{"slug":"us-credit-downgrade-2011","qid":"dispersion","label":"August 8, 2011 across the tape: banks, staples, gold, and the fear gauge","post_title":"The 2011 US Downgrade: Black Monday's Tape","post_url":"/blog/us-credit-downgrade-2011#q-dispersion","columns":["ticker","fri_close_usd","mon_close_usd","change_pct"],"rows":[{"ticker":"BAC","fri_close_usd":8.15,"mon_close_usd":6.52,"change_pct":-20},{"ticker":"C","fri_close_usd":33.46,"mon_close_usd":28.16,"change_pct":-15.8},{"ticker":"XLF","fri_close_usd":13.44,"mon_close_usd":12.14,"change_pct":-9.6},{"ticker":"SPY","fri_close_usd":120.03,"mon_close_usd":112.28,"change_pct":-6.5},{"ticker":"GS","fri_close_usd":125.23,"mon_close_usd":117.97,"change_pct":-5.8},{"ticker":"XLU","fri_close_usd":31.91,"mon_close_usd":30.23,"change_pct":-5.3},{"ticker":"KO","fri_close_usd":66.77,"mon_close_usd":65.24,"change_pct":-2.3},{"ticker":"GLD","fri_close_usd":161.8,"mon_close_usd":167.12,"change_pct":3.3},{"ticker":"VXX","fri_close_usd":30.36,"mon_close_usd":34.79,"change_pct":14.6}],"shape":"ranking","sql":"SELECT\n    ticker,\n    round(fri_close, 2) AS fri_close_usd,\n    round(mon_close, 2) AS mon_close_usd,\n    round((mon_close / fri_close - 1) * 100, 1) AS change_pct\nFROM (\n    SELECT\n        ticker,\n        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2011-08-05') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS fri_close,\n        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2011-08-08') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS mon_close\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('VXX', 'BAC', 'C', 'GS', 'XLF', 'SPY', 'KO', 'XLU', 'GLD')\n      AND window_start >= toDateTime('2011-08-05 00:00:00') AND window_start < toDateTime('2011-08-09 04:00:00')\n    GROUP BY ticker\n)\nORDER BY mon_close / fri_close ASC, ticker ASC","computed_at":"2026-07-26T06:19:15.261253+00:00","elapsed":0.075522304}