SPY 2025: the ten widest pokes above the prior day's high that closed back below it

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(toDate(date))                                                                     AS session_date,
    concat(monthName(date), ' ', toString(toDayOfMonth(date)), ', ', toString(toYear(date)))   AS session_label,
    round(toFloat64(prior_hi), 2)                                                              AS prior_day_high,
    round(toFloat64(hi), 2)                                                                    AS session_high,
    round(toFloat64(cl), 2)                                                                    AS session_close,
    round(100.0 * (toFloat64(hi) - toFloat64(prior_hi)) / toFloat64(prior_hi), 2)              AS poke_above_pct,
    round(100.0 * (toFloat64(prior_hi) - toFloat64(cl)) / toFloat64(prior_hi), 2)              AS close_below_pct
FROM
(
    SELECT
        date,
        hi,
        cl,
        lagInFrame(hi) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_hi
    FROM
    (
        SELECT
            date,
            argMax(high,  _ingest_time) AS hi,
            argMax(close, _ingest_time) AS cl
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2024-12-31'
          AND date <  '2026-01-01'
        GROUP BY date
    )
)
WHERE date >= '2025-01-01'
  AND prior_hi > 0
  AND hi > prior_hi
  AND cl < prior_hi
ORDER BY (toFloat64(hi) - toFloat64(prior_hi)) / toFloat64(prior_hi) DESC, date DESC
LIMIT 10