Market statistics

SPY overnight range statistics

How often the session trades back to the high and the low built overnight in SPY.

Recalculated 2026-09-25 from market data. No opinions, just counts.

The overnight range is the high and low built between the close and the next open. Average width over this sample was $6.23. Both sides taken means the session rotated rather than trended, which is the figure worth checking before treating an overnight level as a target.

Past behaviour is a description of what happened, not a forecast. These pages exist so a level can be judged against a count rather than a habit.