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Stop Order vs Stop-Limit Order: How Each Fills
Average one-minute high-low range by time of dayseries · 2026-08-08 · 13×3Preview: a 13-point series, ending lower. Sessions that gapped through a 2% stop, and whether the limit price tradedranking · 2026-08-08 · 5×3Preview: 5 ranked values, smallest first. NVDA's largest gap-down opens and the 30 minutes that followedseries · 2026-08-08 · 8×3Preview: a 8-point series, ending higher. How often each stock opened below the prior closeranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first.
Do Stock Gaps Always Get Filled? The Data
Average one-minute range and volume by time of day, 2025series · 2026-08-06 · 26×3Preview: a 16-point series, ending lower. Same-session gap fill rate by gap size, eight large caps, 2021 to 2026ranking · 2026-08-06 · 5×3Preview: 5 ranked values, largest first. Gap fill rate by how heavy the gap day's volume wasranking · 2026-08-06 · 3×4Preview: 3 ranked values, largest first. Share of 1%+ gaps filled, by how long you waitranking · 2026-08-06 · 4×3Preview: 4 ranked values, largest first.
Why Do Stocks Gap Up or Down Overnight?
Overnight gaps by ticker, H1 2026: average absolute gap and the single biggest gapseries · 2026-07-26 · 6×5Preview: a 6-point series, ending higher. MSFT straddle prices at the close before the gap: Jan 28, 2026, Jan 30 expirytable · 2026-07-26 · 4×5 MSFT: how the January 29, 2026 gap formed, 30-minute premarket bucketsseries · 2026-07-26 · 11×8Preview: a 11-point series, ending higher. SPY, H1 2026: average absolute overnight gap vs average absolute intraday movescalar · 2026-07-26 · 1×4123 What crossed the wire during SPY's biggest overnight gap of H1 2026table · 2026-07-26 · 2×3 SPY overnight gaps by weekday: every session, January 2024 through June 2026series · 2026-07-26 · 5×4Preview: a 5-point series, ending lower. SPY's six biggest overnight gaps of H1 2026: and the same day's open-to-close moveseries · 2026-07-26 · 6×3Preview: a 6-point series, ending higher.
Average one-minute high-low range by time of day

Average one-minute high-low range by time of day

most recentas of series 13×3read in context →
Average one-minute high-low range by time of day — 13 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timenvda_range_bpsspy_range_bps
09:3028.57
10:0018.86.2
10:3015.75.4
11:0013.64.8
11:30124.5
12:0010.94
12:30103.9
13:009.63.8
13:309.13.6
14:009.13.6
14:308.93.6
15:009.53.5
15:30124.3
the exact SQL behind every number 
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(avgIf(10000 * (toFloat64(high) - toFloat64(low)) / toFloat64(close), ticker = 'NVDA'), 1) AS nvda_range_bps,
    round(avgIf(10000 * (toFloat64(high) - toFloat64(low)) / toFloat64(close), ticker = 'SPY'), 1)  AS spy_range_bps
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('NVDA', 'SPY')
  AND window_start >= '2025-08-01'
  AND window_start <  '2026-08-01'
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY et_time
HAVING countIf(ticker = 'NVDA') > 0
   AND countIf(ticker = 'SPY') > 0
ORDER BY et_time
More from this analysisStop Order vs Stop-Limit Order: How Each Fills
NVDA's largest gap-down opens and the 30 minutes that followed series 8×3 → Sessions that gapped through a 2% stop, and whether the limit price traded ranking 5×3 → How often each stock opened below the prior close ranking 5×3 → Average shares per print, monthly, MSFT and KO series 90×4 → See all 2,173 queries →
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