Auto-derived from VX session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 45.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 95.5% of the time — only 4.5% of sessions stay range-bound. Both sides break 22.8% (Neutral days).
Average session range is 1.1 pts. The 1-σ band runs -0.0845 → 2.3 — anything outside is an outlier day.
Gap up days test prior session high 66.5% of the time. Gap down days test prior low 64.2%.
When the IB VPOC sits in the upper half, IB high breaks 58.0% of the time. Lower half: IB low breaks 65.8% of the time.
91.6% of RTH sessions break either the overnight high or low. The OVN high is tested 48.0% of the time, OVN low 62.4%.
How wide a typical day is, end to end
The first hour's high-to-low spread
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.