Historical stats — 10 years
nqstats.com 2016–2026 · 2,488 sessions · static data
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Scenario 4 — Mid pRTH Reach
How often does price TOUCH the range extreme based on where it opened? (intraday touch, not close)
Opened ABOVE Mid pRTH → target: pRTH High
YES touched pRTH High intraday — out of 1,374 sessions above Mid
~1,126
~81.9%
Opened BELOW Mid pRTH → target: pRTH Low
YES touched pRTH Low intraday — out of 1,114 sessions below Mid
~868
~77.9%
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Scenario 5 — Prior VWAP Bias
Does the close follow the direction of the open relative to prior day VWAP? · 2,252 sessions
Opened ABOVE prior VWAP → bullish follow-through
Closed above prior VWAP — bullish bias confirmed
994
75.6%
Closed below prior VWAP — failed to hold above
320
24.4%
Opened BELOW prior VWAP → bearish follow-through
Closed below prior VWAP — bearish bias confirmed
636
67.8%
Closed above prior VWAP — reversed to bullish close
302
32.2%
Key insight:
Opening above prior VWAP is a stronger signal (75.6%) than opening below (67.8%).
Both edges are significant — prior VWAP is a high-probability directional filter.