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Week-over-week: the four index ETFs against the prior Friday'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: Week of June 29, 2026.

as of table 4×5read in context →
Week-over-week: the four index ETFs against the prior Friday's close — 4 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickerprior_friday_closeweek_closeweek_change_pctprior_week_change_pct
DIA517.5527.8320.4
IWM297.61297.5300.7
QQQ705.84712.741-4.6
SPY729.09744.82.2-2.3
Rows × columns
4 × 5
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 Week-over-week: the four index ETFs against the prior Friday's close, derived from the stored result.
ColumnTypeRangeNotes
ticker text 4 distinct values (DIA, IWM, QQQ…)
prior_friday_close number 297.61 to 729.09 US dollars
week_close number 297.53 to 744.8 US dollars
week_change_pct number 0 to 2.2 percent
prior_week_change_pct number -4.6 to 0.7 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.

the exact SQL behind every number 
SELECT ticker,
    round(argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-26') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS prior_friday_close,
    round(argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-29') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS week_close,
    round((argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-29') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
         / argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-26') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS week_change_pct,
    round((argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-26') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
         / argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-18') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS prior_week_change_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
  AND window_start >= toDateTime('2026-06-15 00:00:00') AND window_start < toDateTime('2026-07-03 00:00:00')
GROUP BY ticker
ORDER BY ticker

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More from this analysisMarket Recap: Week of June 29, 2026
Regular-hours dollar volume, week of June 29 (one reused-symbol listing excluded pending entity verification) ranking 8×3 → Contracts traded during the week, by expiry date (single-pass scan; batch-generated) ranking 6×3 → Treasury yields through the week (July 2 print not yet ingested at generation) ranking 5×4 → Session by session: SPY close, change, and full-day volume series 4×4 → FINRA off-exchange short volume by session: coverage and marked-short share ranking 4×4 → The session receipt: four traded days, one Friday closure, verified from the tape scalar 1×3 → See all 2,170 queries →