Typical daily range and open-to-close move, trailing year

Name: Typical daily range and open-to-close move, trailing year
Creator: Strasmore
Published: 2026-08-22
License: https://www.strasmore.com/terms/

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 2026-08-22, from Bracket Orders and OCO Orders Explained.

as of 2026-08-22 ranking 6×3read in context →

Typical daily range and open-to-close move, trailing year — 6 rows by 3 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
ticker	median_range_pct	median_open_to_close_pct
NVDA	2.72	1.15
MSFT	1.87	0.78
AAPL	1.87	0.68
JNJ	1.55	0.59
KO	1.35	0.6
SPY	0.86	0.39

Rows × columns: 6 × 3
Computed: 2026-08-22
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 Typical daily range and open-to-close move, trailing year, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	6 distinct values (AAPL, JNJ, KO…)
`median_range_pct`	number	0.86 to 2.72	percent
`median_open_to_close_pct`	number	0.39 to 1.15	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 2026-08-22, and the query below is what returned them.

the exact SQL behind every number

SELECT
    ticker,
    round(quantileDeterministic(0.5)(
        (toFloat64(high) - toFloat64(low)) / toFloat64(open) * 100,
        toUInt32(date)), 2)                                   AS median_range_pct,
    round(quantileDeterministic(0.5)(
        abs(toFloat64(close) - toFloat64(open)) / toFloat64(open) * 100,
        toUInt32(date)), 2)                                   AS median_open_to_close_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO', 'JNJ')
  AND date >= today() - 370
  AND date <  today() - 2
GROUP BY ticker
ORDER BY median_range_pct DESC

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