daily range — 5 answered market questions

Intraday range (high minus low, over the open), 2021 to 2025

most recentas of 2026-09-19 table 4×5read in context →

Intraday range (high minus low, over the open), 2021 to 2025 — 4 rows by 5 columns, computed 2026-09-19 from US exchange, SIP and OPRA data.
ticker	median_range_pct	p75_range_pct	p90_range_pct	session_count
SPY	0.99	1.45	2.15	1255
QQQ	1.37	1.96	2.72	1255
NVDA	3.43	4.64	6.29	1255
TSLA	4.07	5.46	7.14	1255

the exact SQL behind every number

SELECT
    ticker,
    round(quantileExact(0.5)(range_pct), 2)  AS median_range_pct,
    round(quantileExact(0.75)(range_pct), 2) AS p75_range_pct,
    round(quantileExact(0.9)(range_pct), 2)  AS p90_range_pct,
    count()                                  AS session_count
FROM
(
    SELECT
        ticker,
        date,
        (toFloat64(argMax(high, _ingest_time)) - toFloat64(argMax(low, _ingest_time)))
            / toFloat64(argMax(open, _ingest_time)) * 100 AS range_pct
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'TSLA')
      AND date >= '2021-01-01'
      AND date <  '2026-01-01'
    GROUP BY ticker, date
    HAVING toFloat64(argMax(open, _ingest_time)) > 0
)
GROUP BY ticker
ORDER BY indexOf(['SPY', 'QQQ', 'NVDA', 'TSLA'], ticker)

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