Auto-derived from XLK session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 43.0%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 93.9% of the time — only 6.1% of sessions stay range-bound. Both sides break 19.5% (Neutral days).
Average session range is 1.2 pts. The middle 68% of sessions runs 0.1352 → 2.3 — anything outside is an outlier day.
Gap up days test prior session high 63.1% of the time. Gap down days test prior low 66.6%.
When the IB VPOC sits in the upper half, IB high breaks 63.2% of the time. Lower half: IB low breaks 56.1% of the time.
54.4% of sessions close green. Average signed move is +0.05%, with a typical absolute move of ±0.85%.
95.2% of sessions break either the overnight high or low. The OVN high is tested 65.8% of the time, OVN low 58.2%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.01 pts |
Normal band The middle 68% of sessions | 0.1352 → 2.33 pts |
Unusual above A session range past this is an outlier day | 2.33 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.5850 pts |
Normal band The middle 68% of sessions | 0.0732 → 1.39 pts |
Unusual above A first hour past this is an outlier day | 1.39 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.