Auto-derived from WMT session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 43.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 87.9% of the time — only 12.1% of sessions stay range-bound. Both sides break 9.3% (Neutral days).
Average session range is 0.9311 pts. The middle 68% of sessions runs 0.1147 → 1.7 — anything outside is an outlier day.
Gap up days test prior session high 73.5% of the time. Gap down days test prior low 79.1%.
When the IB VPOC sits in the upper half, IB high breaks 58.8% of the time. Lower half: IB low breaks 58.2% of the time.
52.2% of sessions close green. Average signed move is +0.06%, with a typical absolute move of ±0.81%.
96.6% of sessions break either the overnight high or low. The OVN high is tested 71.0% of the time, OVN low 63.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.6642 pts |
Normal band The middle 68% of sessions | 0.1147 → 1.75 pts |
Unusual above A session range past this is an outlier day | 1.75 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.4483 pts |
Normal band The middle 68% of sessions | 0.0738 → 1.21 pts |
Unusual above A first hour past this is an outlier day | 1.21 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.