Auto-derived from VX session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 44.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 95.3% of the time — only 4.7% of sessions stay range-bound. Both sides break 22.8% (Neutral days).
Average session range is 1.1 pts. The middle 68% of sessions runs -0.1049 → 2.3 — anything outside is an outlier day.
Gap up days test prior session high 66.6% of the time. Gap down days test prior low 65.0%.
When the IB VPOC sits in the upper half, IB high breaks 57.7% of the time. Lower half: IB low breaks 66.6% of the time.
39.9% of sessions close green. Average signed move is -0.03%, with a typical absolute move of ±0.83%.
91.5% of sessions break either the overnight high or low. The OVN high is tested 47.8% of the time, OVN low 62.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.7500 pts |
Normal band The middle 68% of sessions | -0.1049 → 2.29 pts |
Unusual above A session range past this is an outlier day | 2.29 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.4000 pts |
Normal band The middle 68% of sessions | -0.0338 → 1.15 pts |
Unusual above A first hour past this is an outlier day | 1.15 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.