Auto-derived from ZIL session history · updated nightly
On Fridays, Trend sessions are the most common at 40.8%. Watch for one-sided directional flow past 2× IB — trade with momentum.
IB breaks 92.1% of the time — only 7.9% of sessions stay range-bound. Both sides break 42.8% (Neutral days).
Average session range is 0.0060 pts. The middle 68% of sessions runs -0.0030 → 0.0150 — anything outside is an outlier day.
Gap up days test prior session high 82.5% of the time. Gap down days test prior low 82.5%.
When the IB VPOC sits in the upper half, IB high breaks 100.0% of the time. Lower half: IB low breaks 66.7% of the time.
36.1% of sessions close green. Average signed move is +0.12%, with a typical absolute move of ±4.73%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0030 pts |
Normal band The middle 68% of sessions | -0.0030 → 0.0150 pts |
Unusual above A session range past this is an outlier day | 0.0150 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 0.0000 pts |
Normal band The middle 68% of sessions | -0.0014 → 0.0038 pts |
Unusual above A first hour past this is an outlier day | 0.0038 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.