Auto-derived from SI session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 34.3%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.1% of the time — only 3.9% of sessions stay range-bound. Both sides break 26.9% (Neutral days).
Average session range is 0.5733 pts. The 1-σ band runs -0.3705 → 1.5 — anything outside is an outlier day.
Gap up days test prior session high 58.1% of the time. Gap down days test prior low 53.2%.
When the IB VPOC sits in the upper half, IB high breaks 63.2% of the time. Lower half: IB low breaks 62.1% of the time.
80.7% of RTH sessions break either the overnight high or low. The OVN high is tested 46.4% of the time, OVN low 43.9%.
How wide a typical day is, end to end
The first hour's high-to-low spread
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.