Prior Day Type - The classification of the prior day using market profile day types.
Neutral Center Day - The high and the low of the initial balance (60 minute opening range) were both exceeded after the first 60 minutes of trading. The close finished within the initial balance.
Neutral Extreme Day - The high and the low of the initial balance (60 minute opening range) were both exceeded after the first 60 minutes of trading. The close finished outside of the initial balance.
Non Trend Day - The high and low of the session were both made within the first 60 minutes of trading.
Normal Variation Day - Only one side of the initial balance (60 minute opening range) was exceeded, and it was not a Trend Day (see Trend Day definition)
Trend Day - Only one side of the initial balance (60 minute opening range) was exceeded, and the daily range was greater than 133% of the 10 day average daily range. The open was in the bottom or top 25% of the range and the close was in the opposite top or bottom 25% of the range.