Auto-derived from XLY session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 48.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 94.4% of the time — only 5.6% of sessions stay range-bound. Both sides break 18.7% (Neutral days).
Average session range is 1.2 pts. The middle 68% of sessions runs 0.3478 → 2.0 — anything outside is an outlier day.
Gap up days test prior session high 62.2% of the time. Gap down days test prior low 67.5%.
When the IB VPOC sits in the upper half, IB high breaks 63.3% of the time. Lower half: IB low breaks 58.7% of the time.
53.2% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.77%.
97.7% of sessions break either the overnight high or low. The OVN high is tested 71.9% of the time, OVN low 64.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.02 pts |
Normal band The middle 68% of sessions | 0.3478 → 2.02 pts |
Unusual above A session range past this is an outlier day | 2.02 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.6000 pts |
Normal band The middle 68% of sessions | 0.2170 → 1.18 pts |
Unusual above A first hour past this is an outlier day | 1.18 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.