What Is a Liquidity Sweep in Trading?
SPY 2025: the ten widest pokes above the prior day's high that closed back below itseries ·
2026-09-28 · 10×7
Inside the widest 2025 SPY sweep day: fifteen-minute high, low and volumeseries ·
2026-09-28 · 26×4
Volume in the fifteen minutes that printed the high, beside the session's median and busiest slicesranking ·
2026-09-28 · 3×2
SPY: share of sessions that swept the prior day's high or low, by yearranking ·
2026-09-28 · 5×3
How often a session pokes through the prior day's high or low and closes back inside, 2021 to 2025table ·
2026-09-28 · 7×6
SPY 2025: the ten widest pokes above the prior day's high that closed back below it
SPY 2025: the ten widest pokes above the prior day's high that closed back below it
| session_date | session_label | prior_day_high | session_high | session_close | poke_above_pct | close_below_pct |
|---|---|---|---|---|---|---|
| 2025-11-20 | November 20, 2025 | 667.34 | 675.56 | 652.53 | 1.23 | 2.22 |
| 2025-10-15 | October 15, 2025 | 665.83 | 670.23 | 665.17 | 0.66 | 0.1 |
| 2025-08-07 | August 7, 2025 | 633.44 | 636.98 | 632.25 | 0.56 | 0.19 |
| 2025-01-31 | January 31, 2025 | 606.6 | 609.96 | 601.82 | 0.55 | 0.79 |
| 2025-09-05 | September 5, 2025 | 649.15 | 652.21 | 647.24 | 0.47 | 0.29 |
| 2025-04-28 | April 28, 2025 | 551.05 | 553.55 | 550.85 | 0.45 | 0.04 |
| 2025-03-03 | March 3, 2025 | 594.72 | 597.34 | 583.77 | 0.44 | 1.84 |
| 2025-07-15 | July 15, 2025 | 625.16 | 627.86 | 622.14 | 0.43 | 0.48 |
| 2025-04-08 | April 8, 2025 | 523.17 | 524.98 | 496.48 | 0.35 | 5.1 |
| 2025-07-31 | July 31, 2025 | 637.68 | 639.85 | 632.08 | 0.34 | 0.88 |
the exact SQL behind every number
SELECT
toString(toDate(date)) AS session_date,
concat(monthName(date), ' ', toString(toDayOfMonth(date)), ', ', toString(toYear(date))) AS session_label,
round(toFloat64(prior_hi), 2) AS prior_day_high,
round(toFloat64(hi), 2) AS session_high,
round(toFloat64(cl), 2) AS session_close,
round(100.0 * (toFloat64(hi) - toFloat64(prior_hi)) / toFloat64(prior_hi), 2) AS poke_above_pct,
round(100.0 * (toFloat64(prior_hi) - toFloat64(cl)) / toFloat64(prior_hi), 2) AS close_below_pct
FROM
(
SELECT
date,
hi,
cl,
lagInFrame(hi) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_hi
FROM
(
SELECT
date,
argMax(high, _ingest_time) AS hi,
argMax(close, _ingest_time) AS cl
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2024-12-31'
AND date < '2026-01-01'
GROUP BY date
)
)
WHERE date >= '2025-01-01'
AND prior_hi > 0
AND hi > prior_hi
AND cl < prior_hi
ORDER BY (toFloat64(hi) - toFloat64(prior_hi)) / toFloat64(prior_hi) DESC, date DESC
LIMIT 10
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