Auto-derived from TRUMP session history · updated nightly
On Fridays, Neutral sessions are the most common at 73.0%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.8% of the time — only 0.2% of sessions stay range-bound. Both sides break 66.7% (Neutral days).
Average session range is 0.6051 pts. The middle 68% of sessions runs -0.3239 → 1.5 — anything outside is an outlier day.
Gap up days test prior session high 0.0% of the time. Gap down days test prior low 100.0%.
When the IB VPOC sits in the upper half, IB high breaks 81.9% of the time. Lower half: IB low breaks 89.0% of the time.
43.6% of sessions close green. Average signed move is -0.31%, with a typical absolute move of ±3.54%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2700 pts |
Normal band The middle 68% of sessions | -0.3239 → 1.53 pts |
Unusual above A session range past this is an outlier day | 1.53 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0500 pts |
Normal band The middle 68% of sessions | -0.1124 → 0.3784 pts |
Unusual above A first hour past this is an outlier day | 0.3784 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.