SPY close versus its 50-day and 200-day averages, February to July 2020

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
bars AS
(
    SELECT
        date,
        toFloat64(argMax(close, _ingest_time)) AS px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
    GROUP BY date
),
smas AS
(
    SELECT
        date,
        px,
        avg(px) OVER (ORDER BY date ROWS BETWEEN 49 PRECEDING AND CURRENT ROW)  AS avg_50,
        avg(px) OVER (ORDER BY date ROWS BETWEEN 199 PRECEDING AND CURRENT ROW) AS avg_200
    FROM bars
)
SELECT
    toString(date)    AS session_date,
    round(px, 2)      AS close,
    round(avg_50, 2)  AS sma_50,
    round(avg_200, 2) AS sma_200
FROM smas
WHERE date BETWEEN toDate('2020-02-03') AND toDate('2020-07-31')
ORDER BY date