Auto-derived from VOO session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 35.9%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 98.0% of the time — only 2.0% of sessions stay range-bound. Both sides break 29.1% (Neutral days).
Average session range is 4.1 pts. The middle 68% of sessions runs 0.9204 → 7.4 — anything outside is an outlier day.
Gap up days test prior session high 63.3% of the time. Gap down days test prior low 66.0%.
When the IB VPOC sits in the upper half, IB high breaks 65.5% of the time. Lower half: IB low breaks 57.3% of the time.
53.5% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.57%.
95.5% of sessions break either the overnight high or low. The OVN high is tested 65.9% of the time, OVN low 57.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 3.40 pts |
Normal band The middle 68% of sessions | 0.9204 → 7.37 pts |
Unusual above A session range past this is an outlier day | 7.37 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.69 pts |
Normal band The middle 68% of sessions | 0.4311 → 3.76 pts |
Unusual above A first hour past this is an outlier day | 3.76 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.