Auto-derived from WAVES session history · updated nightly
On Fridays, Neutral sessions are the most common at 63.2%. Watch for a two-way day where both IB sides break — fade extremes.
IB breaks 99.6% of the time — only 0.4% of sessions stay range-bound. Both sides break 63.9% (Neutral days).
Average session range is 0.7873 pts. The middle 68% of sessions runs -0.6784 → 2.3 — anything outside is an outlier day.
Gap up days test prior session high 97.1% of the time. Gap down days test prior low 85.7%.
When the IB VPOC sits in the upper half, IB high breaks 76.2% of the time. Lower half: IB low breaks 86.1% of the time.
50.9% of sessions close green. Average signed move is +0.26%, with a typical absolute move of ±4.28%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.2161 pts |
Normal band The middle 68% of sessions | -0.6784 → 2.25 pts |
Unusual above A session range past this is an outlier day | 2.25 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0514 pts |
Normal band The middle 68% of sessions | -0.2270 → 0.6361 pts |
Unusual above A first hour past this is an outlier day | 0.6361 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.