On average, from 1990 through 2019, there were 62 days per year with a change of 1% or more. … More
Tag: # RTH
ES: RTH Session Volume (09:30 – 16:15 EST)
Over the last 3,050 trading days: The average RTH Volume was 1,467k The median RTH Volume was 1,364k The most … More
VIX: Average Daily Close by Month and Year
The average daily close from 1990 through 2019 was 19.16 4 of the 5 least volatile quarters since Jan 1990 … More
Where does IWM typically close relative to its RTH Range?
Over the last 4,532 trading days: 75.22% of the time the RTH Close was in the 2nd, 3rd or 4th … More
Where does DIA typically close relative to its RTH Range?
Over the last 5,126 trading days: 76.92% of the time the RTH Close was in the 2nd, 3rd or 4th … More
ES: RTH Close vs. RTH Low
Over the last 2,870 trading days: The average absolute difference between the RTH Close and RTH Low was 9.50pts The … More
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
NQ: RTH Session Volume (09:30 – 16:15 EST)
Over the last 2,875 trading days: The average RTH Volume was 251k The median RTH Volume was 234k The most … More
NQ: How often are ON Range Extensions broken?
ON Range – Overnight Session Range – The high (ONH) minus the low (ONL) established between 16:15 and 09:30 EST … More