Jun

23

Was Friday's range (June 20th), the lowest ever intra-day range % ( as in (high-low)*100/avg(high,low), since Jan 9th 1995? (including the x-mas holiday season).

Steve Ellison writes: 

I find the 10 lowest true ranges in the S&P 500 emini contract in the last 2 1/2 years to have been (on a close-to-close basis):

                       True
       Date        Range
  12/30/2013    5.00
   8/17/2012    6.00
    8/5/2013     6.25
  11/27/2013    6.25
   3/16/2012    6.50
   5/13/2014    6.50
   3/12/2012    6.75
   1/23/2013    6.75
   12/9/2013    6.75
  12/27/2013    6.75

Thursday's 8.25-point range is tied for 28th place, and Friday's 8.50-point range is tied for 35th place.
 


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