SPY
S&P 500 ETFETF
$681.31
Best Window
10:30-11:00
57% trend prob
Avoid
1:30-2:00
43% trend prob
Peak Volume
13.5M
at 9:30-10:00
Peak Range
$0.55
at 9:30-10:00
Volume & Volatility Heatmap
09:30
10:00
10:30
11:00
11:30
12:00
12:30
13:00
13:30
14:00
14:30
15:00
15:30
Volume
13.5M
9.5M
7.1M
7.2M
5.6M
4.0M
4.5M
3.4M
3.8M
3.6M
4.2M
6.9M
12.6M
Volatility
3%
3%
2%
2%
2%
2%
2%
1%
2%
1%
1%
2%
2%
Avg Range
$0.55
$0.45
$0.39
$0.35
$0.34
$0.28
$0.29
$0.25
$0.25
$0.23
$0.24
$0.32
$0.27
Trend Prob
55%
51%
57%
47%
57%
48%
47%
46%
43%
54%
51%
45%
53%
Volume (high) Volume (low)
High trend prob Low trend prob
Detailed Statistics by Time Window
| Window | Avg Volume | Avg Range | Volatility | Trend Prob | Avg Return |
|---|---|---|---|---|---|
| 9:30-10:00 | 13.53M | $0.55 | 3.3% | 55% | +0.14% |
| 10:00-10:30 | 9.48M | $0.45 | 2.7% | 51% | -0.06% |
| 10:30-11:00 | 7.05M | $0.39 | 2.4% | 57% | +0.15% |
| 11:00-11:30 | 7.15M | $0.35 | 2.1% | 47% | +0.00% |
| 11:30-12:00 | 5.57M | $0.34 | 2.0% | 57% | +0.24% |
| 12:00-12:30 | 3.95M | $0.28 | 1.7% | 48% | -0.07% |
| 12:30-1:00 | 4.52M | $0.29 | 1.8% | 47% | -0.06% |
| 1:00-1:30 | 3.45M | $0.25 | 1.5% | 46% | +0.06% |
| 1:30-2:00 | 3.81M | $0.25 | 1.5% | 43% | +0.03% |
| 2:00-2:30 | 3.61M | $0.23 | 1.4% | 54% | +0.08% |
| 2:30-3:00 | 4.19M | $0.24 | 1.4% | 51% | +0.04% |
| 3:00-3:30 | 6.88M | $0.32 | 1.9% | 45% | -0.05% |
| 3:30-4:00 | 12.60M | $0.27 | 1.6% | 53% | +0.04% |