Statistics of Price Movements of Midatech Pharma Ads (MTP)

The price movements of Midatech Pharma Ads (ticker MTP) are summarized in five ways:

• Table 1. Statistics of daily price changes using the closing prices
• Table 2. Statistics of daily price changes using the closing and opening prices
• Table 3 – 7. Statistics of daily price changes when MTP opened with an increase of 1%, 2%, 3%, 4%, or more than 5%
• Table 8 – 10. Statistics of stock price changes in the 20 days after MTP had a big price move
• Table 11. Statistics of daily price changes in the 20 days after MTP moved 5% with twice the 30-day average volume

The statistics are calculated using MTP's price data across 1,305 trading days from 2015 to 2020.

Table 1. Statistics of MTP one-day price changes

In this table, the one-day price change is calculated using the closing price and the previous day's closing price.

In the past 1,305 trading days, 37.1% of the time (484 days), MTP closed above the previous day's closing price. 51.8% of the time (675 days), it closed below the previous day's closing price. 11.1% of the time (145 days), it did not change.

Also see: VIX price movement study.

MTP Price Change (%)	Number of Days	% of Total Sessions
325 – 326%	1	0.08%
152 – 153%	1	0.08%
75 – 76%	1	0.08%
55 – 56%	1	0.08%
54 – 55%	1	0.08%
52 – 53%	1	0.08%
45 – 46%	1	0.08%
43 – 44%	1	0.08%
36 – 37%	1	0.08%
29 – 30%	2	0.15%
27 – 28%	1	0.08%
23 – 24%	4	0.31%
22 – 23%	1	0.08%
21 – 22%	2	0.15%
20 – 21%	1	0.08%
18 – 19%	1	0.08%
17 – 18%	7	0.54%
16 – 17%	1	0.08%
15 – 16%	3	0.23%
14 – 15%	3	0.23%
13 – 14%	4	0.31%
12 – 13%	3	0.23%
11 – 12%	9	0.69%
10 – 11%	8	0.61%
9 – 10%	17	1.30%
8 – 9%	8	0.61%
7 – 8%	10	0.77%
6 – 7%	20	1.53%
5 – 6%	27	2.07%
4 – 5%	39	2.99%
3 – 4%	46	3.53%
2 – 3%	73	5.60%
1 – 2%	107	8.21%
0 – 1%	78	5.98%
0%	145	11.12%
0 – -1%	106	8.13%
-1 – -2%	113	8.67%
-2 – -3%	112	8.59%
-3 – -4%	82	6.29%
-4 – -5%	71	5.44%
-5 – -6%	48	3.68%
-6 – -7%	23	1.76%
-7 – -8%	29	2.22%
-8 – -9%	20	1.53%
-9 – -10%	13	1.00%
-10 – -11%	13	1.00%
-11 – -12%	8	0.61%
-12 – -13%	3	0.23%
-13 – -14%	7	0.54%
-14 – -15%	5	0.38%
-15 – -16%	5	0.38%
-16 – -17%	1	0.08%
-17 – -18%	3	0.23%
-18 – -19%	1	0.08%
-19 – -20%	2	0.15%
-20 – -21%	2	0.15%
-21 – -22%	1	0.08%
-22 – -23%	2	0.15%
-23 – -24%	1	0.08%
-25 – -26%	1	0.08%
-30 – -31%	1	0.08%
-31 – -32%	1	0.08%
-36 – -37%	1	0.08%

Table 2. Statistics of MTP: Closing vs. Open

In this table, instead of using the closing price of the previous day, the opening price is used to calculate the one-day price change of MTP.

