Auto-derived from VXM session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 39.2%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 97.3% of the time — only 2.7% of sessions stay range-bound. Both sides break 26.6% (Neutral days).
Average session range is 1.1 pts. The middle 68% of sessions runs 0.0949 → 2.1 — anything outside is an outlier day.
Gap up days test prior session high 66.7% of the time. Gap down days test prior low 66.4%.
When the IB VPOC sits in the upper half, IB high breaks 61.6% of the time. Lower half: IB low breaks 71.2% of the time.
41.1% of sessions close green. Average signed move is -0.04%, with a typical absolute move of ±1.07%.
93.1% of sessions break either the overnight high or low. The OVN high is tested 50.7% of the time, OVN low 65.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.8300 pts |
Normal band The middle 68% of sessions | 0.0949 → 2.07 pts |
Unusual above A session range past this is an outlier day | 2.07 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 | 0.0375 → 1.02 pts |
Unusual above A first hour past this is an outlier day | 1.02 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.