小时图显示盘前没那么低，1867是在开盘头一小时创的。
但这篇文章的记载是盘中下跌7.8% （相当1817）
https://www.sec.gov/marketstruct ... rket_volatility.pdf
At 9:30, SPY opened for regular trading hours at 5.2% below its previous day’s close and
then further declined to a daily low of 7.8% by 9:35. By 9:40, SPY recovered past its
opening price and eventually closed down 4.2%. SPY’s decline from previous day close
to August 24 open was the second largest in the last decade, while SPY’s decline from
previous day close to August 24 daily low was the 10th largest in the last decade. |
发表于 2016-1-7 15:08
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发表于 2016-1-7 15:10
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