I Don’t Trust My Data Source, But Was it the Lowest Range, from Kora Reddy
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.