Auto-derived from SPX session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 39.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.8% of the time — only 2.2% of sessions stay range-bound. Both sides break 27.9% (Neutral days).
Average session range is 45.4 pts. The middle 68% of sessions runs 10.3 → 80.4 — 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.
54.2% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.59%.
100.0% of sessions break either the overnight high or low. The OVN high is tested 82.8% of the time, OVN low 74.9%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 37.55 pts |
Normal band The middle 68% of sessions | 10.33 → 80.45 pts |
Unusual above A session range past this is an outlier day | 80.45 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 19.34 pts |
Normal band The middle 68% of sessions | 5.09 → 42.02 pts |
Unusual above A first hour past this is an outlier day | 42.02 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.