0.6/0.7/0.8

Is there any stats on how the major indicies are moving intraday percentagewise?From my empirical evidence it`s around these figures: 0.6/0.7/08 %.

So, is there a more reliable and robust source to compare?

 

Wouldn't the most reliable source be your own data feed, and the numbers simply being a matter of maths? Yes, the Nasdaq tends to move a bit more percentage-wise than the S&P and Dow.

It is not always the case, but usually.

 

Just want to compare with someone who possess the stats.

 

That is true about 74.4% of the time.

 

Double floating point format going back to Nov of last year for the SPY. Intraday (Open to Close) percentage changes.

Code:

2018-10-31 -7.389617587283137e-003%
2018-11-01 0.7032400589101502%
2018-11-02 -1.04094631483167%
2018-11-05 0.3487006313316652%
2018-11-06 0.6585687106688173%
2018-11-07 1.242974492001725%
2018-11-08 0.1392310163864148%
2018-11-09 -0.4551481919506799%
2018-11-12 -1.666726793895885%
2018-11-13 -0.3771650371672243%
2018-11-14 -1.444412022176844%
2018-11-15 1.57749832576829%
2018-11-16 0.7137863791898148%
2018-11-19 -1.446621497894154%
2018-11-20 -0.4672897196261716%
2018-11-21 -0.315955766192745%
2018-11-23 2.659776578767124e-002%
2018-11-26 0.6471517796674045%
2018-11-27 0.7734474731546154%
2018-11-28 1.847181008902063%
2018-11-29 9.864455080195779e-002%
2018-11-30 0.6719988313063712%
2018-12-03 -0.3496503496503359%
2018-12-04 -2.916980996515431%
2018-12-06 1.474127557160033%
2018-12-07 -2.185853187857191%
2018-12-10 0.2657857766640045%
2018-12-11 -1.318837330942251%
2018-12-12 -0.7514861479792304%
2018-12-13 -0.4314873180249052%
2018-12-14 -0.9469120778825496%
2018-12-17 -1.557440246723194%
2018-12-18 -0.8242612752721525%
2018-12-19 -1.532311792138573%
2018-12-20 -1.076602897622679%
2018-12-21 -2.447920888384543%
2018-12-24 -1.966198125836675%
2018-12-26 4.326821206085523%
2018-12-27 2.267386733726347%
2018-12-28 -0.7332318294735205%
2018-12-31 0.144253886840834%
2019-01-02 1.70745589072283%
2019-01-03 -1.619465817991372%
2019-01-04 1.938688961589718%
2019-01-07 0.6688036724840705%
2019-01-08 -1.946888871583653e-002%
2019-01-09 0.1591862090386803%
2019-01-10 1.022399125887772%
2019-01-11 0.5045017075442453%
2019-01-14 0.2102312543798036%
2019-01-15 0.9813047862850165%
2019-01-16 5.750872215620677e-002%
2019-01-17 1.134571747240486%
2019-01-18 0.55853271945051%
2019-01-22 -0.7401253681746015%
2019-01-23 -0.2272641187833665%
2019-01-24 0.1291744234641662%
2019-01-25 6.400361432173453e-002%
2019-01-28 0.1404761000797314%
2019-01-29 -0.1932403758714728%
2019-01-30 0.9354960392304644%
2019-01-31 0.9046390789129438%
2019-02-01 -3.331482509715898e-002%
2019-02-04 0.6849061493465498%
2019-02-05 0.2422551754514847%
2019-02-06 -1.832911763628116e-002%
2019-02-07 -0.2952683250904301%
2019-02-08 0.6400000000000101%
2019-02-11 -0.2138643067846549%
2019-02-12 0.6166948094853559%
2019-02-13 -1.454386794166586e-002%
2019-02-14 0.2191540653079198%
2019-02-15 0.365465335070195%
2019-02-19 0.4955150462962979%
2019-02-20 0.2159749469061671%
2019-02-21 -0.1008282319049236%
2019-02-22 0.3703570529646444%
2019-02-25 -0.4310191287001875%
2019-02-26 6.806864185146624e-002%
2019-02-27 0.2441476375125689%
2019-02-28 -0.1003728133065575%
2019-03-01 -7.131650263864573e-003%
2019-03-04 -0.7812500000000161%
2019-03-05 -0.1860198898190022%
2019-03-06 -0.6519792226401552%
2019-03-07 -0.6574431961853821%
2019-03-08 0.5568989521506491%
2019-03-11 1.155271379786386%
2019-03-12 0.1540887264387611%
2019-03-13 0.3066172276097963%
2019-03-14 -7.463482247573641e-002%
2019-03-15 0.2744706637199622%
2019-03-18 0.2770378263185838%
2019-03-19 -0.3915205812846156%
2019-03-20 -0.2161893960873312%
2019-03-21 1.457383124287355%
2019-03-22 -1.401737165454427%
2019-03-25 6.096030408434608e-002%

