NASDAQ100 average daily range?

Quote from lynx2004:

acrary,

just downloaded your data (just was curious to see the results)...however, just glancing at it, few things popped out that i have hard time believing and may be also could be incorrect..

i'm assuming the times are Chcago time and also, highs and lows occurrences are summed together.

i'd appreciate if you could explain:

for 2004, you already have 455 high and low occurrences when we are only 1/3 rd into the year???

all 4 years you have 100 highs and lows happenning in the last 15 minutes of trading (i don't believe it!!)

if you take a look at all 4 years, each time slot has more more highs and lows total than the earlier time slot...ie, most of the highs and lows are made at the eod...again can't believe that the mkt has such an orderly pattern....

am i totally off base??
More...

What I posted was the cumulative percentages by time the high and low were complete within the trading day for each year. A number such as 50 would mean 50% of the time the high and low for the day were complete for that year by that time.
 
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