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SPY intraday travel: close, high and low against the open, June 1 to July 10, 2026

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-31, from 0DTE Options Strategies: How They Trade.

as of series 28×5read in context →
SPY intraday travel: close, high and low against the open, June 1 to July 10, 2026 — 28 rows by 5 columns, computed from US exchange, SIP and OPRA data.
datesession_labelclose_vs_open_pctsession_high_pctsession_low_pct
2026-06-01Jun 10.40.65-0.09
2026-06-02Jun 20.310.44-0.04
2026-06-03Jun 3-0.530.08-0.61
2026-06-04Jun 40.650.82-0.09
2026-06-05Jun 5-1.980.06-2.24
2026-06-08Jun 8-0.550.26-0.7
2026-06-09Jun 9-0.890.43-2.83
2026-06-10Jun 10-1.090.68-1.1
2026-06-11Jun 111.211.54-0.6
2026-06-12Jun 120.120.5-0.77
2026-06-15Jun 150.370.64-0.02
2026-06-16Jun 16-0.560.11-0.62
2026-06-17Jun 17-1.370.11-1.61
2026-06-18Jun 18-0.170.06-0.53
2026-06-22Jun 22-0.450.33-0.62
2026-06-23Jun 23-0.020.79-0.21
2026-06-24Jun 24-0.280.64-0.59
2026-06-25Jun 25-0.770.06-1.26
2026-06-26Jun 260.011.04-1.7
2026-06-29Jun 290.590.68-0.61
2026-06-30Jun 300.670.9-0.06
2026-07-01Jul 10.090.59-0.36
2026-07-02Jul 2-0.350.52-0.99
2026-07-06Jul 60.340.49-0.18
2026-07-07Jul 7-0.350.09-0.67
2026-07-08Jul 80.280.4-0.5
2026-07-09Jul 90.570.61-0.24
2026-07-10Jul 100.370.44-0.53
Rows × columns
28 × 5
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for SPY intraday travel: close, high and low against the open, June 1 to July 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-06-01 to 2026-07-10
session_label text 28 distinct values (Jul 1, Jul 10, Jul 2…)
close_vs_open_pct number -1.98 to 1.21 percent
session_high_pct number 0.06 to 1.54 percent
session_low_pct number -2.83 to -0.02 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number
SELECT toString(session_date) AS date,
       formatDateTimeInJodaSyntax(session_date, 'MMM d') AS session_label,
       round(100 * (close_px / open_px - 1), 2) AS close_vs_open_pct,
       round(100 * (high_px / open_px - 1), 2) AS session_high_pct,
       round(100 * (low_px / open_px - 1), 2) AS session_low_pct
FROM (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
           argMin(open, window_start) AS open_px,
           argMax(close, window_start) AS close_px,
           max(high) AS high_px,
           min(low) AS low_px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-06-01 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-07-11 16:01:00', 'America/New_York')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY session_date
)
ORDER BY session_date

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