Auto-derived from RTY session history · updated nightly
On Thursdays, Normal Variation sessions are the most common at 46.8%. 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 31.2 pts. The middle 68% of sessions runs 13.0 → 49.4 — anything outside is an outlier day.
Gap up days test prior session high 66.1% of the time. Gap down days test prior low 71.5%.
When the IB VPOC sits in the upper half, IB high breaks 62.1% of the time. Lower half: IB low breaks 61.1% of the time.
50.6% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±0.75%.
95.4% of sessions break either the overnight high or low. The OVN high is tested 62.8% 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 | 27.50 pts |
Normal band The middle 68% of sessions | 13.01 → 49.41 pts |
Unusual above A session range past this is an outlier day | 49.41 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 17.10 pts |
Normal band The middle 68% of sessions | 8.18 → 29.33 pts |
Unusual above A first hour past this is an outlier day | 29.33 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.