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Does the surrounding opening and closing hours tell us anything about extreme interday movements?

It's interesting because it looks like the meeting and statement itself didn't move the market as much as I thought it would.

I've made the adjustments for the various stock splits so it represents the full history.

This is a good start. I am happy with the work.

Not much to see here.

Let's See :)

Currently, doesn't seem like it... But will this hold across asset classes?

potential problem is not accounting for weekends t.t (where there aren't trading days)

Does not appear to be too strong. There seems to be VIX inverse correlation.

Volume for SPY GLD has correlation of 0.56

SPY Fridays for May and June 2000 - 2021 goes up 45.95% of the time. VIX is not more likely to get crushed on Fridays as it is from July towards the end of the year.

It looks like the phenomenon of stocks going up on Fridays is very real. Making it a better time to sell than to buy. Now the question is by how much? Where and when can we expect the and valleys on Fridays?

Last Data point May 17th

These values are extremes throughout the day.

Data only up to the 17th. Also, this is an SPDR ETF (DIA)

It's interesting to see how the linear projection appears to perform the best.

Does not seem to be good for extreme movements. Good statistics review to be able to do this though!

So... I finally added in overnight changes. I was ignoring them...

The color scheme actually looks pretty good for this one.

Probability of returns falling on a certain place for one-day during trading hours and between trading days.

Each individual returns is in a one hour interval.

Each individual returns is in a one hour interval.

Each individual returns is in a one hour interval.

Time to make this a function :)

that is a steep drop...

Well, finally figured out how to get all the daily data in some kind of comprehensive fashion than doing it by days...