38.0% of the time (496 days), MTP closed above the opening price. 48.7% of the time (636 days), it closed below the opening price. 13.3% of the time (173 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
292 – 293%	1	0.08%
70 – 71%	1	0.08%
47 – 48%	1	0.08%
39 – 40%	1	0.08%
36 – 37%	1	0.08%
31 – 32%	1	0.08%
28 – 29%	1	0.08%
26 – 27%	1	0.08%
24 – 25%	1	0.08%
23 – 24%	2	0.15%
22 – 23%	1	0.08%
20 – 21%	3	0.23%
18 – 19%	1	0.08%
17 – 18%	2	0.15%
16 – 17%	1	0.08%
15 – 16%	2	0.15%
14 – 15%	3	0.23%
13 – 14%	4	0.31%
12 – 13%	2	0.15%
11 – 12%	8	0.61%
10 – 11%	11	0.84%
9 – 10%	7	0.54%
8 – 9%	13	1.00%
7 – 8%	11	0.84%
6 – 7%	20	1.53%
5 – 6%	36	2.76%
4 – 5%	28	2.15%
3 – 4%	53	4.06%
2 – 3%	71	5.44%
1 – 2%	120	9.20%
0 – 1%	88	6.74%
0%	173	13.26%
0 – -1%	82	6.28%
-1 – -2%	110	8.43%
-2 – -3%	109	8.35%
-3 – -4%	78	5.98%
-4 – -5%	52	3.98%
-5 – -6%	55	4.21%
-6 – -7%	35	2.68%
-7 – -8%	27	2.07%
-8 – -9%	17	1.30%
-9 – -10%	13	1.00%
-10 – -11%	10	0.77%
-11 – -12%	8	0.61%
-12 – -13%	5	0.38%
-13 – -14%	6	0.46%
-14 – -15%	9	0.69%
-15 – -16%	3	0.23%
-16 – -17%	5	0.38%
-17 – -18%	1	0.08%
-18 – -19%	2	0.15%
-19 – -20%	1	0.08%
-20 – -21%	3	0.23%
-21 – -22%	2	0.15%
-24 – -25%	1	0.08%
-29 – -30%	1	0.08%
-30 – -31%	1	0.08%

Table 3. One-day performance when MTP opened 5% higher than previous close

In the past 1,305 trading days, MTP opened more than 5% higher than the previous day's closing price 106 times. Of these days, 26.4% (28 days) had closing prices above the opening price, and 69.8% (74 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
292 – 293%	1	0.94%
47 – 48%	1	0.94%
39 – 40%	1	0.94%
12 – 13%	1	0.94%
11 – 12%	1	0.94%
9 – 10%	1	0.94%
6 – 7%	2	1.89%
5 – 6%	1	0.94%
4 – 5%	3	2.83%
3 – 4%	3	2.83%
2 – 3%	4	3.77%
1 – 2%	7	6.60%
0 – 1%	2	1.89%
0%	4	3.77%
0 – -1%	2	1.89%
-1 – -2%	7	6.60%
-2 – -3%	5	4.72%
-3 – -4%	7	6.60%
-4 – -5%	6	5.66%
-5 – -6%	10	9.43%
-6 – -7%	5	4.72%
-7 – -8%	6	5.66%
-8 – -9%	2	1.89%
-9 – -10%	6	5.66%
-10 – -11%	3	2.83%
-11 – -12%	2	1.89%
-12 – -13%	1	0.94%
-13 – -14%	2	1.89%
-14 – -15%	3	2.83%
-15 – -16%	1	0.94%
-16 – -17%	3	2.83%
-17 – -18%	1	0.94%
-29 – -30%	1	0.94%
-30 – -31%	1	0.94%

Table 4. Closing vs. open when MTP opened 4–5% higher

On 43 days, MTP opened 4–5% higher than the previous day's closing price. Of these days, 20.9% (9 days) had closing prices above the opening price, and 74.4% (32 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
11 – 12%	2	4.65%
5 – 6%	1	2.33%
4 – 5%	1	2.33%
2 – 3%	1	2.33%
1 – 2%	1	2.33%
0 – 1%	3	6.98%
0%	2	4.65%
-1 – -2%	3	6.98%
-2 – -3%	5	11.63%
-3 – -4%	7	16.28%
-4 – -5%	3	6.98%
-5 – -6%	3	6.98%
-6 – -7%	3	6.98%
-7 – -8%	3	6.98%
-8 – -9%	1	2.33%
-11 – -12%	1	2.33%
-12 – -13%	1	2.33%
-13 – -14%	1	2.33%
-20 – -21%	1	2.33%

