Limit Points of the Great Moderation, from Kim Zussman
This week's normalized range in SP500 was 6th highest of the 3000+ weeks since January 1950. Normalized range is defined as:
[(week high)-(week low)] / [(week high)+(week low)]/2
(the high minus the low over the midpoint between the high and low)
Here are the biggest ranges (in chronological order), and the respective dates:
[Ed.: this table was updated at 1pm September 20 to correct an error in the previous version. Many thanks to a reader for pointing out the error].