How far seven markets travel between Tuesday's close and Friday 3:30 pm ET, Aug 2024 to Jul 2026
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 2026-08-04, from When Is the COT Report Released?.
| ticker | weeks_counted | median_abs_move_pct | p90_abs_move_pct | pct_weeks_over_2pct |
|---|---|---|---|---|
| UNG | 97 | 2.97 | 8.68 | 68 |
| USO | 97 | 2.63 | 6.71 | 63.9 |
| SLV | 97 | 2.55 | 8.5 | 56.7 |
| QQQ | 97 | 1.52 | 3.6 | 33 |
| GLD | 97 | 1.11 | 2.97 | 25.8 |
| SPY | 97 | 0.96 | 2.57 | 20.6 |
| TLT | 97 | 0.66 | 1.9 | 8.2 |
- Rows × columns
- 7 × 5
- 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 |
|---|---|---|---|
ticker |
text | 7 distinct values (GLD, QQQ, SLV…) | |
weeks_counted |
number | every row is 97 | |
median_abs_move_pct |
number | 0.66 to 2.97 | percent |
p90_abs_move_pct |
number | 1.9 to 8.68 | percent |
pct_weeks_over_2pct |
number | 8.2 to 68 | 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.
WITH raw AS (
SELECT ticker,
toTimeZone(window_start, 'America/New_York') AS et,
close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'TLT', 'GLD', 'SLV', 'USO', 'UNG')
AND window_start >= toDateTime('2024-08-01 00:00:00')
AND window_start < toDateTime('2026-08-01 00:00:00')
),
bars AS (
SELECT ticker,
toDate(et) AS session_date,
toDayOfWeek(et) AS day_of_week,
toHour(et) * 60 + toMinute(et) AS minute_of_day,
close
FROM raw
WHERE toDayOfWeek(et) IN (2, 5)
AND (toHour(et) * 60 + toMinute(et)) BETWEEN 570 AND 959
),
tuesday_snapshot AS (
SELECT ticker,
toMonday(session_date) AS week_start,
argMax(close, minute_of_day) AS tuesday_close
FROM bars
WHERE day_of_week = 2
GROUP BY ticker, week_start
),
friday_release AS (
SELECT ticker,
toMonday(session_date) AS week_start,
argMax(close, minute_of_day) AS friday_1530
FROM bars
WHERE day_of_week = 5
AND minute_of_day BETWEEN 900 AND 930
GROUP BY ticker, week_start
)
SELECT t.ticker AS ticker,
count() AS weeks_counted,
round(quantileDeterministic(0.5)(abs(toFloat64(f.friday_1530) / toFloat64(t.tuesday_close) - 1) * 100,
cityHash64(toString(t.week_start))), 2) AS median_abs_move_pct,
round(quantileDeterministic(0.9)(abs(toFloat64(f.friday_1530) / toFloat64(t.tuesday_close) - 1) * 100,
cityHash64(toString(t.week_start))), 2) AS p90_abs_move_pct,
round(100 * countIf(abs(toFloat64(f.friday_1530) / toFloat64(t.tuesday_close) - 1) * 100 >= 2) / count(), 1) AS pct_weeks_over_2pct
FROM tuesday_snapshot AS t
INNER JOIN friday_release AS f
ON t.ticker = f.ticker AND t.week_start = f.week_start
GROUP BY t.ticker
ORDER BY median_abs_move_pct DESC