Table 5. Closing vs. open when MTP open 3 – 4% higher

64 times MTP opened 3 – 4% higher than the previous day's closing price. Among these days, 25.0% (16 days) closed above the opening price, 70.3% (45 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
18 – 19%	1	1.56%
13 – 14%	1	1.56%
5 – 6%	3	4.69%
4 – 5%	1	1.56%
3 – 4%	1	1.56%
1 – 2%	3	4.69%
0 – 1%	6	9.38%
0%	3	4.69%
0 – -1%	3	4.69%
-1 – -2%	7	10.94%
-2 – -3%	4	6.25%
-3 – -4%	9	14.06%
-4 – -5%	7	10.94%
-5 – -6%	4	6.25%
-6 – -7%	3	4.69%
-7 – -8%	5	7.81%
-8 – -9%	1	1.56%
-9 – -10%	1	1.56%
-21 – -22%	1	1.56%

Table 6. Closing vs. open when MTP open 2 – 3% higher

80 times MTP opened 2 – 3% higher than the previous day's closing price. Among these days, 28.8% (23 days) closed above the opening price, 62.5% (50 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
70 – 71%	1	1.25%
20 – 21%	2	2.50%
15 – 16%	1	1.25%
11 – 12%	1	1.25%
8 – 9%	1	1.25%
7 – 8%	2	2.50%
4 – 5%	1	1.25%
2 – 3%	2	2.50%
1 – 2%	6	7.50%
0 – 1%	6	7.50%
0%	7	8.75%
0 – -1%	5	6.25%
-1 – -2%	7	8.75%
-2 – -3%	12	15.00%
-3 – -4%	5	6.25%
-4 – -5%	7	8.75%
-5 – -6%	3	3.75%
-6 – -7%	1	1.25%
-7 – -8%	2	2.50%
-8 – -9%	1	1.25%
-9 – -10%	2	2.50%
-10 – -11%	1	1.25%
-11 – -12%	2	2.50%
-12 – -13%	1	1.25%
-16 – -17%	1	1.25%

Table 7. Closing vs. open when MTP open 1 – 2% higher

109 times MTP opened 1 – 2% higher than the previous day's closing price. Among these days, 31.2% (34 days) closed above the opening price, 53.2% (58 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
26 – 27%	1	0.92%
20 – 21%	1	0.92%
12 – 13%	1	0.92%
9 – 10%	2	1.83%
5 – 6%	3	2.75%
4 – 5%	1	0.92%
3 – 4%	3	2.75%
2 – 3%	4	3.67%
1 – 2%	13	11.93%
0 – 1%	5	4.59%
0%	17	15.60%
0 – -1%	10	9.17%
-1 – -2%	14	12.84%
-2 – -3%	11	10.09%
-3 – -4%	7	6.42%
-4 – -5%	3	2.75%
-5 – -6%	2	1.83%
-6 – -7%	5	4.59%
-7 – -8%	2	1.83%
-9 – -10%	1	0.92%
-12 – -13%	1	0.92%
-14 – -15%	1	0.92%
-20 – -21%	1	0.92%

Table 8. Periods when MTP moved 15% or more

In this table, we track the price movements in the 20 days after MTP had a one-day price change of at least 15%.

