Auto-derived from SIL session history · updated nightly
On Thursdays, Normal Variation sessions are the most common at 31.1%. 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 26.9% (Neutral days).
Average session range is 0.5836 pts. The middle 68% of sessions runs -0.3747 → 1.5 — anything outside is an outlier day.
Gap up days test prior session high 57.1% of the time. Gap down days test prior low 51.5%.
When the IB VPOC sits in the upper half, IB high breaks 65.5% of the time. Lower half: IB low breaks 65.3% of the time.
48.5% 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 46.2% of the time, OVN low 44.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.3650 pts |
Normal band The middle 68% of sessions | -0.3747 → 1.54 pts |
Unusual above A session range past this is an outlier day | 1.54 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.1850 pts |
Normal band The middle 68% of sessions | -0.0958 → 0.6612 pts |
Unusual above A first hour past this is an outlier day | 0.6612 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.