It seems to me that a bit of divide and conquer will make this run much faster... when you're all done, look for PatientID's that have a Parm of 5. Dunno if I put your parameters in the correct order or not...

SELECT CAST(pd.TodayID AS INT) AS TodayID,pd.PreviousDayID,pd.PatientID,1 AS Parm

INTO #TmpTable

FROM [Patient Data] pd

WHERE pd.[Open%] BETWEEN -1.61 AND -0.61

AND pd.[High%] BETWEEN -0.28 AND 0.72

AND pd.[Low%] BETWEEN -1.61 AND -0.61

AND pd.[Close%] BETWEEN -1.39 AND -0.39

INSERT INTO #TmpTable

(TodayID,PreviousDayID,PatientID,Parm)

SELECT pd.TodayID,pd.PreviousDayID,pd.PatientID,2 AS Parm

FROM [Patient Data] pd,

#TmpTable t

WHERE t.TodayID = pd.PreviousDayID

AND t.PatientID = pd.PatientID

AND t.Parm = 1

AND pd.[Open%] BETWEEN 1.07 AND 2.07

AND pd.[High%] BETWEEN 1.29 AND 2.29

AND pd.[Low%] BETWEEN -0.5 AND 0.5

AND pd.[Close%] BETWEEN 1.29 AND 2.29

INSERT INTO #TmpTable

(TodayID,PreviousDayID,PatientID,Parm)

SELECT pd.TodayID,pd.PreviousDayID,pd.PatientID,3 AS Parm

FROM [Patient Data] pd,

#TmpTable t

WHERE t.TodayID = pd.PreviousDayID

AND t.PatientID = pd.PatientID

AND t.Parm = 2

AND pd.[Open%] BETWEEN -0.5 AND 0.5

AND pd.[High%] BETWEEN -0.5 AND 0.5

AND pd.[Low%] BETWEEN -1.16 AND -0.16

AND pd.[Close%] BETWEEN -0.5 AND 0.5

INSERT INTO #TmpTable

(TodayID,PreviousDayID,PatientID,Parm)

SELECT pd.TodayID,pd.PreviousDayID,pd.PatientID,4 AS Parm

FROM [Patient Data] pd,

#TmpTable t

WHERE t.TodayID = pd.PreviousDayID

AND t.PatientID = pd.PatientID

AND t.Parm = 3

AND pd.[Open%] BETWEEN -0.5 AND 0.5

AND pd.[High%] BETWEEN -0.06 AND 0.94

AND pd.[Low%] BETWEEN -0.94 AND 0.06

AND pd.[Close%] BETWEEN -0.5 AND 0.5

INSERT INTO #TmpTable

(TodayID,PreviousDayID,PatientID,Parm)

SELECT pd.TodayID,pd.PreviousDayID,pd.PatientID,5 AS Parm

FROM [Patient Data] pd,

#TmpTable t

WHERE t.TodayID = pd.PreviousDayID

AND t.PatientID = pd.PatientID

AND t.Parm = 4

AND pd.[Open%] BETWEEN -0.94 AND 0.06

AND pd.[High%] BETWEEN 0.38 AND 1.38

AND pd.[Low%] BETWEEN -0.94 AND 0.06

AND pd.[Close%] BETWEEN -0.5 AND 0.5