Auto-derived from SI session history · updated nightly
On Thursdays, Normal Variation sessions are the most common at 35.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.0% of the time — only 4.0% of sessions stay range-bound. Both sides break 27.1% (Neutral days).
Average session range is 0.5900 pts. The middle 68% of sessions runs -0.3658 → 1.5 — anything outside is an outlier day.
Gap up days test prior session high 58.2% of the time. Gap down days test prior low 52.8%.
When the IB VPOC sits in the upper half, IB high breaks 62.9% of the time. Lower half: IB low breaks 61.8% of the time.
48.9% of sessions close green. Average signed move is -0.03%, with a typical absolute move of ±0.98%.
81.0% of sessions break either the overnight high or low. The OVN high is tested 46.5% of the time, OVN low 43.9%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.3700 pts |
Normal band The middle 68% of sessions | -0.3658 → 1.55 pts |
Unusual above A session range past this is an outlier day | 1.55 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.1900 pts |
Normal band The middle 68% of sessions | -0.0829 → 0.6670 pts |
Unusual above A first hour past this is an outlier day | 0.6670 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.