{"slug":"us-credit-downgrade-2011","qid":"aftermath","label":"SPY closes, August 8-12, 2011: crash, rip, crash, rip","post_title":"The 2011 US Downgrade: Black Monday's Tape","post_url":"/blog/us-credit-downgrade-2011#q-aftermath","columns":["session","close_usd","change_pct","shares_m"],"rows":[{"session":"2011-08-08","close_usd":112.28,"change_pct":-6.5,"shares_m":695.2},{"session":"2011-08-09","close_usd":117.47,"change_pct":4.6,"shares_m":711.2},{"session":"2011-08-10","close_usd":112.25,"change_pct":-4.4,"shares_m":658.8},{"session":"2011-08-11","close_usd":117.33,"change_pct":4.5,"shares_m":482.3},{"session":"2011-08-12","close_usd":118.16,"change_pct":0.7,"shares_m":307.3}],"shape":"series","sql":"SELECT\n    toString(et_date) AS session,\n    close_usd,\n    round(if(prev_close = 0, NULL, (close_usd / prev_close - 1) * 100), 1) AS change_pct,\n    shares_m\nFROM (\n    SELECT et_date, close_usd, shares_m,\n           lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close\n    FROM (\n        SELECT\n            toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,\n            round(argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959), 2) AS close_usd,\n            round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPY'\n          AND window_start >= toDateTime('2011-08-05 00:00:00') AND window_start < toDateTime('2011-08-12 23:59:00')\n        GROUP BY et_date\n    )\n)\nWHERE et_date >= toDate('2011-08-08') AND et_date <= toDate('2011-08-12')\nORDER BY et_date","computed_at":"2026-07-26T06:19:24.702852+00:00","elapsed":0.082415293}