Auto-derived from VTI session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 34.4%. 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 25.9% (Neutral days).
Average session range is 2.3 pts. The middle 68% of sessions runs 0.4786 → 4.2 — anything outside is an outlier day.
Gap up days test prior session high 64.3% of the time. Gap down days test prior low 64.6%.
When the IB VPOC sits in the upper half, IB high breaks 70.1% of the time. Lower half: IB low breaks 65.9% of the time.
94.2% of sessions break either the overnight high or low. The OVN high is tested 63.9% of the time, OVN low 59.3%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.90 pts |
Normal band The middle 68% of sessions | 0.4786 → 4.19 pts |
Unusual above A session range past this is an outlier day | 4.19 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.9950 pts |
Normal band The middle 68% of sessions | 0.1504 → 2.30 pts |
Unusual above A first hour past this is an outlier day | 2.30 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.