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Live Markets · $SPYStocksFull intraday data

SPDR S&P 500 ETF

The largest ETF on earth — proxy for ES at retail-friendly tick sizes.

2,513 RTH sessionsJul 11, 2016Jul 9, 2026
Last
$738.86
+0.09%
Asset
Stocks · ETF
Sentiment
Live Takes
1
Open Markets
2

Today's Read

Auto-derived from SPY session history · updated nightly

It's a Mon — most likely a Normal Variation day

On Mondays, Normal Variation sessions are the most common at 39.6%. Watch for a moderate range expansion past IB but capped at 2× IB.

The first hour rarely holds

IB breaks 98.0% of the time — only 1.9% of sessions stay range-bound. Both sides break 29.3% (Neutral days).

What "normal" looks like

Average session range is 4.5 pts. The 1-σ band runs 0.9081 → 8.0 — anything outside is an outlier day.

Gaps tend to fill

Gap up days test prior session high 64.6% of the time. Gap down days test prior low 69.4%.

VPOC is the leading tell

When the IB VPOC sits in the upper half, IB high breaks 69.9% of the time. Lower half: IB low breaks 64.7% of the time.

Long-run bias is bullish

53.7% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±0.63%.

The overnight range matters

92.4% of RTH sessions break either the overnight high or low. The OVN high is tested 60.9% of the time, OVN low 51.1%.

Last 5 sessions are sideways

3 of the last 5 sessions closed green, with a cumulative -0.41% move. No clear trend in the recent window.

IB Break Rate
98.05%
IB high 67.3% · low 60.0%
Overnight Broken
92.36%
Both 19.7% · None 7.6%
Most Common Day
Normal Var
34.8% · Trend 28.3% · Neutral 29.3%
🔄

Recent Sessions

Last 10 sessions · how each day actually played out

← scroll →
Latest
Jul 13, 2026-0.45%
Normal Var gap
Open$752.47
Close$749.10
High$753.91
Low$748.00
IB resultIB low broke
Jul 14, 2026+0.13%
Normal Var gap
Open$750.91
Close$751.87
High$753.31
Low$748.66
IB resultIB high broke
Jul 15, 2026+0.06%
Trend gap
Open$754.24
Close$754.73
High$755.58
Low$750.20
IB resultIB low broke
Jul 16, 2026-0.27%
Neutral gap
Open$752.76
Close$750.76
High$754.57
Low$747.88
IB resultBoth broke
Jul 17, 2026+0.14%
Normal gap
Open$742.08
Close$743.16
High$747.29
Low$740.80
IB resultIB held
Jul 20, 2026-0.66%
Normal Var gap
Open$747.06
Close$742.14
High$748.73
Low$741.51
IB resultIB low broke
Jul 21, 2026+0.27%
Normal Var gap
Open$746.29
Close$748.33
High$749.04
Low$744.18
IB resultIB high broke
Jul 22, 2026+0.10%
Normal Var gap
Open$746.62
Close$747.33
High$750.02
Low$746.37
IB resultIB high broke
Jul 23, 2026-0.16%
Normal Var gap
Open$739.37
Close$738.17
High$742.56
Low$735.21
IB resultIB low broke
Jul 24, 2026+0.05%
Neutral gap
Open$738.51
Close$738.86
High$743.72
Low$737.29
IB resultBoth broke

Session range

How wide a typical day is, end to end

See full
Median
3.6
Average
4.5
1-σ high
8.0

Initial Balance range

The first hour's high-to-low spread

See full
Median
1.8
Average
2.3
1-σ high
4.1
Biggest Up Day
+11.18%
Apr 9, 2025
Biggest Down Day
-4.86%
Apr 8, 2025
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