Auto-derived from SPY session history · updated nightly
8 reads
📅
It's a Fri — most likely a Normal Variation day
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On Fridays, Normal Variation sessions are the most common at 35.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
Normal Variation
35.81%
🎯
The first hour rarely holds
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IB breaks 98.0% of the time — only 2.0% of sessions stay range-bound. Both sides break 29.6% (Neutral days).
Break rate
97.98%
📏
What "normal" looks like
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Average session range is 4.6 pts. The middle 68% of sessions runs 1.0 → 8.1 — anything outside is an outlier day.
Avg range
4.6 pts
⤴
Gaps tend to fill
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Gap up days test prior session high 64.4% of the time. Gap down days test prior low 69.0%.
Gap-up touch
64.41%
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VPOC is the leading tell
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When the IB VPOC sits in the upper half, IB high breaks 70.5% of the time. Lower half: IB low breaks 64.0% of the time.
IB high signal
70.54%
⚖️
Long-run bias is neutral
53.6% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.57%.
% up days
53.65%
🌙
The overnight range matters
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92.2% of sessions break either the overnight high or low. The OVN high is tested 60.8% of the time, OVN low 50.9%.
OVN broken
92.22%
↔
Last 5 sessions are sideways
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3 of the last 5 sessions closed green, with a cumulative +0.74% move. No clear trend in the recent window.
5d move
+0.74%
% Up Days
53.65%
Avg move ±0.57% · Edge +0.02%
Closed Inside Prior Range
41.76%
Sessions finishing inside the prior day's high–low
Touches Prior High
55.70%
Prior low 43.7%
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Recent Sessions
Last 10 sessions · how each day actually played out
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Latest
Sep 25, 2026+0.34%
Normal Var▲ gap
Open$768.78
Close$771.36
High$772.28
Low$766.29
IB resultIB high broke
Sep 28, 2026-0.37%
Neutral▼ gap
Open$768.35
Close$765.50
High$769.54
Low$763.72
IB resultBoth broke
Sep 29, 2026-0.33%
Normal Var▲ gap
Open$766.83
Close$764.29
High$766.98
Low$762.35
IB resultIB low broke
Sep 30, 2026-0.52%
Neutral▲ gap
Open$766.45
Close$762.44
High$769.41
Low$762.20
IB resultBoth broke
Oct 1, 2026-0.04%
Neutral▲ gap
Open$764.36
Close$764.02
High$765.65
Low$758.79
IB resultBoth broke
Oct 2, 2026-0.12%
Neutral▲ gap
Open$770.58
Close$769.67
High$772.65
Low$767.15
IB resultBoth broke
Oct 5, 2026+0.68%
Trend▲ gap
Open$769.69
Close$774.94
High$776.60
Low$769.63
IB resultIB high broke
Oct 6, 2026+0.12%
Normal Var▲ gap
Open$778.17
Close$779.14
High$781.62
Low$777.96
IB resultIB high broke
Oct 7, 2026+0.18%
Neutral▼ gap
Open$775.77
Close$777.14
High$779.10
Low$773.61
IB resultBoth broke
Oct 8, 2026-0.13%
Neutral▼ gap
Open$774.86
Close$773.89
High$777.09
Low$770.43
IB resultBoth broke
Session range
How wide a typical day is, end to end
Measure
Value
Typical
Half of sessions come in under this
3.73 pts
Normal band
The middle 68% of sessions
1.00 → 8.13 pts
Unusual above
A session range past this is an outlier day
8.13 pts
Initial Balance range
The first hour's high-to-low spread
Measure
Value
Typical
Half of sessions come in under this
1.88 pts
Normal band
The middle 68% of sessions
0.4866 → 4.14 pts
Unusual above
A first hour past this is an outlier day
4.14 pts
▲
Biggest Up Day
+10.12%
Apr 9, 2025
▼
Biggest Down Day
-5.60%
Mar 20, 2020
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