Auto-derived from VVIX 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 97.0% of the time — only 3.0% of sessions stay range-bound. Both sides break 28.8% (Neutral days).
Average session range is 6.3 pts. The middle 68% of sessions runs 0.5934 → 12.0 — 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.
40.0% of sessions close green. Average signed move is -0.32%, with a typical absolute move of ±3.27%.
100.0% of sessions break either the overnight high or low. The OVN high is tested 75.7% 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 | 4.80 pts |
Normal band The middle 68% of sessions | 0.5934 → 11.99 pts |
Unusual above A session range past this is an outlier day | 11.99 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.27 pts |
Normal band The middle 68% of sessions | 0.0090 → 5.96 pts |
Unusual above A first hour past this is an outlier day | 5.96 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.