Hi all, i have had a look but i want to ask here because i cant find anything that i need.
I am looking for the average Price moves for SPY that is filterable by days, for example, the average %price move in one day with a filter so i can take a look at any time frame like 7 days, 14 days etc.
Also i am looking for gap up/down data aswell, for eg, the average gap move, on what days, how many…things like that.
If anyone can help it would be much appreciated.
Thanks
