STRASMORE/EXPLORE 2,170 QUERIES

NVDA, week of July 6, 2026: open to close, extremes with receipts, volume

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 NVDA: Sit-Out, Then Surge, Week of July 6.

as of scalar 1×14read in context →
prior friday close
194.51
week open
194.42
week close
210.96
week change pct
8.5
peak close date
2026-07-10
peak close
210.96
week high
211.1
week high first bar et
2026-07-10 16:01
week low
190.6
week low bar et
2026-07-07 07:35
week shares m
565.2
week dollar bn
113.6
rth dollar bn
107.1
session days observed
5
Rows × columns
1 × 14
Period covered
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 NVDA, week of July 6, 2026: open to close, extremes with receipts, volume, derived from the stored result.
ColumnTypeRangeNotes
prior_friday_close number every row is 194.51 US dollars
week_open number every row is 194.42 US dollars
week_close number every row is 210.96 US dollars
week_change_pct number every row is 8.5 percent
peak_close_date date 2026-07-10
peak_close number every row is 210.96 US dollars
week_high number every row is 211.1 US dollars
week_high_first_bar_et date 2026-07-10
week_low number every row is 190.6 US dollars
week_low_bar_et date 2026-07-07
week_shares_m number every row is 565.2 count
week_dollar_bn number every row is 113.6
rth_dollar_bn number every row is 107.1
session_days_observed number every row is 5

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
    (
        SELECT (toString(argMax(et_date, c)), max(c), argMax(c, et_date))
        FROM (
            SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
                   argMax(toFloat64(close), window_start) AS c
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker = 'NVDA'
              AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
              AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
            GROUP BY et_date
        )
    ) AS closes,
    (
        SELECT max(toFloat64(high)) FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA' AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    ) AS hi,
    (
        SELECT min(toFloat64(low)) FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA' AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    ) AS lo,
    (
        SELECT argMax(toFloat64(close), window_start) FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'NVDA' AND window_start >= toDateTime('2026-07-02 00:00:00') AND window_start < toDateTime('2026-07-03 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    ) AS prior_week_close
SELECT
    round(prior_week_close, 2) AS prior_friday_close,
    round(toFloat64(argMinIf(open, window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)), 2) AS week_open,
    closes.3 AS week_close,
    round((closes.3 / prior_week_close - 1) * 100, 1) AS week_change_pct,
    closes.1 AS peak_close_date,
    round(closes.2, 2) AS peak_close,
    round(hi, 2) AS week_high,
    formatDateTime(toTimeZone(minIf(window_start, toFloat64(high) >= hi - 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS week_high_first_bar_et,
    round(lo, 2) AS week_low,
    formatDateTime(toTimeZone(minIf(window_start, toFloat64(low) <= lo + 0.011), 'America/New_York'), '%Y-%m-%d %H:%i') AS week_low_bar_et,
    round(toFloat64(sum(volume)) / 1e6, 1) AS week_shares_m,
    round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 1) AS week_dollar_bn,
    round(sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 1) AS rth_dollar_bn,
    uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS session_days_observed
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
  AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')

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More from this analysisNVDA: Sit-Out, Then Surge, Week of July 6
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