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The eleven sector ETFs: July 6 vs the July 2 close, split into gap and intraday

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 6, 2026, The Day in Numbers.

as of table 11×6read in context →
The eleven sector ETFs: July 6 vs the July 2 close, split into gap and intraday — 11 rows by 6 columns, computed from US exchange, SIP and OPRA data.
tickerpct_chggap_pctintraday_pctday_dollar_bnpoints_behind_leader
XLK1.711.190.521.430
XLF0.990.420.561.640.72
XLI0.90.430.471.20.81
XLY0.750.350.390.980.96
XLC0.60.430.170.821.11
XLB-0.06-0.130.080.851.77
XLE-0.15-0.320.171.151.86
XLRE-0.920.09-1.010.282.63
XLU-1.03-0.11-0.920.732.74
XLV-1.03-0.35-0.692.352.75
XLP-1.08-0.24-0.851.062.79
Rows × columns
11 × 6
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 sector ETFs: July 6 vs the July 2 close, split into gap and intraday, derived from the stored result.
ColumnTypeRangeNotes
ticker text 11 distinct values (XLB, XLC, XLE…)
pct_chg number -1.08 to 1.71 percent
gap_pct number -0.35 to 1.19 percent
intraday_pct number -1.01 to 0.56 percent
day_dollar_bn number 0.28 to 2.35
points_behind_leader number 0 to 2.79

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 < '2026-07-06 00:00:00')) AS prior_close,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-06 00:00:00')) AS day_open,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-06 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-06 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 >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
        OR (window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
    day_dollar_bn,
    round(max((day_close / prior_close - 1) * 100) OVER () - (day_close / prior_close - 1) * 100, 2) AS points_behind_leader
FROM per_name
ORDER BY pct_chg DESC, ticker ASC

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