SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 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?.
| week | friday_label | change_pct | abs_change_pct |
|---|---|---|---|
| 2025-08-08 | Aug 8, 2025 | 1.45 | 1.45 |
| 2025-08-15 | Aug 15, 2025 | 0.18 | 0.18 |
| 2025-08-22 | Aug 22, 2025 | 0.85 | 0.85 |
| 2025-08-29 | Aug 29, 2025 | -0.06 | 0.06 |
| 2025-09-05 | Sep 5, 2025 | 1.04 | 1.04 |
| 2025-09-12 | Sep 12, 2025 | 1.19 | 1.19 |
| 2025-09-19 | Sep 19, 2025 | 0.57 | 0.57 |
| 2025-09-26 | Sep 26, 2025 | -0.27 | 0.27 |
| 2025-10-03 | Oct 3, 2025 | 0.52 | 0.52 |
| 2025-10-10 | Oct 10, 2025 | -1.93 | 1.93 |
| 2025-10-17 | Oct 17, 2025 | 0.37 | 0.37 |
| 2025-10-24 | Oct 24, 2025 | 1.03 | 1.03 |
| 2025-10-31 | Oct 31, 2025 | -0.44 | 0.44 |
| 2025-11-07 | Nov 7, 2025 | -0.91 | 0.91 |
| 2025-11-14 | Nov 14, 2025 | -1.53 | 1.53 |
| 2025-11-21 | Nov 21, 2025 | -0.12 | 0.12 |
| 2025-12-05 | Dec 5, 2025 | 0.64 | 0.64 |
| 2025-12-12 | Dec 12, 2025 | -0.28 | 0.28 |
| 2025-12-19 | Dec 19, 2025 | 0.25 | 0.25 |
| 2025-12-26 | Dec 26, 2025 | 0.33 | 0.33 |
| 2026-01-02 | Jan 2, 2026 | -0.56 | 0.56 |
| 2026-01-09 | Jan 9, 2026 | 0.46 | 0.46 |
| 2026-01-16 | Jan 16, 2026 | -0.24 | 0.24 |
| 2026-01-23 | Jan 23, 2026 | 1.64 | 1.64 |
| 2026-01-30 | Jan 30, 2026 | -0.74 | 0.74 |
| 2026-02-06 | Feb 6, 2026 | 0.05 | 0.05 |
| 2026-02-13 | Feb 13, 2026 | -1.66 | 1.66 |
| 2026-02-20 | Feb 20, 2026 | 0.85 | 0.85 |
| 2026-02-27 | Feb 27, 2026 | -0.25 | 0.25 |
| 2026-03-06 | Mar 6, 2026 | -1.16 | 1.16 |
| 2026-03-13 | Mar 13, 2026 | -2.1 | 2.1 |
| 2026-03-20 | Mar 20, 2026 | -3.49 | 3.49 |
| 2026-03-27 | Mar 27, 2026 | -2.79 | 2.79 |
| 2026-04-10 | Apr 10, 2026 | 3.05 | 3.05 |
| 2026-04-17 | Apr 17, 2026 | 2.17 | 2.17 |
| 2026-04-24 | Apr 24, 2026 | 1.34 | 1.34 |
| 2026-05-01 | May 1, 2026 | 1.49 | 1.49 |
| 2026-05-08 | May 8, 2026 | 1.81 | 1.81 |
| 2026-05-15 | May 15, 2026 | 0.31 | 0.31 |
| 2026-05-22 | May 22, 2026 | 1.58 | 1.58 |
| 2026-05-29 | May 29, 2026 | 0.86 | 0.86 |
| 2026-06-05 | Jun 5, 2026 | -2.87 | 2.87 |
| 2026-06-12 | Jun 12, 2026 | 0.57 | 0.57 |
| 2026-06-26 | Jun 26, 2026 | -0.22 | 0.22 |
| 2026-07-10 | Jul 10, 2026 | 0.98 | 0.98 |
| 2026-07-17 | Jul 17, 2026 | -1.18 | 1.18 |
| 2026-07-24 | Jul 24, 2026 | -1.41 | 1.41 |
| 2026-07-31 | Jul 31, 2026 | 0.86 | 0.86 |
- Rows × columns
- 48 × 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 |
|---|---|---|---|
week |
date | 2025-08-08 to 2026-07-31 | |
friday_label |
text | 48 distinct values (Apr 10, 2026, Apr 17, 2026, Apr 24, 2026…) | |
change_pct |
number | -3.49 to 3.05 | percent |
abs_change_pct |
number | 0.05 to 3.49 | 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.
the exact SQL behind every number
WITH raw AS (
SELECT toTimeZone(window_start, 'America/New_York') AS et,
close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2025-08-01 00:00:00')
AND window_start < toDateTime('2026-08-01 00:00:00')
),
bars AS (
SELECT 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 toMonday(session_date) AS week_start,
argMax(close, minute_of_day) AS tuesday_close
FROM bars
WHERE day_of_week = 2
GROUP BY week_start
),
friday_release AS (
SELECT toMonday(session_date) AS week_start,
max(session_date) AS friday_date,
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 week_start
)
SELECT f.friday_date AS week,
formatDateTime(f.friday_date, '%b %e, %Y') AS friday_label,
round((toFloat64(f.friday_1530) / toFloat64(t.tuesday_close) - 1) * 100, 2) AS change_pct,
round(abs(toFloat64(f.friday_1530) / toFloat64(t.tuesday_close) - 1) * 100, 2) AS abs_change_pct
FROM tuesday_snapshot AS t
INNER JOIN friday_release AS f ON t.week_start = f.week_start
ORDER BY week
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