Date	Price Change	Price Change after 15% Move
Days after:		1	4	7	10	13	16	19
20190226	325%	54.9	2.0	-9.8	-10.8	-25.1	-28.4	-37.3
20200721	152.9%	-31.6	-45.1	-52.6	-53.3	-52.3	-53.7	-40.7
20180102	75%	-7.5	-17.0	-15.0	-13.6	-17.7	-20.4	-29.9
20200430	55.2%	14.6	-6.8	.3	-6.4	-47.5	-51.9	-52.7
20190227	54.9%	-30.4	-22.8	-48.1	-44.9	-51.9	-53.8	-57.7
20200108	52.9%	-10.2	-3.8	-13.5	-14.4	-26.6	-28.8	-29.6
20200814	45.4%	-6.3	-22.8	-14.0	-11.8	-19.9	-28.3	-29.4
20190719	43%	-11.8	-8.1	-12.9	-21.0	-27.1	-28.0	-34.9
20180521	36.4%	-19.4	-21.5	-23.6	-26.7	-30.3	-24.6	-22.5
20200114	29.8%	-10.6	-10.0	-14.8	-25.7	-27.6	-26.0	-20.4
20180831	29.3%	.0	-11.4	-11.6	-12.8	-15.1	-8.1	-12.8
20180315	27.9%	-11.8	-17.6	-27.7	-30.3	-31.1	-36.1	-34.9
20200319	23.5%	-3.5	12.5	31.8	-13.4	-4.8	-1.2	-3.5
20180501	23.2%	10.0	-14.4	-16.7	-13.3	-22.2	-16.7	-16.7
20180813	23%	-10.9	-5.5	-4.7	-3.1	3.9	21.9	12.5
20190404	23%	-3.1	-23.4	-25.9	-36.9	-29.7	-34.7	-36.9
20190102	22.5%	-15.8	-10.5	.0	-21.1	-21.1	-13.7	-36.3
20200821	21.9%	-7.8	-4.7	-10.9	-29.3	-23.4	-23.4	-24.2
20200311	21.8%	-21.2	-51.0	-53.5	-45.8	-36.5	-58.3	-54.2
20200324	20.8%	.6	17.9	-22.6	-14.9	-11.6	-13.7	2.4
20160826	18.2%	-5.0	-4.1	-11.4	-13.6	-11.1	-18.9	-26.1
20201019	17.9%	-5.9	-12.7	-22.0	-23.3	-25.0	-18.6	-20.3
20201210	17.8%
20200504	17.7%	-17.6	-25.4	-30.2	-59.3	-62.8	-64.8	-68.6
20190109	17.6%	.0	-20.0	-25.0	-15.0	-40.0	-39.5	-40.0
20190305	17.3%	-8.2	-29.4	-31.2	-41.0	-46.1	-37.8	-45.9
20180206	17.2%	1.0	-2.0	-2.9	-3.9	-1.0	2.0	-1.0
20200330	17.1%	-9.1	-35.9	-22.2	-23.7	-27.8	-16.7	-11.8
20181101	16.6%	-14.3	-20.4	-24.5	-22.4	-22.4	-30.6	-52.0
20171121	15.8%	5.8	-7.9	-12.9	-15.8	-22.3	-20.9	-25.9
20200717	15.6%	9.7	69.7	35.5	31.6	36.1	36.1	20.6
20200420	15.4%	-4.1	1.6	10.5	131.4	65.7	90.7	48.3
20200513	-15.2%	-.7	-44.2	-48.9	-49.8	-51.1	-46.8	-50.7
20170928	-15.3%	-6.6	-9.9	-15.1	-11.4	-12.0	-13.3	-12.0
20171116	-15.6%	11.1	36.1	18.5	12.0	8.3	.0	1.9
20181128	-15.7%	14.9	2.1	-6.4	-19.1	-19.1	-40.4	-41.7
20190103	-15.7%	.0	25.0	6.2	-3.1	5.0	-20.6	-25.0
20200506	-16.1%	3.6	19.3	-7.3	-44.7	-48.4	-49.5	-44.7
20200402	-17.1%	-2.3	18.5	16.2	10.0	26.9	34.4	46.2
20200505	-17.5%	-16.2	-9.8	-15.9	-52.7	-56.7	-57.5	-58.5
20190307	-17.8%	-10.9	-5.5	-17.4	-20.7	-27.4	-20.1	-43.5
20200304	-18.7%	9.6	11.4	-18.7	-47.1	-39.6	-28.0	-21.7
20180522	-19.3%	-2.6	-2.6	-5.2	-11.7	-5.2	-3.9	-5.2
20180806	-19.3%	2.0	4.0	16.8	20.0	21.8	16.0	72.0
20191023	-20.2%	-5.5	-10.9	-17.3	-20.0	-25.1	-27.3	-30.5
20200318	-20.5%	23.6	38.2	39.0	29.2	6.9	22.1	23.4
20200312	-21.1%	-24.0	-50.6	-43.5	-32.7	-26.8	-48.4	-37.4
20190125	-22.5%	-5.5	-4.7	-5.5	-13.4	-13.4	-7.9	-1.6
20180928	-22.6%	6.9	3.4	.0	-1.7	-2.6	-12.1	-20.2
20200313	-23.9%	-13.9	-19.7	-10.2	-9.6	-16.0	-30.5	-20.6
20200212	-25.5%	10.0	8.7	9.7	4.7	-5.7	-12.0	-10.6
20190228	-30.3%	-4.5	1.8	-21.7	-23.6	-34.5	-40.2	-31.0
20200722	-31.6%	-10.5	-28.6	-30.6	-28.2	-28.2	-36.4	-19.7
20200518	-36.4%	-4.3	-12.3	-13.9	-16.0	-8.6	-15.4	-14.2

