Auto-derived from SIL session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 31.7%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 95.9% of the time — only 4.1% of sessions stay range-bound. Both sides break 26.9% (Neutral days).
Average session range is 0.6003 pts. The middle 68% of sessions runs -0.3623 → 1.6 — anything outside is an outlier day.
Gap up days test prior session high 56.8% of the time. Gap down days test prior low 51.4%.
When the IB VPOC sits in the upper half, IB high breaks 65.6% of the time. Lower half: IB low breaks 65.5% of the time.
48.6% of sessions close green. Average signed move is -0.02%, with a typical absolute move of ±0.73%.
80.8% of sessions break either the overnight high or low. The OVN high is tested 46.1% of the time, OVN low 43.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.3750 pts |
Normal band The middle 68% of sessions | -0.3623 → 1.56 pts |
Unusual above A session range past this is an outlier day | 1.56 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 | -0.0942 → 0.6803 pts |
Unusual above A first hour past this is an outlier day | 0.6803 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.