Range Statistics · ES

S&P 500 E-Mini · reference · 2514 historical occurrences

Range Statistics

high confidence

Average daily range, ATR and where the latest session sits against the 20-day norm.

Success rate

100%

Average

1.42

%

Median

1.12

%

Sample

2514

occurrences

Read

Latest session ran 147.8% of the 20-day average range — an expansion day.

Distribution

Best13.43
Worst0.20
Std dev1.12
Unit%

Key figures

Atr1481.2
Adr200.92
Last Range Pct1.36
Last Range Pts104.75
Daily Bars2,514

Subreports — where the edge actually lives

FilterGroupRateAvgMedianBestWorstN
Last 20 sessionsWindow100%0.920.791.620.5120
Last 60 sessionsWindow100%1.050.962.410.4560

Sample-size honesty

Every statistic on this page is computed from cached exchange history and reports its true sample size. Rates built on fewer than 30 occurrences are marked low confidence — a 90% rate off 10 events is not an edge, it is noise.

EdgefulFinder · Probability & macro analytics. Historical statistics are not forecasts.Data: Yahoo Finance · CFTC · BLS · SEC EDGAR