Auto-derived from REP session history · updated nightly
On Fridays, Neutral sessions are the most common at 72.3%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 98.7% of the time — only 1.3% of sessions stay range-bound. Both sides break 69.4% (Neutral days).
Average session range is 2.4 pts. The middle 68% of sessions runs -1.7 → 6.5 — anything outside is an outlier day.
Gap up days test prior session high 87.5% of the time. Gap down days test prior low 89.2%.
When the IB VPOC sits in the upper half, IB high breaks 84.0% of the time. Lower half: IB low breaks 86.5% of the time.
47.4% of sessions close green. Average signed move is -0.00%, with a typical absolute move of ±4.92%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.13 pts |
Normal band The middle 68% of sessions | -1.72 → 6.45 pts |
Unusual above A session range past this is an outlier day | 6.45 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2956 pts |
Normal band The middle 68% of sessions | -0.7963 → 2.43 pts |
Unusual above A first hour past this is an outlier day | 2.43 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.