What is the maximum percentage that Emini SP contract has moved in a wek?

And what do you remember from 1987?

I believe the biggest daily change on S&P happened Monday the 19th of October 1987. The market closed at its low down 20,47 %.

However, the market recovered with two strong up days in a row (+ 5,33 %, + 9,10 %) and on the week S&P were 'only' down 12,20 % by Friday's close.

Also, e-mini futures weren't trading then.

 

So nobody (besides me) was up on Election Night, 2016? THAT is an overnight! But then, it kept climbing through the week! C'mon, guys!

 

Back then, financial futures did not have limits so that type of move was possible without trading being halted.

Look at the flash crash from 2011 - powers that be decided to make all those trades null and void.

Not saying another crash like 1987 cannot happen again, but the powers that be will try to stop it in it's tracks. Or at least slow it down.

 

The question was about the largest percentage move in a week. Not intraday or ETH.

Just did a quick check on my charts and it seems like the overnight range was approximately 88 points on that night. I'm sure that can't be the largest ETH move in recent times...? But certainly a nice move.

I don't have ETH stats as of now, so I wouldn't know. Maybe I can compile them later today.

 

Hence, my reply.

 

Being a NRA (non-resident-alien) with poor language command and vanishing cognitive abilities I would consider a timespan of 7 days a week and max weekly move not a synonym of max weekly loss.

Being also an option writer "weekly" and " max move" are very meaningful trigger words for me.

 

The largest percentage move since 2005 happened on the 13th of October 2008. 11,88 % up intraday with a close at + 11,63 %. In one single day. I don't keep track of ES data prior to that.

However, the largest moves in absolute values happened last year. Due to the ES being 2,5 the nominal value compared to 2008 - the ranges were bigger although the % moves were less. I have 123.00, 127.50 and 137.00 as the three biggest daily ranges RTH since 2005.

 

A good recent example was Dec 26th, 2018.

 

After taking a second look, I stand corrected, the scale was screwed up.

The largest weekly move was -19.6% 10-6-2008.