Auto-derived from SNT session history · updated nightly
On Tuesdays, Neutral sessions are the most common at 55.0%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 95.6% of the time — only 4.4% of sessions stay range-bound. Both sides break 50.4% (Neutral days).
Average session range is 0.0083 pts. The middle 68% of sessions runs -0.0123 → 0.0289 — anything outside is an outlier day.
Gap up days test prior session high 95.6% of the time. Gap down days test prior low 84.6%.
When the IB VPOC sits in the upper half, IB high breaks 70.0% of the time. Lower half: IB low breaks 79.4% of the time.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0030 pts |
Normal band The middle 68% of sessions | -0.0123 → 0.0289 pts |
Unusual above A session range past this is an outlier day | 0.0289 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0005 pts |
Normal band The middle 68% of sessions | -0.0045 → 0.0090 pts |
Unusual above A first hour past this is an outlier day | 0.0090 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.