def create_new_features(df):
    """
    Creates features for price differences:
    high-low
    close-open
    """
    df['close-open'] = df['Close'] - df['Open']
    df['high-low'] = df['High'] - df['Low']
    df['close-open_pct'] = df['close-open'] / df['Adj Close'] * 100
    df['high-low_pct'] = df['high-low'] / df['Adj Close'] * 100

    return df