Auto-derived from VXM session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 39.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.6% of the time — only 2.4% of sessions stay range-bound. Both sides break 26.8% (Neutral days).
Average session range is 1.1 pts. The 1-σ band runs 0.1439 → 2.1 — anything outside is an outlier day.
Gap up days test prior session high 66.8% of the time. Gap down days test prior low 66.0%.
When the IB VPOC sits in the upper half, IB high breaks 61.1% of the time. Lower half: IB low breaks 71.3% of the time.
93.5% of RTH sessions break either the overnight high or low. The OVN high is tested 51.0% of the time, OVN low 66.2%.
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.