Auto-derived from RTY session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 49.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.6% of the time — only 5.4% of sessions stay range-bound. Both sides break 18.3% (Neutral days).
Average session range is 31.5 pts. The middle 68% of sessions runs 13.3 → 49.6 — anything outside is an outlier day.
Gap up days test prior session high 66.5% of the time. Gap down days test prior low 71.9%.
When the IB VPOC sits in the upper half, IB high breaks 61.9% of the time. Lower half: IB low breaks 61.8% of the time.
50.4% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±0.74%.
95.3% of sessions break either the overnight high or low. The OVN high is tested 62.5% of the time, OVN low 59.5%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 28.00 pts |
Normal band The middle 68% of sessions | 13.34 → 49.56 pts |
Unusual above A session range past this is an outlier day | 49.56 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 17.30 pts |
Normal band The middle 68% of sessions | 8.41 → 29.49 pts |
Unusual above A first hour past this is an outlier day | 29.49 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.