Ahh unfortunately (or maybe fortunately!) not. I drove past the sign for Diana’s Bath and wasn’t sure if it was worth stopping at! If you’re looking for the spot, it’s a pullout somewhere along this stretch of 16. If you drive north from Jackson, it’ll be on your right. If you get to the ski resort with the huge gravel parking lot, you’ve gone too far
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I'm guessing you were south of the Mt Washington Auto Road, and then just south of Wildcat Mountain. It is a nice area there.