How to self-join table in a way that every record is joined with the “previous” record?

Question

I have a MS SQL table that contains stock data with the following columns: Id, Symbol, Date, Open, High, Low, Close.

I would like to self-join the table

Answer 1

You can use option with CTE and ROW_NUMBER ranking function

 ;WITH cte AS
 (
  SELECT symbol, date, [Open], [High], [Low], [Close],
         ROW_NUMBER() OVER(PARTITION BY symbol ORDER BY date) AS Id
  FROM quotes
  )
  SELECT c1.Id, c1.symbol, c1.date, c1.[Open], c1.[High], c1.[Low], c1.[Close], 
         ISNULL(c2.[Close] / c1.[Close], 0) AS perc
  FROM cte c1 LEFT JOIN cte c2 ON c1.symbol = c2.symbol AND c1.Id = c2.Id + 1
  ORDER BY c1.symbol, c1.date

For improving performance(avoiding sorting and RID Lookup) use this index

CREATE INDEX ix_symbol$date_quotes ON quotes(symbol, date) INCLUDE([Open], [High], [Low], [Close])

Simple demo on SQLFiddle