ADR / ATR
high confidenceAverage Daily Range (ADR) and Average True Range (ATR) — how often a session respects its 20-day average range (the respect-vs-exceed read), plus extension targets.
Respect rate
59.6%
Average
1.42
%
Median
1.12
%
Sample
2495
occurrences
Read
59.6% of 2,495 sessions respected the 20-day average range; 40.4% exceeded it. The latest session ran 84.4% of the 20-day average (1.06%).
Each session is scored against the 20-day average range known before it opened.
A magnitude distribution has no win rate — rows without a rate show "—" by design.
Distribution
Key figures
Subreports — where the edge actually lives
| Filter | Group | Rate | Avg | Median | Best | Worst | N |
|---|---|---|---|---|---|---|---|
| Mon | By weekday | 64.4% | 1.42 | 1.07 | 13.03 | 0.25 | 466 |
| Tue | By weekday | 61.4% | 1.37 | 1.12 | 8.91 | 0.20 | 513 |
| Wed | By weekday | 57.1% | 1.44 | 1.14 | 11.81 | 0.23 | 510 |
| Thu | By weekday | 56.3% | 1.50 | 1.21 | 13.43 | 0.22 | 504 |
| Fri | By weekday | 59.4% | 1.39 | 1.12 | 11.66 | 0.26 | 502 |
| After a respected day | By streak | 69.6% | 1.26 | 1.03 | 8.57 | 0.20 | 1487 |
| After an exceeded day | By streak | 44.9% | 1.66 | 1.29 | 13.43 | 0.26 | 1007 |
| Exceed-day extension beyond ADR | By extension | — | 52.76 | 33.93 | 549.20 | 0.01 | 1007 |
| Average range as % of ADR | Range to ADR | — | 103.22 | 89.54 | 649.20 | 20.26 | 2495 |
| Mon | Range to ADR · weekday | — | 100.49 | 85.17 | 649.20 | 23.15 | 466 |
| Tue | Range to ADR · weekday | — | 99.92 | 86.46 | 497.83 | 29.60 | 513 |
| Wed | Range to ADR · weekday | — | 104.53 | 90.36 | 551.77 | 27.06 | 510 |
| Thu | Range to ADR · weekday | — | 108.57 | 94.38 | 433.79 | 20.26 | 504 |
| Fri | Range to ADR · weekday | — | 102.44 | 90.00 | 528.26 | 22.15 | 502 |
Sample-size honesty
Every statistic on this page is computed from cached exchange history and reports its true sample size. Rates built on fewer than 30 occurrences are marked low confidence — a 90% rate off 10 events is not an edge, it is noise.