How the three lines move with each SPY close

Name: How the three lines move with each SPY close
Creator: Strasmore
Published: 2026-11-01
License: https://www.strasmore.com/terms/

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 2026-11-01, from Market-Wide Circuit Breakers Explained.

as of 2026-11-01 series 15×5read in context →

How the three lines move with each SPY close — 15 rows by 5 columns, computed 2026-11-01 from US exchange, SIP and OPRA data.
session_date	spy_close	level_1_next_session	level_2_next_session	level_3_next_session
2026-10-12	778.1	723.63	676.95	622.48
2026-10-13	778.01	723.55	676.87	622.41
2026-10-14	769.6	715.73	669.55	615.68
2026-10-15	771.79	717.76	671.46	617.43
2026-10-16	763.25	709.82	664.03	610.6
2026-10-19	766.48	712.83	666.84	613.18
2026-10-20	769.05	715.22	669.07	615.24
2026-10-21	773.09	718.97	672.59	618.47
2026-10-22	763.96	710.48	664.65	611.17
2026-10-23	759.97	706.77	661.17	607.98
2026-10-26	765.37	711.79	665.87	612.3
2026-10-27	769.66	715.78	669.6	615.73
2026-10-28	772.31	718.25	671.91	617.85
2026-10-29	769.36	715.5	669.34	615.49
2026-10-30	755.72	702.82	657.48	604.58

Rows × columns: 15 × 5
Period covered: 2026-10-12 to 2026-10-30
Computed: 2026-11-01
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 How the three lines move with each SPY close, derived from the stored result.
Column	Type	Range	Notes
`session_date`	date	2026-10-12 to 2026-10-30
`spy_close`	number	755.72 to 778.1	US dollars
`level_1_next_session`	number	702.82 to 723.63
`level_2_next_session`	number	657.48 to 676.95
`level_3_next_session`	number	604.58 to 622.48

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 2026-11-01, 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
    toString(date)                                 AS session_date,
    round(toFloat64(max(close)), 2)                AS spy_close,
    round(toFloat64(max(close)) * 93 / 100, 2)     AS level_1_next_session,
    round(toFloat64(max(close)) * 87 / 100, 2)     AS level_2_next_session,
    round(toFloat64(max(close)) * 80 / 100, 2)     AS level_3_next_session
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
  AND date >= today() - 21
GROUP BY date
ORDER BY date

SQL to run

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