From FT Alphaville:
...Dshort.com has a nice table of historical intraday volatility on the Dow since 1928. Over the 80-year period, average intraday volatility is about 1.8 per cent, according to the web site. But, there have been 64 days when it exceeded 8 per cent and 14 of those have happened since Sept. 29, this year....
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