Auto-derived from VEA session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 42.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.8% of the time — only 3.2% of sessions stay range-bound. Both sides break 23.9% (Neutral days).
Average session range is 0.4155 pts. The middle 68% of sessions runs 0.0549 → 0.7760 — anything outside is an outlier day.
Gap up days test prior session high 48.8% of the time. Gap down days test prior low 47.3%.
When the IB VPOC sits in the upper half, IB high breaks 67.6% of the time. Lower half: IB low breaks 60.7% of the time.
54.2% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.45%.
89.9% of sessions break either the overnight high or low. The OVN high is tested 56.0% of the time, OVN low 54.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.3400 pts |
Normal band The middle 68% of sessions | 0.0549 → 0.7760 pts |
Unusual above A session range past this is an outlier day | 0.7760 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.1850 pts |
Normal band The middle 68% of sessions | -0.0096 → 0.4526 pts |
Unusual above A first hour past this is an outlier day | 0.4526 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.