S&P 500 Statistics
Every number on this page was measured by CRTLAB on its own S&P 500price history — the daily range, the hours that move, the Asian range, yesterday's high and low, CRT, fair value gaps, order blocks and volume profile. No opinions, no backtest screenshots: counts.
S&P 500 average daily range
The high-to-low range of each full New York trading day (18:00 → 17:00), 2024-09-19 to 2026-09-18.
| Average daily range | 85.2 pts |
| Median day | 73.8 pts |
| Last 20 days measured | 67.5 pts |
| As a share of price | 1.33% |
| Days measured | 517 |
Every market side by side, with the percentile table: average daily range.
Best time to trade S&P 500
Average high-low range of each New York clock hour over the last two years of 1-hour bars.
| Busiest hour | 10:00–11:00 NY · 30.6 pts |
| Second hour | 09:00–10:00 NY · 28.2 pts |
| Third hour | 11:00–12:00 NY · 24.5 pts |
| Quietest hour | 17:00–18:00 NY · 0.1 pts |
| Widest weekday | Wednesday |
| Narrowest weekday | Tuesday |
Hour by hour, in your own time zone: best time to trade.
S&P 500 Asian range statistics
The Asian range is 20:00–00:00 New York; the day after runs to 17:00. 1087 weekdays from 2022-07-01.
| Median Asian range | 19.3 pts |
| A side taken by 17:00 | 100.0% |
| Both sides taken | 71.0% |
| High taken first / low first | 54.0% / 45.9% |
| London took the first side | 32.5% |
| London sweep, then 17:00 closed beyond the other side | 30.6% |
| Sweep-and-reclaim trade to the far side | 1011 trades · 25.2% won · -0.14R a trade |
The full study and the trade rules: Asian range statistics.
S&P 500 previous day high and low
What S&P 500 did with yesterday's high and low the next New York day, 1089 days from 2022-07-01.
| Opened inside yesterday's range | 93.8% |
| Yesterday's high taken | 56.0% |
| Yesterday's low taken | 44.4% |
| At least one taken | 87.1% |
| Both taken | 13.3% |
| Neither taken | 12.9% |
By session and by where the day opened: previous day high/low statistics.
S&P 500 CRT statistics
Candle Range Theory: a candle that sweeps the previous candle's high or low and closes back inside it. From 2022-07-01.
| CRT setups, daily candles | 31.0% of candles · reached the far side 32.6% · -0.01R a trade |
| CRT setups, 4H candles | 28.5% of candles · reached the far side 32.6% · -0.05R a trade |
| CRT setups, 1H candles | 32.5% of candles · reached the far side 31.3% · -0.04R a trade |
Targets, stops and the full method: CRT statistics.
S&P 500 fair value gaps and order blocks
15-minute fair value gaps and order blocks from 2022-07-01, and how often price came back to them.
| 15m fair value gaps a day | 13.1 |
| FVG revisited within 4 hours | 82.2% |
| FVG revisited within 24 hours | 93.3% |
| FVG fully filled within 24 hours | 87.7% |
| 15m order blocks a day | 6.2 |
| Order block revisited within 24 hours | 86.5% |
| Order block broken within 24 hours | 69.2% |
Every market and timeframe: FVG statistics · order block statistics.
S&P 500 volume profile
Yesterday's volume profile against today, 1111 days from 2022-07-01.
| Opened inside yesterday's value area | 66.1% |
| Yesterday's POC touched | 68.9% |
| 80% rule completed (of days it set up) | 57.1% |
| Naked POC filled within 20 days | 71.0% |
The full study, with the mirror-level control: volume profile statistics.
S&P 500 right now: the last 16 trading days
The ten-year numbers above, against the most recent 16 New York trading days (2026-10-12 to 2026-11-02). Updated every morning.
| Average daily range | 89.45 pts |
| Took one side of the Asian range | 100% |
| Took both sides of the Asian range | 81% |
| Took yesterday's high | 50% |
| Took yesterday's low | 50% |
| Daily CRTs | 4 |
| Up days | 38% |
Day by day, with the story of each session: S&P 500 today.
Frequently asked questions
What is the average daily range of S&P 500?
85.2 pts on average over 517 New York trading days (2024-09-19 to 2026-09-18), a median of 73.8 pts, and 67.5 pts over the last 20 days measured — about 1.33% of price.
What is the best time to trade S&P 500?
By average range, the busiest New York hours are 10:00–11:00 (30.6 pts), 09:00–10:00 (28.2 pts), 11:00–12:00 (24.5 pts). The quietest is 17:00–18:00. Wednesday has the widest average day and Tuesday the narrowest.
Does S&P 500 sweep the Asian range?
One side of the Asian range (20:00–00:00 New York) was taken by 17:00 on 100.0% of 1087 weekdays, and both sides on 71.0%. London took the first side on 32.5% of days. Traded as the usual sweep-and-reclaim setup to the far side, it averaged -0.14R per trade over 1011 trades.
How often does S&P 500 take the previous day's high or low?
Yesterday's high was taken on 56.0% of days and the low on 44.4%; at least one on 87.1%, both on 13.3%, and neither on 12.9% (1089 days).
Statistics for other markets
Numbers tell you what usually happens. Replay tells you if you can trade it.
Replay real S&P 500 history candle by candle and score every trade.
Backtest S&P 500