Auto-derived from XLI session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 48.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 92.6% of the time — only 7.4% of sessions stay range-bound. Both sides break 16.7% (Neutral days).
Average session range is 1.3 pts. The middle 68% of sessions runs 0.4496 → 2.2 — anything outside is an outlier day.
Gap up days test prior session high 62.5% of the time. Gap down days test prior low 67.5%.
When the IB VPOC sits in the upper half, IB high breaks 61.9% of the time. Lower half: IB low breaks 59.5% of the time.
96.5% of sessions break either the overnight high or low. The OVN high is tested 70.2% of the time, OVN low 62.6%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.12 pts |
Normal band The middle 68% of sessions | 0.4496 → 2.20 pts |
Unusual above A session range past this is an outlier day | 2.20 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.7000 pts |
Normal band The middle 68% of sessions | 0.2879 → 1.34 pts |
Unusual above A first hour past this is an outlier day | 1.34 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.