Seasonality Table: % Move by Day x Month (Open vs Prev Close)

Short description

A compact seasonality heatmap that shows the average daily open vs previous session close move for each calendar day (1–31) across months (Jan–Dec).

What it does

This indicator builds a Day × Month table where each cell displays the historical average of:
(Open/Close-1) -1 x 100

In other words: how the market typically “opened” relative to the prior day’s close, grouped by day of month and month.

How to read it

Rows = Day of month (1–31)
Columns = Months (Jan–Dec)
Cell value = average percentage move (signed format like +0.23% or -0.33%)
Heatmap = stronger color intensity indicates larger absolute average moves
Today highlight = the current calendar day cell is visually highlighted for fast context

Key settings

Reference timeframe (Daily): uses daily session data as the source of truth
Decimals / Signed formatting: control numeric display
Theme controls: fully customizable colors for positive/negative/neutral cells, headers, labels, and text
Font sizes: independently adjust header/labels/values
Heatmap scaling: set “max abs (%)” to match the volatility of the instrument

Notes / limitations
The indicator depends on the historical data available on TradingView for the selected

symbol and timeframe.
This is a statistical visualization tool. It does not predict future returns and does not generate trade signals.

Disclaimer
This script is for educational and informational purposes only and is not financial advice. Trading involves risk. Always do your own research and use proper risk management.