ES: RTH Close vs. RTH Low

metricsmaestro

Over the last 2,870 trading days:

  • The average absolute difference between the RTH Close and RTH Low was 9.50pts
  • The median absolute difference between the RTH Close and RTH Low was 7.50pts
  • The most common absolute difference between the RTH Close and RTH Low was 5.52pts
  • 95.30% of the time the absolute difference between the RTH Close and RTH Low was between 0 and 26.00pts
  • 69.83% of the time the absolute difference between the RTH Close and RTH Low was between 0 and 11.00pts

 

 

 

 

Published by metricsmaestro