Table 8a. MTP average price changes following a 15% up day

Of the 1,305 trading days from 2015 to 2020, there were 32 days in which MTP was up more than 15%. This table shows the average price changes over the 32 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 15%	-5.6	-11.0	-15.1	-15.8	-21.1	-20.2	-24.4

Table 8b. MTP average price changes following a 15% down day

Of the 1,305 trading days from 2015 to 2020, there were 22 days in which MTP was down more than -15%. This table shows the average price changes over the 22 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -15%	-1.2	-1.4	-7.8	-15.0	-16.0	-19.9	-15.7

Table 9. Periods when MTP moved 10% or more

In this table, we track the price movements in the 20 days after MTP had a one-day price change of at least 10%.

Date	Price Change	Price Change after 10% Move
Days after:		1	4	7	10	13	16	19
20190226	325%	54.9	2.0	-9.8	-10.8	-25.1	-28.4	-37.3
20200721	152.9%	-31.6	-45.1	-52.6	-53.3	-52.3	-53.7	-40.7
20180102	75%	-7.5	-17.0	-15.0	-13.6	-17.7	-20.4	-29.9
20200430	55.2%	14.6	-6.8	.3	-6.4	-47.5	-51.9	-52.7
20190227	54.9%	-30.4	-22.8	-48.1	-44.9	-51.9	-53.8	-57.7
20200108	52.9%	-10.2	-3.8	-13.5	-14.4	-26.6	-28.8	-29.6
20200814	45.4%	-6.3	-22.8	-14.0	-11.8	-19.9	-28.3	-29.4
20190719	43%	-11.8	-8.1	-12.9	-21.0	-27.1	-28.0	-34.9
20180521	36.4%	-19.4	-21.5	-23.6	-26.7	-30.3	-24.6	-22.5
20200114	29.8%	-10.6	-10.0	-14.8	-25.7	-27.6	-26.0	-20.4
20180831	29.3%	.0	-11.4	-11.6	-12.8	-15.1	-8.1	-12.8
20180315	27.9%	-11.8	-17.6	-27.7	-30.3	-31.1	-36.1	-34.9
20200319	23.5%	-3.5	12.5	31.8	-13.4	-4.8	-1.2	-3.5
20180501	23.2%	10.0	-14.4	-16.7	-13.3	-22.2	-16.7	-16.7
20180813	23%	-10.9	-5.5	-4.7	-3.1	3.9	21.9	12.5
20190404	23%	-3.1	-23.4	-25.9	-36.9	-29.7	-34.7	-36.9
20190102	22.5%	-15.8	-10.5	.0	-21.1	-21.1	-13.7	-36.3
20200821	21.9%	-7.8	-4.7	-10.9	-29.3	-23.4	-23.4	-24.2
20200311	21.8%	-21.2	-51.0	-53.5	-45.8	-36.5	-58.3	-54.2
20200324	20.8%	.6	17.9	-22.6	-14.9	-11.6	-13.7	2.4
20160826	18.2%	-5.0	-4.1	-11.4	-13.6	-11.1	-18.9	-26.1
20201019	17.9%	-5.9	-12.7	-22.0	-23.3	-25.0	-18.6	-20.3
20201210	17.8%
20200504	17.7%	-17.6	-25.4	-30.2	-59.3	-62.8	-64.8	-68.6
