How far SPY's open sat from the prior close, every session since 2006

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
        date,
        toFloat64(any(open))  AS open_px,
        toFloat64(any(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date >= '2006-01-01'
      AND date <  '2026-10-01'
    GROUP BY date
),
sessions AS
(
    SELECT
        date,
        open_px,
        lagInFrame(close_px) OVER (ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prior_close
    FROM daily
),
gaps AS
(
    SELECT round(100 * (open_px / prior_close - 1), 4) AS gap_pct
    FROM sessions
    WHERE prior_close > 0
)
SELECT
    multiIf(gap_pct <= -3,   'opened 3% or more below',
            gap_pct <= -2,   'opened 2% to 3% below',
            gap_pct <= -1,   'opened 1% to 2% below',
            gap_pct <= -0.5, 'opened 0.5% to 1% below',
            gap_pct <  0,    'opened less than 0.5% below',
                             'opened flat or higher')  AS gap_bucket,
    count()                                            AS gap_count,
    round(100 * count() / sum(count()) OVER (), 2)     AS share_pct
FROM gaps
GROUP BY gap_bucket
ORDER BY min(gap_pct) ASC