stop orders — 4 answered market questions

Share of SPY sessions reaching a given distance from the open (Aug 2023 to Jul 2026)

most recentas of 2026-08-22 ranking 6×3read in context →

Share of SPY sessions reaching a given distance from the open (Aug 2023 to Jul 2026) — 6 rows by 3 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
distance_from_open	reached_below_pct	reached_above_pct
0.25%	62.3	64.7
0.5%	42.5	39.2
1%	16.1	9.3
1.5%	5.2	2.7
2%	2.1	1.2
3%	0.5	0.3

the exact SQL behind every number

SELECT
    concat(toString(d.dist), '%')                             AS distance_from_open,
    round(100 * countIf(
        (toFloat64(a.open) - toFloat64(a.low)) / toFloat64(a.open) * 100 >= d.dist
    ) / count(), 1)                                           AS reached_below_pct,
    round(100 * countIf(
        (toFloat64(a.high) - toFloat64(a.open)) / toFloat64(a.open) * 100 >= d.dist
    ) / count(), 1)                                           AS reached_above_pct
FROM global_markets.stocks_daily_aggs AS a
CROSS JOIN
(
    SELECT arrayJoin([0.25, 0.5, 1.0, 1.5, 2.0, 3.0]) AS dist
) AS d
WHERE a.ticker = 'SPY'
  AND a.date >= '2023-08-01'
  AND a.date <  '2026-08-01'
GROUP BY d.dist
ORDER BY d.dist

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