20190109	17.6%	.0	-20.0	-25.0	-15.0	-40.0	-39.5	-40.0
20190305	17.3%	-8.2	-29.4	-31.2	-41.0	-46.1	-37.8	-45.9
20180206	17.2%	1.0	-2.0	-2.9	-3.9	-1.0	2.0	-1.0
20200330	17.1%	-9.1	-35.9	-22.2	-23.7	-27.8	-16.7	-11.8
20181101	16.6%	-14.3	-20.4	-24.5	-22.4	-22.4	-30.6	-52.0
20171121	15.8%	5.8	-7.9	-12.9	-15.8	-22.3	-20.9	-25.9
20200717	15.6%	9.7	69.7	35.5	31.6	36.1	36.1	20.6
20200420	15.4%	-4.1	1.6	10.5	131.4	65.7	90.7	48.3
20181129	14.8%	.0	-11.1	-23.0	-29.6	-37.0	-44.4	-48.1
20200501	14.5%	17.8	-15.7	-3.0	-24.6	-55.0	-58.0	-58.9
20190424	14.2%	-13.6	-28.0	-22.2	-18.7	-36.2	-33.3	-38.1
20190610	13.8%	10.7	.0	2.9	-2.9	.7	.7	-5.7
20191224	13.7%	.0	-3.9	.4	-5.0	19.1	24.8	25.7
20190327	13.5%	-7.7	-20.9	-18.3	-35.4	-37.5	-46.8	-40.7
20180911	13.4%	-5.3	-6.6	-3.3	3.6	-23.7	-22.4	-23.7
20190920	12.7%	-.8	-8.3	-8.3	2.3	5.3	3.8	3.0
20160329	12.3%	-4.5	19.3	14.5	22.6	2.5	6.3	23.1
20190122	12%	1.2	-28.6	-28.0	-28.6	-34.5	-34.5	-30.4
20180808	11.7%	-5.3	.0	6.1	7.0	8.8	16.7	36.8
20181120	11.7%	-10.5	-18.4	-28.9	-36.8	-42.1	-50.0	-50.0
20200602	11.7%	.0	-1.3	-6.6	-8.6	-9.9	-7.9	-9.9
20191002	11.4%	.0	2.9	-1.5	4.4	1.5	-23.5	-27.9
20201015	11.4%	-6.5	-6.1	-7.0	-13.1	-15.9	-14.5	-10.3
20151229	11.2%	9.7	6.0	21.0	16.0	2.2	.6	-4.8
20190816	11.2%	-3.5	-4.2	-5.0	-7.9	-10.9	-2.0	-7.2
20171117	11.1%	.0	22.5	3.3	.8	-5.8	-11.7	-10.0
20190219	11.1%	-3.8	-7.7	323.1	369.3	215.5	234.6	192.3
20200512	10.8%	-15.2	-50.6	-54.9	-57.3	-61.9	-53.7	-54.3
20190611	10.7%	-.6	-12.3	-10.3	-12.9	-7.1	-7.9	-11.6
20160818	10.5%	1.4	12.6	17.4	18.5	9.6	6.7	9.8
20160106	10.2%	1.6	-2.5	-14.2	-15.4	-20.0	-15.4	-15.4
20160126	10.2%	-3.5	-3.1	-3.9	-3.1	-5.6	-5.6	-4.9
20180227	10.2%	-3.7	-6.5	-9.3	-15.7	-2.8	-9.3	-20.4
20180502	10%	-14.1	-22.2	-20.7	-21.2	-3.5	-24.2	-26.3
20200210	10%	-3.3	-23.4	-22.1	-24.5	-32.1	-28.9	-38.0
20181127	-10%	-15.8	-10.4	-14.0	-35.5	-30.5	-44.4	-50.9
20200529	-10%	8.8	18.4	9.6	11.2	12.8	10.4	14.4
20190401	-10.1%	-9.1	-6.1	-25.8	-28.2	-38.8	-31.9	-36.7
20200109	-10.2%	-8.7	-4.3	-3.6	-8.7	-20.4	-22.5	-20.8
20170927	-10.5%	-15.3	-20.9	-26.8	-24.0	-24.5	-24.5	-30.1
20181121	-10.5%	.0	-17.9	-20.6	-29.4	-38.8	-44.1	-50.0
20181218	-10.5%	-8.8	-19.4	-17.6	-8.8	-5.9	17.6	.0
