Only trading intra-day what proportion of the daily bar can one expect to capture? Let's limit the discussion to stocks that have reasonable liquidity (Vol >200K). To help with the discussion please indicate your reasoning behind your statement (backtesting, trading, guess, etc.).
I don't think theres a simple answer to your question. The 'bar' tells you very little about how price moves , other than the h/l/c. No method can capture ALL the paths price might take . All you can take is an estimate based on a past sample, and that would not guarantee future results.
testing a simple strategy (5-day mov average crossing above 6-day moving average with entry at open, exit at close) on MSFT for the last 10 years gives 0.06% per trade. compare this to buying at the low and selling at the high of the day: 2.74% per trade. the ratio is about 2%. adding a simple stop did not dramatically improve the outcome. i have not adjusted for slippage/commissions.