Auto-derived from SP600 session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 44.0%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.3% of the time — only 5.7% of sessions stay range-bound. Both sides break 18.4% (Neutral days).
Average session range is 17.5 pts. The middle 68% of sessions runs 7.1 → 27.8 — anything outside is an outlier day.
When the IB VPOC sits in the upper half, IB high breaks 0.0% of the time. Lower half: IB low breaks 0.0% of the time.
50.5% of sessions close green. Average signed move is -0.00%, with a typical absolute move of ±0.86%.
100.0% of sessions break either the overnight high or low. The OVN high is tested 81.3% of the time, OVN low 77.7%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 15.26 pts |
Normal band The middle 68% of sessions | 7.11 → 27.84 pts |
Unusual above A session range past this is an outlier day | 27.84 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 8.91 pts |
Normal band The middle 68% of sessions | 3.77 → 16.52 pts |
Unusual above A first hour past this is an outlier day | 16.52 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.