Auto-derived from YM session history · updated nightly
On Mondays, Normal Variation sessions are the most common at 39.4%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 95.7% of the time — only 4.3% of sessions stay range-bound. Both sides break 24.5% (Neutral days).
Average session range is 356 pts. The middle 68% of sessions runs 108 → 605 — anything outside is an outlier day.
Gap up days test prior session high 60.8% of the time. Gap down days test prior low 66.7%.
When the IB VPOC sits in the upper half, IB high breaks 66.0% of the time. Lower half: IB low breaks 62.6% of the time.
53.5% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.48%.
93.4% of sessions break either the overnight high or low. The OVN high is tested 60.5% of the time, OVN low 54.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 306.0 pts |
Normal band The middle 68% of sessions | 107.6 → 604.6 pts |
Unusual above A session range past this is an outlier day | 604.6 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 173.0 pts |
Normal band The middle 68% of sessions | 64.18 → 328.3 pts |
Unusual above A first hour past this is an outlier day | 328.3 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.