Auto-derived from YM session history · updated nightly
On Thursdays, Normal Variation sessions are the most common at 42.0%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 95.8% of the time — only 4.2% of sessions stay range-bound. Both sides break 24.6% (Neutral days).
Average session range is 352 pts. The middle 68% of sessions runs 103 → 600 — anything outside is an outlier day.
Gap up days test prior session high 60.2% of the time. Gap down days test prior low 66.9%.
When the IB VPOC sits in the upper half, IB high breaks 66.1% of the time. Lower half: IB low breaks 62.5% of the time.
53.4% of sessions close green. Average signed move is +0.01%, with a typical absolute move of ±0.49%.
93.6% of sessions break either the overnight high or low. The OVN high is tested 60.5% of the time, OVN low 54.3%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 300.0 pts |
Normal band The middle 68% of sessions | 102.7 → 600.4 pts |
Unusual above A session range past this is an outlier day | 600.4 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 168.0 pts |
Normal band The middle 68% of sessions | 61.49 → 323.7 pts |
Unusual above A first hour past this is an outlier day | 323.7 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.