STRASMORE/EXPLORE 2,170 QUERIES

SPY / QQQ / DIA / IWM: June 29 vs the June 26 close, regular hours

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 2026-07-26, from Market Recap: June 29, 2026, The Day in Numbers.

as of table 4×9read in context →
SPY / QQQ / DIA / IWM: June 29 vs the June 26 close, regular hours — 4 rows by 9 columns, computed from US exchange, SIP and OPRA data.
tickerjun26_closejun29_openjun29_closepct_changepct_of_best_changeday_highday_lowshares_traded_m
DIA517.5520.63521.680.8131.5522.975519.45.5
IWM297.61298.11298.950.4517.5299.16294.6821.7
QQQ705.84713.99723.952.57100724.58705.17238.5
SPY729.09736.525740.881.6263741.56732.0946
Rows × columns
4 × 9
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 / QQQ / DIA / IWM: June 29 vs the June 26 close, regular hours, derived from the stored result.
ColumnTypeRangeNotes
ticker text 4 distinct values (DIA, IWM, QQQ…)
jun26_close number 297.61 to 729.09 US dollars
jun29_open number 298.11 to 736.525 US dollars
jun29_close number 298.95 to 740.88 US dollars
pct_change number 0.45 to 2.57 percent
pct_of_best_change number 17.5 to 100 percent
day_high number 299.16 to 741.56 US dollars
day_low number 294.68 to 732.09 US dollars
shares_traded_m number 5.5 to 46 count

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
WITH friday AS (
    SELECT ticker, argMax(close, window_start) AS friday_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-06-26 13:30:00' AND window_start < '2026-06-26 20:00:00'
    GROUP BY ticker
),
monday AS (
    SELECT ticker,
           argMin(open, window_start) AS monday_open,
           argMax(close, window_start) AS monday_close,
           max(high) AS day_high,
           min(low) AS day_low,
           round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
    GROUP BY ticker
)
SELECT
    m.ticker AS ticker,
    toFloat64(f.friday_close) AS jun26_close,
    toFloat64(m.monday_open) AS jun29_open,
    toFloat64(m.monday_close) AS jun29_close,
    round((toFloat64(m.monday_close) / toFloat64(f.friday_close) - 1) * 100, 2) AS pct_change,
    round(100 * (toFloat64(m.monday_close) / toFloat64(f.friday_close) - 1) / max(toFloat64(m.monday_close) / toFloat64(f.friday_close) - 1) OVER (), 1) AS pct_of_best_change,
    toFloat64(m.day_high) AS day_high,
    toFloat64(m.day_low) AS day_low,
    m.shares_traded_m AS shares_traded_m
FROM monday m
JOIN friday f ON m.ticker = f.ticker
ORDER BY m.ticker

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: June 29, 2026, The Day in Numbers
The eleven sector baskets: June 29 vs the June 26 close, regular hours table 11×6 Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded table 10×6 What it cost to cross the spread: NBBO updates and median quoted width, regular hours table 4×7 The memory/storage names: change vs Friday's close and intraday range table 4×9 Shares traded per 30-minute bucket, regular hours (billions) series 13×4 The Treasury curve, June 29 close vs June 26 (populated maturities only) ranking 8×3 See all 2,170 queries →