Share of sessions whose intraday range reached 1%, 2% and 4%
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 2026-09-19, from Can You Make $1,000 a Day Day Trading?.
| ticker | share_range_over_1_pct | share_range_over_2_pct | share_range_over_4_pct |
|---|---|---|---|
| SPY | 49.6 | 12.4 | 0.6 |
| QQQ | 74.3 | 23.3 | 2.3 |
| NVDA | 99.8 | 88.4 | 35.9 |
| TSLA | 99.9 | 95 | 51.6 |
- Rows × columns
- 4 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 4 distinct values (NVDA, QQQ, SPY…) | |
share_range_over_1_pct |
number | 49.6 to 99.9 | percent |
share_range_over_2_pct |
number | 12.4 to 95 | percent |
share_range_over_4_pct |
number | 0.6 to 51.6 | 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.
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.
SELECT
ticker,
round(countIf(range_pct >= 1) / count() * 100, 1) AS share_range_over_1_pct,
round(countIf(range_pct >= 2) / count() * 100, 1) AS share_range_over_2_pct,
round(countIf(range_pct >= 4) / count() * 100, 1) AS share_range_over_4_pct
FROM
(
SELECT
ticker,
date,
(toFloat64(argMax(high, _ingest_time)) - toFloat64(argMax(low, _ingest_time)))
/ toFloat64(argMax(open, _ingest_time)) * 100 AS range_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'TSLA')
AND date >= '2021-01-01'
AND date < '2026-01-01'
GROUP BY ticker, date
HAVING toFloat64(argMax(open, _ingest_time)) > 0
)
GROUP BY ticker
ORDER BY indexOf(['SPY', 'QQQ', 'NVDA', 'TSLA'], ticker)
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.