the daily high low by session report on edgeful analyzes historical price data to determine which trading sessions (Asian, London, NY, and their overlaps) produce the daily high and low most often. it groups intraday data by date, extracts the high and low entries, and categorizes them by session time boundaries.

you get count and percentage breakdowns showing where daily highs and lows tend to form across sessions.

this is one of the 150+ reports available on the edgeful platform. here's how it works, what the data shows, and how traders use it.

table of contents

• what the daily high and low by session report measures
• how the calculation works
• available subreports
• how traders use daily high and low by session data
• combining daily high and low by session with other reports
• key takeaways

what the daily high and low by session report measures

the daily high low by session report analyzes historical price data to determine which trading sessions (Asian, London, NY, and their overlaps) produce the daily high and low most often. it groups intraday data by date, extracts the high and low entries, and categorizes them by session time boundaries.

the report is available for futures, stocks, ETFs, forex, and crypto. you can filter by ticker, session (NY, London, Asian, full globex, or custom), and lookback period (1 month to 5+ years).

how the calculation works

the daily high and low by session report tracks where in the global trading day the daily extremes form.

• the report identifies the daily high and low for each session day across the lookback period
• it timestamps when each extreme occurred and assigns it to a session window (asian, london, NY, or overlap)
• frequencies are calculated showing what percentage of HODs and LODs form in each session
• the by-candle subreport then splits the results by daily candle direction (green or red)
• this gives you a statistical breakdown of when daily extremes are most likely to form

available subreports

the daily high and low by session report has 2 subreports for deeper analysis:

by weekday. breaks down HOD and LOD session formation by day of the week. surfaces patterns where certain weekdays form extremes earlier or later in the global trading day.

by candle. splits the results by daily candle color (green or red). on green days, HOD typically forms in NY and LOD in asia. on red days, the opposite tends to be true. this is one of the most powerful filters in the report.

how traders use daily high and low by session data

• timing entries by knowing which session typically produces the daily extreme
• setting partial exits when the data suggests the extreme is likely already in
• avoiding chasing late-day moves when the extreme typically forms earlier
• pairing with directional bias reports to predict whether HOD or LOD comes first
• risk management by knowing the typical timing window for daily extremes

the data doesn't tell you to trade. the daily high and low by session report tells you the historical performance of the setup in front of you. what you do with that information is your decision.

results require customization, time, and effort. the numbers change depending on your ticker, session, and lookback period. always check the data for your specific conditions.

combining daily high and low by session with other reports

the daily high and low by session report works best when combined with other edgeful reports for confluence:

• use the what's in play dashboard to see daily high and low by session data alongside your other favorite reports in one view
• the screener lets you scan up to 49 tickers for daily high and low by session setups across 4 reports simultaneously
• edgeful AI can analyze daily high and low by session data alongside other reports and find patterns you'd never spot manually

key takeaways

• the edgeful daily high and low by session report measures how often daily extremes form during each trading session
• available for futures, stocks, ETFs, forex, and crypto with full session, ticker, and date range filtering
• 2 subreports available: by weekday, by candle
• part of the 150+ reports included in the edgeful essential plan ($49/month or $39/month annual)
• works best when combined with other reports using what's in play, the screener, or edgeful AI

trading involves risk. past performance and historical data do not guarantee future results. the statistics referenced in this post are based on historical data and may not reflect future market conditions. always trade with proper risk management.