Auto-derived from VIX3M session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 35.3%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.3% of the time — only 2.7% of sessions stay range-bound. Both sides break 30.1% (Neutral days).
Average session range is 1.2 pts. The middle 68% of sessions runs -0.2862 → 2.7 — anything outside is an outlier day.
When the IB VPOC sits in the upper half, IB high breaks 0.0% of the time. Lower half: IB low breaks 0.0% of the time.
39.5% of sessions close green. Average signed move is -0.17%, with a typical absolute move of ±2.72%.
99.9% of sessions break either the overnight high or low. The OVN high is tested 76.5% of the time, OVN low 75.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.8300 pts |
Normal band The middle 68% of sessions | -0.2862 → 2.73 pts |
Unusual above A session range past this is an outlier day | 2.73 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.4100 pts |
Normal band The middle 68% of sessions | -0.2510 → 1.46 pts |
Unusual above A first hour past this is an outlier day | 1.46 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.