Price Action Stats – Last 12 Fridays – Closing RTH Hour – Broken Down in 15 Minute Increments

Past Price Action Stats For: $CL_F $RTY_F $GC_F $ES_F
Based on The Last 12 Fridays

Stats from 12P to 12:15P PST (3P EST to 3:15P EST)

Instrument CL 11-21 RTY 12-21 GC 12-21 ES 12-21
% Up↑ 41.67 50 66.67 66.67
% Down↓ 58.33 50 33.33 33.33
MaxUp↑ 25 46 13 18
MaxDown↓ -9 -50 -13 -28
MinUp↑ 4 10 1 3
MinDown↓ -2 -4 -1 -7
AvgUp↑ 9 27.17 5.5 8.75
AvgDown↓ -4.71 -23.33 -7.25 -15.5
Σ Mean 1 1.92 1.25 0.667
1 SD 8.72 28.73 7.38 12.98
2 SD 17.44 57.46 14.77 25.97
3 SD 26.15 86.19 22.15 38.95

*Source: PAH – Make Higher Probability Trades & Set Realistic Price Targets & Stops

Stats from 12:15P to 12:30P PST (3:15P EST to 3:30P EST)

Instrument CL 11-21 RTY 12-21 GC 12-21 ES 12-21
% Up↑ 33.33 58.33 33.33 50
% Down↓ 66.67 41.67 58.33 41.67
MaxUp↑ 12 40 20 19
MaxDown↓ -12 -60 -15 -25
MinUp↑ 4 7 8 1
MinDown↓ -1 -8 -2 -3
AvgUp↑ 8 20.43 11.5 6.67
AvgDown↓ -5 -22.8 -8.29 -11.2
Σ Mean -0.667 2.42 -1 -1.33
1 SD 6.91 26.07 10.4 11.11
2 SD 13.82 52.14 20.8 22.22
3 SD 20.72 78.21 31.2 33.32

*Source: PAH – Make Higher Probability Trades & Set Realistic Price Targets & Stops

Stats from 12:30P to 12:45P PST (3:30P EST to 3:45P EST)

Instrument CL 11-21 RTY 12-21 GC 12-21 ES 12-21
% Up↑ 50 33.33 25 33.33
% Down↓ 50 66.67 75 66.67
MaxUp↑ 6 38 13 24
MaxDown↓ -14 -60 -33 -26
MinUp↑ 1 1 1 6
MinDown↓ -1 -6 -2 -2
AvgUp↑ 2.67 16.25 8.67 12
AvgDown↓ -5.5 -30 -11.11 -9.75
Σ Mean -1.42 -14.58 -6.17 -2.5
1 SD 5.33 27.09 12.66 13.43
2 SD 10.66 54.19 25.32 26.86
3 SD 15.99 81.28 37.98 40.3

*Source: PAH – Make Higher Probability Trades & Set Realistic Price Targets & Stops

Stats from 12:45P to 12:45P PST (3:30P EST to 3:45P EST)

Instrument CL 11-21 RTY 12-21 GC 12-21 ES 12-21
% Up↑ 25 66.67 25 33.33
% Down↓ 58.33 33.33 66.67 66.67
MaxUp↑ 14 49 14 12
MaxDown↓ -17 -59 -27 -29
MinUp↑ 2 2 3 1
MinDown↓ -1 -8 -2 -4
AvgUp↑ 7 18.12 8 6
AvgDown↓ -8.43 -33 -10.37 -9.75
Σ Mean -3.17 1.08 -4.92 -4.5
1 SD 8.28 29.31 10.22 9.97
2 SD 16.57 58.63 20.44 19.94
3 SD 24.85 87.94 30.65 29.91

*Source: PAH – Make Higher Probability Trades & Set Realistic Price Targets & Stops

Please Note: flat price is ignored thus Up/Down% may not equal 100%. Stocks/ETFs are calculated in whole points, futures in whole ticks, currencies in minimum tick size. Past price action by itself is only half the battle; you still need to observe current price action, filter out extremes, and more. Past price action stats posts are the sole property of Pinnacle Quant, LLC and is for informational and educational purposes only. This information is not a solicitation or recommendation to buy or sell any security, futures, cryptocurrency, or foreign exchange contract. Futures, commodity, and foreign currency trading involves substantial risk of loss and is not suitable for all investors. Past results are not necessarily indicative of future results.

Nearly 75% of traders quit within 2 years. Don’t become a statistic, instead go beyond mere indicators and incorporate past price action statistics to elevate your trading. →

Share the stats

Leave a Reply