Over the last 30 days, SPY opened higher than the previous day's close 71% of the time.
The average opening gap move was +0.1%, and the absolute average of the gap moves, which measures the magnitude of the
move in either direction, was 0.44%.
What has been the best hour of the day for SPY stock performance?
SPY stock price had positive returns 61% of the time between 1:00 PM ET
and 2:00 PM ET, for an average return of 0.0%.
The weakest hour of trading for SPY was between 10:00 AM and 11:00 AM ET
for an average return of -0.1%.
What time of day is SPY the most volatile?
In the last 30 days, SPY stock was the most volatile between 9:30 AM and
10:00 AM ET, averaging ±0.14%
returns in absolute terms.
Today's Performance by Trading Hour
9:30-10
10-11
11-12
12-1
1-2
2-3
3-4
Opening Gap
Open to High
Open to Low
Open to Close
Today's Return
+0.15%
-0.30%
0.00%
+0.05%
+0.05%
+0.04%
+0.07%
+0.31%
+0.16%
-0.42%
-0.18%
Today's Volume
5,060,480
9,107,407
5,158,056
3,962,336
3,454,226
3,566,346
8,139,026
-
-
-
-
Relative VolumeToday's volume for this hour, expressed as a ratio of the average volume for the hour
0.9
1.1
0.9
0.7
0.6
0.5
0.6
-
-
-
-
Today's Return as Std Dev
Today's return expressed as a # of standard deviations away from 0. The standard deviation is calculated from the hour's performance over the last 30 days.
+0.9
-1.0
0.0
+0.3
+0.2
+0.1
+0.2
+0.6
+0.5
-0.8
-0.3
Best/Worst Trading Hour Summary - Last 30 Days
9:30-10
10-11
11-12
12-1
1-2
2-3
3-4
Opening Gap
Open to High
Open to Low
Open to Close
Simple Average Returns - Last 30 Days
Avg Return
0.00%
-0.05%
0.00%
0.00%
+0.04%
-0.04%
-0.04%
+0.13%
+0.42%
-0.61%
-0.12%
Avg Volume
5,860,227
8,384,705
5,962,123
5,419,737
5,946,936
7,148,644
14,341,112
-
-
-
-
% Days Positive
45%
52%
48%
61%
61%
35%
52%
71%
47%
% Days Negative
55%
48%
52%
39%
39%
65%
48%
29%
53%
Absolute Average Returns - Last 30 Days
Abs Avg Return
±0.14%
±0.25%
±0.18%
±0.15%
±0.19%
±0.20%
±0.23%
+0.44%
+0.51%
Abs Max Return
0.46%
0.70%
0.40%
0.52%
0.67%
1.15%
1.44%
+1.23%
+1.37%
+2.22%
+2.05%
Abs Min Return
+0.01%
0.00%
0.00%
0.00%
+0.01%
0.00%
+0.03%
+0.01%
+0.03%
+0.02%
0.00%
Median, Maximum, and Minimum Returns - Last 30 Days