So I thought, "Wow, the Nasdaq 100 traded a huge range today." I looked at the stats for the past two years and realized that every day in October, the trading range (high to low as a percentage of the low) has been one of the top 25 values in that period. In fact, every value is in the top 20. If you look at the trading volume for that time, 8 of the 12 trading days in October rank in the top 25. It's amazing how volatile the market is compared to its historical averages.
Excel spreadsheet of QQQQ range and volume
Update 2008-11-01: I updated the spreadsheet to include all of the data in October. Of the 25 days in the past two years with the widest trading range, 19 were in October. The first of October was ranked 117th and the thirtieth of October was ranked 47th, but no other day in October was outside the top 30 days in the past 516 trading days.
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