RTH Breaks

“RTH Breaks” compares the current days Regular Trading Hours (RTH) to the prior days RTH (pRTH) and provides various statistics for different events that occur. RTH is the New York session (9:30am to 4:00pm EST)

The below metrics were calculated from a 10yr sample, 2015-2025. Times listed are in Eastern Standard.

Regular Trading Hours (RTH) is considered the NY session, between 9:30 ET and 4:00pm ET. If todays RTH opens outside of the range established by Prior Days RTH (pRTH), historically what has happened?

RTH Opens Outside pRTH

In the above, if today's RTH opens outside of pRTH, there is a 83.29% probability, historically, that price will not break the other side of pRTH. What does this look like on a chart? (click chart to open image)

RTH Opens Inside pRTH

If todays RTH opens inside of the range established by Prior Days RTH (pRTH), historically what has happened?

In the above, if today's RTH opens inside of pRTH, there is a 72.66% probability, historically, that price will break at least one side of pRTH. As shown, expecting price to break both sides of pRTH or stay inside pRTH is statistically not likely given past performance. What does this look like on a chart? (click chart to open image)