ES: RTH Close vs. RTH High

Over the last 2,870 trading days: The average absolute difference between the RTH Close and RTH High was 8.00pts The … More

ES: 135 Minute Range

Over the last 3,050 days: The average 135 minute range was 9.00pts The median 135 minute range was 7.50pts The … More

Over the last 2,875 trading days: The average RTH Volume was 251k The median RTH Volume was 234k The most … More

Since 1990: The mean daily percentage change is 0.05% The median daily percentage change is 0.11% The most common daily … More

Since 1990: The mean daily percentage change is 0.03% The median daily percentage change is 0.05% The most common daily … More

Over the last 2,864 trading days: The average IB Range was 9.00pts The median IB Range was 7.75pts The most … More

ON Range – Overnight Session Range – The high (ONH) minus the low (ONL) established between 16:15 and 09:30 EST … More

IB Range – Initial Balance Range – The first hour’s high (IBH) minus the first hour’s low (IBL) – 09:30-10:30 … More

Gap – The current trading day’s opening price minus the prior trading day’s settlement price (pCL) Over the last 2,875 … More

Over the last 2,823 days: 80.06% of the time the RTH Close was in the 2nd, 3rd or 4th quartile … More