Auto-derived from VWO session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 46.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.0% of the time — only 6.0% of sessions stay range-bound. Both sides break 18.6% (Neutral days).
Average session range is 0.4335 pts. The middle 68% of sessions runs 0.1152 → 0.7519 — anything outside is an outlier day.
Gap up days test prior session high 47.0% of the time. Gap down days test prior low 41.3%.
When the IB VPOC sits in the upper half, IB high breaks 63.6% of the time. Lower half: IB low breaks 59.6% of the time.
51.7% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.49%.
87.6% of sessions break either the overnight high or low. The OVN high is tested 50.8% of the time, OVN low 52.4%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.3600 pts |
Normal band The middle 68% of sessions | 0.1152 → 0.7519 pts |
Unusual above A session range past this is an outlier day | 0.7519 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2227 pts |
Normal band The middle 68% of sessions | 0.0255 → 0.4871 pts |
Unusual above A first hour past this is an outlier day | 0.4871 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.