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Thank you for your reply, I'm quite new to the forum, you're right. It is clear from the data how much different are the nights with low VIX values from the ones with high VIX values. You are right, I will post the graph. I was asking because they are so different, like ten times different, and...

I am Marco, I trade futures overnight, at https://nightlypatterns.wordpress.com/ I’m writing this research post because I’m facing a really difficult problem: night SPY range follow VIX values. With high VIX values we see high average gain or loss during the night and viceversa with low VIX...