual above A session range past this is an outlier day | 8.73 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.40 pts |
Normal band The middle 68% of sessions | 0.6335 → 4.91 pts |
Unusual above A first hour past this is an outlier day | 4.91 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.