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Dow Jones 30 — US30 Seasonality & Best Time to Trade

When Dow Jones 30 — US30 is most volatile and how it has moved by month and weekday, measured from daily candles across broker feeds.

By day of week

DayAvg daily rangeAvg return
Mon1.23%0.220%
Tue1.21%0.040%
Wed1.32%0.105%
Thu1.28%-0.060%
Fri1.22%-0.073%
Monthly figures below are based on limited history (n=4 per month) — directional, not a strong seasonal signal. Day-of-week is well-sampled.

By month

MonthAvg daily rangeAvg returnYears
Jan0.92%2.58%4
Feb1.12%-0.20%4
Mar1.71%-4.33%4
Apr2.31%1.92%4
May1.17%3.45%4
Jun1.14%3.55%4
Jul1.02%-0.44%4
Aug0.86%2.54%4
Sep0.79%1.90%2
Oct0.83%1.03%4
Nov0.87%3.43%4
Dec0.69%-1.39%4
Range = average high−low as % of price; return = average change over the period. Real measured market behaviour of the instrument, straight from broker price feeds.
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