Auto-derived from UNH session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 43.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 85.6% of the time — only 14.4% of sessions stay range-bound. Both sides break 10.8% (Neutral days).
Average session range is 7.6 pts. The middle 68% of sessions runs 2.7 → 12.5 — anything outside is an outlier day.
Gap up days test prior session high 75.9% of the time. Gap down days test prior low 75.3%.
When the IB VPOC sits in the upper half, IB high breaks 56.5% of the time. Lower half: IB low breaks 57.7% of the time.
51.2% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±1.03%.
97.6% of sessions break either the overnight high or low. The OVN high is tested 74.4% of the time, OVN low 69.4%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 6.75 pts |
Normal band The middle 68% of sessions | 2.74 → 12.53 pts |
Unusual above A session range past this is an outlier day | 12.53 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.66 pts |
Normal band The middle 68% of sessions | 1.84 → 8.77 pts |
Unusual above A first hour past this is an outlier day | 8.77 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.