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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?.

as of series 48×4read in context →
SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 to Jul 2026 — 48 rows by 4 columns, computed from US exchange, SIP and OPRA data.
weekfriday_labelchange_pctabs_change_pct
2025-08-08Aug 8, 20251.451.45
2025-08-15Aug 15, 20250.180.18
2025-08-22Aug 22, 20250.850.85
2025-08-29Aug 29, 2025-0.060.06
2025-09-05Sep 5, 20251.041.04
2025-09-12Sep 12, 20251.191.19
2025-09-19Sep 19, 20250.570.57
2025-09-26Sep 26, 2025-0.270.27
2025-10-03Oct 3, 20250.520.52
2025-10-10Oct 10, 2025-1.931.93
2025-10-17Oct 17, 20250.370.37
2025-10-24Oct 24, 20251.031.03
2025-10-31Oct 31, 2025-0.440.44
2025-11-07Nov 7, 2025-0.910.91
2025-11-14Nov 14, 2025-1.531.53
2025-11-21Nov 21, 2025-0.120.12
2025-12-05Dec 5, 20250.640.64
2025-12-12Dec 12, 2025-0.280.28
2025-12-19Dec 19, 20250.250.25
2025-12-26Dec 26, 20250.330.33
2026-01-02Jan 2, 2026-0.560.56
2026-01-09Jan 9, 20260.460.46
2026-01-16Jan 16, 2026-0.240.24
2026-01-23Jan 23, 20261.641.64
2026-01-30Jan 30, 2026-0.740.74
2026-02-06Feb 6, 20260.050.05
2026-02-13Feb 13, 2026-1.661.66
2026-02-20Feb 20, 20260.850.85
2026-02-27Feb 27, 2026-0.250.25
2026-03-06Mar 6, 2026-1.161.16
2026-03-13Mar 13, 2026-2.12.1
2026-03-20Mar 20, 2026-3.493.49
2026-03-27Mar 27, 2026-2.792.79
2026-04-10Apr 10, 20263.053.05
2026-04-17Apr 17, 20262.172.17
2026-04-24Apr 24, 20261.341.34
2026-05-01May 1, 20261.491.49
2026-05-08May 8, 20261.811.81
2026-05-15May 15, 20260.310.31
2026-05-22May 22, 20261.581.58
2026-05-29May 29, 20260.860.86
2026-06-05Jun 5, 2026-2.872.87
2026-06-12Jun 12, 20260.570.57
2026-06-26Jun 26, 2026-0.220.22
2026-07-10Jul 10, 20260.980.98
2026-07-17Jul 17, 2026-1.181.18
2026-07-24Jul 24, 2026-1.411.41
2026-07-31Jul 31, 20260.860.86
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for SPY: the move from Tuesday's close to Friday 3:30 pm ET, week by week, Aug 2025 to Jul 2026, derived from the stored result.
ColumnTypeRangeNotes
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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