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The eleven S&P sector ETFs on July 1, best to worst vs Tuesday's close

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: July 1, 2026, The Day in Numbers.

as of table 11×7read in context →
The eleven S&P sector ETFs on July 1, best to worst vs Tuesday's close — 11 rows by 7 columns, computed from US exchange, SIP and OPRA data.
tickerprior_closeday_closepct_chgpct_above_worst_sectorgreen_so_farday_dollar_bn
XLC107.16109.742.414.9711.46
XLF53.6154.792.24.7622.35
XLY117.27118.070.683.2431.02
XLV158.67159.570.573.1341.48
XLRE44.0244.180.362.9350.33
XLB50.84510.312.8860.63
XLP83.0883.330.32.8670.85
XLE53.1452.82-0.61.9671.66
XLI185.22183.41-0.981.5971.35
XLU45.3444.76-1.281.2871.17
XLK190.42185.54-2.56071.7
Rows × columns
11 × 7
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 The eleven S&P sector ETFs on July 1, best to worst vs Tuesday's close, derived from the stored result.
ColumnTypeRangeNotes
ticker text 11 distinct values (XLB, XLC, XLE…)
prior_close number 44.02 to 190.42 US dollars
day_close number 44.18 to 185.54 US dollars
pct_chg number -2.56 to 2.41 percent
pct_above_worst_sector number 0 to 4.97 percent
green_so_far number 1 to 7
day_dollar_bn number 0.33 to 2.35

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 per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-01 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-01 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-01 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
      AND ((window_start >= '2026-06-30 13:30:00' AND window_start < '2026-06-30 20:00:00')
        OR (window_start >= '2026-07-01 13:30:00' AND window_start < '2026-07-01 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_close, 2) AS day_close,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    round((day_close / prior_close - 1) * 100 - min((day_close / prior_close - 1) * 100) OVER (), 2) AS pct_above_worst_sector,
    sum(if(day_close > prior_close, 1, 0)) OVER (ORDER BY (day_close / prior_close) DESC ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS green_so_far,
    day_dollar_bn
FROM per_name
ORDER BY pct_chg DESC

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