Auto-derived from XLV session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 47.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 91.6% of the time — only 8.4% of sessions stay range-bound. Both sides break 15.6% (Neutral days).
Average session range is 1.4 pts. The middle 68% of sessions runs 0.5801 → 2.3 — anything outside is an outlier day.
Gap up days test prior session high 67.8% of the time. Gap down days test prior low 75.4%.
When the IB VPOC sits in the upper half, IB high breaks 61.4% of the time. Lower half: IB low breaks 57.0% of the time.
52.0% of sessions close green. Average signed move is +0.02%, with a typical absolute move of ±0.61%.
97.5% of sessions break either the overnight high or low. The OVN high is tested 69.0% of the time, OVN low 65.8%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.26 pts |
Normal band The middle 68% of sessions | 0.5801 → 2.28 pts |
Unusual above A session range past this is an outlier day | 2.28 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.8050 pts |
Normal band The middle 68% of sessions | 0.3765 → 1.44 pts |
Unusual above A first hour past this is an outlier day | 1.44 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.