SPY
S&P 500 ETFETF
$694.46
Best Window
3:00-3:30
61% trend prob
Avoid
2:00-2:30
42% trend prob
Peak Volume
8.3M
at 3:30-4:00
Peak Range
$0.27
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
7.2M
3.6M
2.9M
2.8M
2.7M
2.6M
3.2M
2.0M
2.0M
2.6M
2.1M
3.4M
8.3M
Volatility
2%
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
Avg Range
$0.27
$0.2
$0.18
$0.16
$0.15
$0.16
$0.18
$0.12
$0.11
$0.12
$0.1
$0.1
$0.17
Trend Prob
56%
53%
56%
47%
48%
58%
43%
51%
53%
42%
53%
61%
49%
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 | 7.17M | $0.27 | 1.6% | 56% | +0.18% |
| 10:00-10:30 | 3.58M | $0.2 | 1.2% | 53% | +0.10% |
| 10:30-11:00 | 2.87M | $0.18 | 1.1% | 56% | +0.07% |
| 11:00-11:30 | 2.80M | $0.16 | 1.0% | 47% | -0.03% |
| 11:30-12:00 | 2.71M | $0.15 | 0.9% | 48% | -0.05% |
| 12:00-12:30 | 2.62M | $0.16 | 1.0% | 58% | +0.13% |
| 12:30-1:00 | 3.18M | $0.18 | 1.1% | 43% | +0.01% |
| 1:00-1:30 | 1.97M | $0.12 | 0.7% | 51% | +0.01% |
| 1:30-2:00 | 2.01M | $0.11 | 0.6% | 53% | +0.02% |
| 2:00-2:30 | 2.65M | $0.12 | 0.7% | 42% | -0.05% |
| 2:30-3:00 | 2.12M | $0.1 | 0.6% | 53% | +0.05% |
| 3:00-3:30 | 3.38M | $0.1 | 0.6% | 61% | +0.12% |
| 3:30-4:00 | 8.26M | $0.17 | 1.0% | 49% | +0.11% |