How often it happened, and how many times
Pick NQ, ES or SPX and see how often gaps filled, the opening range broke, the first hour was extended and yesterday's high and low were hit. Every number comes with its sample size and a 95% interval, and you can open the sessions behind it on ZoroCharts.
Historical frequencies with sample sizes. Not predictions.
The reports
Regular session, 09:30 to 16:00 New York, three years of 5-minute history.
Gap fill
How often an opening gap traded back to the prior close, how fast, by gap size and by day of week.
Opening range
Which side of the first 15 or 30 minutes broke first, and how far price followed through.
Initial balance
Whether the first hour's high, low or both were broken later in the session, and by how much.
Prior day levels
How often the session reached yesterday's high and low, and whether it closed beyond them.
Day of week
Up days by weekday and the typical session range.
Built to be honest
A small sample should look small.
N on every number
Each card shows how many sessions it covers. Under 30 it carries a low-sample tag; under 10 the number is withheld.
95% interval
A Wilson interval shows how much room the estimate has, plus a check that the first and second half of the sessions agree.
See the sessions
Tap a number to list the matching sessions, then open one on ZoroCharts with the prior day levels, gap and range lines drawn.
Questions
Does it tell me what will happen next?
No. It counts what happened in past sessions. Education only. Not financial advice.
Which markets and how much history?
NQ, ES and SPX, regular session, up to three years of history. It refreshes once a day after the close.
Which plan includes it?
Market Stats is free for every account.
Where does the method come from?
Statistics engine based on LuxAlgo Edge Stats (MIT).