There are 5 session modes as below,

 void Session_Start(object sender, EventArgs e) 
    {
        // Code that runs when a new session is started
        Session.Mode = SessionStateMode.InProc;
        Session.Mode = SessionStateMode.SQLServer;
        Session.Mode = SessionStateMode.StateServer;
        Session.Mode = SessionStateMode.Custom;
        Session.Mode = SessionStateMode.Off;

    }

These 2 session modes should be used :

Session.Mode = SessionStateMode.SQLServer;
Session.Mode = SessionStateMode.StateServer;