Intraday Range Window

The high-low range over a configurable intraday window measured each day, summarized across days. Reports the average, maximum, minimum, and median of both the absolute range (points) and the percentage range.

Timeframe

Data range

2008-12-11 → 2026-05-05

Total sessions

4,332

Period

All history

Summarised magnitudescontinuation · NQ 09:30–10:30

09:30–10:30 · Average range (points)

79.92pts

N = 4,332vs 48.91 pts baseline

09:30–10:30 · Maximum range (points)

1,753.88pts

N = 4,332vs 504.97 pts baseline

09:30–10:30 · Minimum range (points)

5.80pts

N = 4,332vs 2.90 pts baseline

09:30–10:30 · Median range (points)

43.81pts

N = 4,332vs 26.35 pts baseline

09:30–10:30 · Average range (%)

0.83%

N = 4,332vs 0.51% baseline

09:30–10:30 · Maximum range (%)

9.97%

N = 4,332vs 9.55% baseline

09:30–10:30 · Minimum range (%)

0.14%

N = 4,332vs 0.07% baseline

09:30–10:30 · Median range (%)

0.71%

N = 4,332vs 0.41% baseline

Sliced by dimensionexpand a dimension to see grouped probabilities

Day of week5 groupsMonday – Friday

No data available for this slice dimension.