Auto-derived from TAO session history · updated nightly
On Fridays, Neutral sessions are the most common at 71.0%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.9% of the time — only 0.1% of sessions stay range-bound. Both sides break 75.5% (Neutral days).
Average session range is 29.0 pts. The middle 68% of sessions runs 8.5 → 49.6 — anything outside is an outlier day.
Gap up days test prior session high 0.0% of the time. Gap down days test prior low 66.7%.
When the IB VPOC sits in the upper half, IB high breaks 88.2% of the time. Lower half: IB low breaks 86.7% of the time.
45.7% of sessions close green. Average signed move is +0.05%, with a typical absolute move of ±3.89%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 23.46 pts |
Normal band The middle 68% of sessions | 8.46 → 49.56 pts |
Unusual above A session range past this is an outlier day | 49.56 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.50 pts |
Normal band The middle 68% of sessions | 0.6035 → 11.74 pts |
Unusual above A first hour past this is an outlier day | 11.74 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.