 

Code:

2018-10-31 0.7116593523899826%
2018-11-01 1.170106426765455%
2018-11-02 -1.253425056841372%
2018-11-05 -0.3773584905660297%
2018-11-06 0.7516127123158017%
2018-11-07 1.915486417459956%
2018-11-08 -0.171663996337825%
2018-11-09 -0.7579702597928613%
2018-11-12 -2.342649131047429%
2018-11-13 -0.3829812698222816%
2018-11-14 -1.736854627646928%
2018-11-15 1.934505761067312%
2018-11-16 0.6308200660859186%
2018-11-19 -2.783443311337725%
2018-11-20 0.4988318494664343%
2018-11-21 -0.6073752711496683%
2018-11-23 7.542900245144543e-002%
2018-11-26 0.8981665014866134%
2018-11-27 0.8888888888888875%
2018-11-28 2.47843518406025%
2018-11-29 9.524376450979022e-002%
2018-11-30 0.5879558142297239%
2018-12-03 -0.4505805557160194%
2018-12-04 -3.330805576620199%
2018-12-06 2.777435644783835%
2018-12-07 -2.876745305729418%
2018-12-10 1.235410975912578%
2018-12-11 -1.279189042418377%
2018-12-12 -0.5722891566264992%
2018-12-13 -0.6199963883705539%
2018-12-14 -1.305067091477235%
2018-12-17 -1.845501589874668%
2018-12-18 -0.1449732114718047%
2018-12-19 -2.307497787330892%
2018-12-20 -1.206616931560178%
2018-12-21 -3.580529238810858%
2018-12-24 -1.766155531215781%
2018-12-26 5.086848635235729%
2018-12-27 1.782270399680792%
2018-12-28 -0.7654881608822619%
2018-12-31 -9.067357512954324e-002%
2019-01-02 2.576329558248882%
2019-01-03 -1.821756225425951%
2019-01-04 2.553498752789803%
2019-01-07 0.9385774486017104%
2019-01-08 -1.253604111820347e-002%
2019-01-09 0.4246284501061614%
2019-01-10 1.052631578947373%
2019-01-11 0.2245368926588818%
2019-01-14 -3.765769158350735e-002%
2019-01-15 1.487499999999997%
2019-01-16 -0.1844451275745536%
2019-01-17 1.112278316752137%
2019-01-18 0.2852287899016864%
2019-01-22 -1.292210167012072%
2019-01-23 -0.380905572279907%
2019-01-24 0.31964593066141%
2019-01-25 0.3890341012704485%
2019-01-28 5.520794994479414e-002%
2019-01-29 -0.9987745098039188%
2019-01-30 1.395348837209303%
2019-01-31 0.8758248350329982%
2019-02-01 7.171457598755521e-002%
2019-02-04 1.224026749462629%
2019-02-05 0.7481149858624%
2019-02-06 -0.3215058163324855%
2019-02-07 -0.4732887653079402%
2019-02-08 1.079395538498448%
2019-02-11 -0.4551634450552591%
2019-02-12 0.7427931380062436%
2019-02-13 -0.372851733177987%
2019-02-14 0.4812206572769913%
2019-02-15 -0.3361929051704223%
2019-02-19 0.507554985123391%
2019-02-20 -8.700696055684784e-002%
2019-02-21 -9.895803015308662e-002%
2019-02-22 0.5232862375719386%
2019-02-25 -0.3960737041501623%
2019-02-26 0.3814147018030494%
2019-02-27 0.3990746096009241%
2019-02-28 8.090147356254629e-002%
2019-03-01 -2.866315065352635e-002%
2019-03-04 -0.638031217956024%
2019-03-05 0%
2019-03-06 -0.663919413919412%
2019-03-07 -0.9762014787430671%
2019-03-08 0.9792932570349813%
2019-03-11 1.658133581568533%
2019-03-12 0.2854044180603916%
2019-03-13 0.2321630804076991%
2019-03-14 -0.2371139840794826%
2019-03-15 0.5355129650507264%
2019-03-18 0.2809778027535825%
2019-03-19 -7.255274026118733e-002%
2019-03-20 0.3909304143862329%
2019-03-21 1.86921102555518%
2019-03-22 -1.771371988117504%
2019-03-25 0.1742454049800474%

QQQ

 

Sorry, no idea how to calculate.

 

Here is the breakdown of the the returns intraday (absolute value). Your empirical observations are incorrect.

47% of values fall below .6%
11% of values between .6% and .8%
42% of values above .8%

 

mine are 0.6/0.7/0.8 ... why it`s incorrect?

 

Only 11% of the values fall within that range.