SPY closes, August 8-12, 2011: crash, rip, crash, rip
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 The 2011 US Downgrade: Black Monday's Tape.
| session | close_usd | change_pct | shares_m |
|---|---|---|---|
| 2011-08-08 | 112.28 | -6.5 | 695.2 |
| 2011-08-09 | 117.47 | 4.6 | 711.2 |
| 2011-08-10 | 112.25 | -4.4 | 658.8 |
| 2011-08-11 | 117.33 | 4.5 | 482.3 |
| 2011-08-12 | 118.16 | 0.7 | 307.3 |
- Rows × columns
- 5 × 4
- Period covered
- to
- 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 |
|---|---|---|---|
session |
date | 2011-08-08 to 2011-08-12 | |
close_usd |
number | 112.25 to 118.16 | US dollars |
change_pct |
number | -6.5 to 4.6 | percent |
shares_m |
number | 307.3 to 711.2 | count |
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.
SELECT
toString(et_date) AS session,
close_usd,
round(if(prev_close = 0, NULL, (close_usd / prev_close - 1) * 100), 1) AS change_pct,
shares_m
FROM (
SELECT et_date, close_usd, shares_m,
lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
FROM (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
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,
round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2011-08-05 00:00:00') AND window_start < toDateTime('2011-08-12 23:59:00')
GROUP BY et_date
)
)
WHERE et_date >= toDate('2011-08-08') AND et_date <= toDate('2011-08-12')
ORDER BY et_date
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