Auto-derived from VVIX session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 33.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 96.9% of the time — only 3.1% 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 0.6109 → 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.
100.0% of sessions break either the overnight high or low. The OVN high is tested 75.8% of the time, OVN low 76.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 4.81 pts |
Normal band The middle 68% of sessions | 0.6109 → 12.03 pts |
Unusual above A session range past this is an outlier day | 12.03 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.28 pts |
Normal band The middle 68% of sessions | 0.0202 → 5.97 pts |
Unusual above A first hour past this is an outlier day | 5.97 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.