Auto-derived from VXN session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 42.5%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.1% of the time — only 5.9% of sessions stay range-bound. Both sides break 22.9% (Neutral days).
Average session range is 2.0 pts. The middle 68% of sessions runs -0.0499 → 4.1 — anything outside is an outlier day.
When the IB VPOC sits in the upper half, IB high breaks 0.0% of the time. Lower half: IB low breaks 0.0% of the time.
39.0% of sessions close green. Average signed move is -0.37%, with a typical absolute move of ±4.10%.
99.8% of sessions break either the overnight high or low. The OVN high is tested 80.4% of the time, OVN low 73.2%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.47 pts |
Normal band The middle 68% of sessions | -0.0499 → 4.12 pts |
Unusual above A session range past this is an outlier day | 4.12 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.8100 pts |
Normal band The middle 68% of sessions | -0.1727 → 2.46 pts |
Unusual above A first hour past this is an outlier day | 2.46 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.