Intraday High And Low In The S&P 500 By Weekday

Intraday High And Low In The S&P 500 By Weekday

In a previous article, I wrote about when SPY sets a high/low. But is there any difference separated by weekday? Here is the number from January 2010 until the 1st of August 2012:

  #Number High Low High Low
  of days First hour First hour Last hour Last hour
Monday 119 44 43 29 29
Tuesday 135 37 64 45 29
Wednesday 133 38 50 35 29
Thursday 132 44 50 44 25
Friday 130 50 59 34 25

Tuesday is a good day for longs, as I’ve already written. Apart from that, I can’t see more to comment on this. I can’t find much to extract from these numbers, but nice to know.

 

 

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