NVDA position check as of Friday's close: trailing-year extremes and moving averages
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 2026-09-28, from NVDA: Sit-Out, Then Surge, Week of July 6.
- Rows × columns
- 1 × 12
- Period covered
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
friday_close |
number | every row is 210.96 | US dollars |
high_52w |
number | every row is 236.54 | US dollars |
high_52w_date |
date | 2026-05-14 | |
pct_below_52w_high |
number | every row is 10.8 | percent |
low_52w |
number | every row is 162.02 | US dollars |
low_52w_date |
date | 2025-07-14 | |
close_vs_52w_low_pct |
number | every row is 30.2 | percent |
ma_50d |
number | every row is 209.16 | |
close_vs_ma50_pct |
number | every row is 0.9 | percent |
ma_200d |
number | every row is 191.75 | |
close_vs_ma200_pct |
number | every row is 10 | percent |
trading_days_observed |
number | every row is 251 |
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.
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.
WITH daily AS (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS c,
maxIf(toFloat64(high), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS h,
minIf(toFloat64(low), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS l
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2025-07-11 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
GROUP BY et_date
HAVING countIf((toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) > 0
)
SELECT
round(argMax(c, et_date), 2) AS friday_close,
round(max(h), 2) AS high_52w,
argMax(toString(et_date), (h, et_date)) AS high_52w_date,
round(100 * (1 - argMax(c, et_date) / max(h)), 1) AS pct_below_52w_high,
round(min(l), 2) AS low_52w,
argMax(toString(et_date), (-l, et_date)) AS low_52w_date,
round(100 * (argMax(c, et_date) / min(l) - 1), 1) AS close_vs_52w_low_pct,
round(arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 50))), 2) AS ma_50d,
round(100 * (argMax(c, et_date) / arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 50))) - 1), 1) AS close_vs_ma50_pct,
round(arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 200))), 2) AS ma_200d,
round(100 * (argMax(c, et_date) / arrayAvg(arrayMap(t -> t.2, arraySlice(arrayReverseSort(t -> t.1, groupArray((et_date, c))), 1, 200))) - 1), 1) AS close_vs_ma200_pct,
count() AS trading_days_observed
FROM daily
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