Time of daily highs and lows in SP

Chart 1: Frequency distribution of High of Day (HoD) and Low of Day (LoD) in each half-hour time bracket.


Chart 2: Frequency distribution of HoD and LoD in each half-hour time bracket on High Made First days.


Chart 3: Frequency distribution of HoD and LoD in each half-hour time bracket on Low Made First days.

B = 8:30 - 9:00am CST
C = 9:01 – 9:30am CST
D = 9:31 – 10:00am CST
Etc.

Data in ES day session from Nov 1st 2007.

SRS