the intraday timing report on edgeful analyzes when daily highs and lows historically print during the session.

tracks the time of day that the high of session and low of session occur most often. generates percentage distributions across every time bucket inside the selected session.

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 intraday timing report measures
• how the calculation works
• available subreports
• how traders use intraday timing data
• combining intraday timing with other reports
• key takeaways

what the intraday timing report measures

analyzes historical session data to find the times when daily highs and lows formed most often. produces a frequency distribution across each time bucket inside the selected session, with the option to filter by green or red days.

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.

how the calculation works

the intraday timing report scans every session in the lookback and records the exact time of the high and the low.

• the report groups historical data by trading day and isolates the session window selected
• for each day it finds the time of the session high and the time of the session low
• those times are bucketed (15-min, 30-min, etc) and counted across all days in the lookback
• counts are converted to percentages so you can see how often the high or low formed at each time slot
• optional green/red day filtering isolates sessions that closed up or closed down

available subreports

the intraday timing report has 1 subreport for deeper analysis:

by weekday. analyzes the same intraday high and low timing patterns grouped by weekday. surfaces whether certain weekdays consistently make their highs or lows at specific times — useful for building day-of-week timing rules into a strategy.

how traders use intraday timing data

• timing entries around the times when the session high or low most often prints
• planning exits around late-session reversal times when extremes tend to form
• avoiding chasing breakouts after the session high time has already passed
• combining with intraday volume and range to confirm whether activity supports the timing window
• adding a data-backed confluence layer to discretionary intraday setups

the data doesn't tell you to trade. the intraday timing 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 intraday timing with other reports

the intraday timing report works best when combined with other edgeful reports for confluence:

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

key takeaways

• the edgeful intraday timing report measures the historical time of day that session highs and lows form
• available for futures, stocks, ETFs, forex, and crypto with full session, ticker, and date range filtering
• 1 subreport available: by weekday
• 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.