0.6/0.7/0.8

But...

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

it`s the same ~ 0.7% on average

 

I thought you were looking for how many times it falls within that range? The mean intraday return is +/-0.95%

 

Is this data for the intraday RTH or ETH?

 

All of the data I have shared is Open to Close (Intraday). Everything that you see on TV and elsewhere is Close to Close.