STRASMORE/EXPLORE 2,767 QUERIES

How wide each session ran from high to low, as a percent of the close

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 2026-09-26, from When Do Index Funds Trade? ETFs vs Mutual Funds.

as of series 31×3read in context →
How wide each session ran from high to low, as a percent of the close — 31 rows by 3 columns, computed from US exchange, SIP and OPRA data.
session_datevoo_range_pctqqq_range_pct
2026-08-120.470.6
2026-08-130.671.36
2026-08-140.430.83
2026-08-170.560.73
2026-08-180.340.87
2026-08-190.571.24
2026-08-200.80.9
2026-08-210.480.91
2026-08-240.411
2026-08-250.480.93
2026-08-260.440.71
2026-08-270.670.95
2026-08-280.911.26
2026-08-310.420.62
2026-09-010.681.08
2026-09-020.620.66
2026-09-030.841.29
2026-09-040.50.74
2026-09-080.590.88
2026-09-090.460.79
2026-09-100.440.73
2026-09-110.370.56
2026-09-140.731.44
2026-09-150.550.84
2026-09-161.61.69
2026-09-170.470.66
2026-09-180.530.92
2026-09-211.142.08
2026-09-220.330.99
2026-09-230.851.21
2026-09-240.741.08
Rows × columns
31 × 3
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for How wide each session ran from high to low, as a percent of the close, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-08-12 to 2026-09-24
voo_range_pct number 0.33 to 1.6 percent
qqq_range_pct number 0.56 to 2.08 percent

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(date)                                                                                                                  AS session_date,
    round(100 * toFloat64(maxIf(high, ticker = 'VOO') - minIf(low, ticker = 'VOO')) / toFloat64(anyIf(close, ticker = 'VOO')), 2)    AS voo_range_pct,
    round(100 * toFloat64(maxIf(high, ticker = 'QQQ') - minIf(low, ticker = 'QQQ')) / toFloat64(anyIf(close, ticker = 'QQQ')), 2)    AS qqq_range_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('VOO', 'QQQ')
  AND date >= today() - 45
  AND date <  today() - 1
GROUP BY date
HAVING countIf(ticker = 'VOO') > 0
   AND countIf(ticker = 'QQQ') > 0
ORDER BY date
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