20190114	-10.5%	-5.9	-11.8	.0	-29.4	-28.8	-29.4	-35.3
20200723	-10.5%	-5.7	-23.2	-27.0	-24.0	-26.6	3.4	-14.4
20200115	-10.6%	1.8	-3.8	-10.7	-12.7	-16.1	-17.1	-13.8
20201211	-10.6%
20190308	-10.8%	5.0	2.4	-12.2	-19.8	-7.5	-19.5	-22.0
20180814	-10.9%	2.5	5.3	6.8	1.8	50.9	27.2	17.5
20160921	-11%	.6	.9	-2.2	-1.9	-1.5	-13.3	-12.1
20200728	-11%	-3.8	-8.6	-4.8	-8.1	29.5	7.1	12.4
20160627	-11.2%	1.0	-1.0	.3	2.4	-1.4	-1.7	-1.7
20200904	-11.2%	7.7	6.1	9.4	5.0	-5.5	.0	-1.7
20151221	-11.5%	-3.2	-3.7	16.0	12.1	27.9	22.6	8.0
20180316	-11.7%	-4.8	-11.4	-19.0	-21.0	-20.1	-24.8	-24.8
20180405	-11.7%	2.7	4.7	8.1	3.2	1.4	.0	33.8
20190722	-11.8%	-6.7	5.3	-6.1	-18.9	-13.4	-18.3	-17.9
20170111	-12.6%	3.7	7.4	14.8	11.5	15.2	18.9	16.3
20200401	-12.7%	-17.2	-8.9	-5.5	-7.6	9.6	4.5	19.1
20190529	-12.8%	.0	-7.7	-13.4	8.5	-4.2	-2.1	-4.9
20190403	-13.3%	23.1	1.9	-7.3	-17.3	-16.2	-14.6	-28.8
20181211	-13.4%	5.6	5.6	-22.2	-23.9	-16.7	5.6	-5.6
20190614	-13.5%	-2.9	-.7	-3.6	2.9	2.0	-2.1	.7
20190425	-13.6%	-5.9	-9.0	-9.0	-13.5	-23.9	-28.4	-29.3
20190513	-13.6%	3.0	-3.0	-4.3	-3.7	-13.4	-20.1	-25.0
20180205	-13.8%	17.2	19.5	12.6	12.6	16.1	24.1	17.2
20200316	-13.9%	-5.0	-9.9	5.0	23.0	-19.3	-11.2	-7.8
20180503	-14.1%	-4.7	-9.4	-5.9	-14.1	-9.4	-11.8	-14.1
20181102	-14.2%	-4.8	-14.3	-11.9	-16.7	-19.0	-26.2	-35.7
20160518	-14.3%	-2.5	1.5	-3.8	-2.5	-2.5	-6.6	-8.1
20151208	-14.5%	-4.5	-2.7	-13.2	-32.5	-32.8	-19.1	-21.8
20190408	-14.8%	.4	-8.7	-18.6	-17.4	-15.9	-29.9	-24.2
20200513	-15.2%	-.7	-44.2	-48.9	-49.8	-51.1	-46.8	-50.7
20170928	-15.3%	-6.6	-9.9	-15.1	-11.4	-12.0	-13.3	-12.0
20171116	-15.6%	11.1	36.1	18.5	12.0	8.3	.0	1.9
20181128	-15.7%	14.9	2.1	-6.4	-19.1	-19.1	-40.4	-41.7
20190103	-15.7%	.0	25.0	6.2	-3.1	5.0	-20.6	-25.0
20200506	-16.1%	3.6	19.3	-7.3	-44.7	-48.4	-49.5	-44.7
20200402	-17.1%	-2.3	18.5	16.2	10.0	26.9	34.4	46.2
20200505	-17.5%	-16.2	-9.8	-15.9	-52.7	-56.7	-57.5	-58.5
20190307	-17.8%	-10.9	-5.5	-17.4	-20.7	-27.4	-20.1	-43.5
20200304	-18.7%	9.6	11.4	-18.7	-47.1	-39.6	-28.0	-21.7
20180522	-19.3%	-2.6	-2.6	-5.2	-11.7	-5.2	-3.9	-5.2
20180806	-19.3%	2.0	4.0	16.8	20.0	21.8	16.0	72.0
20191023	-20.2%	-5.5	-10.9	-17.3	-20.0	-25.1	-27.3	-30.5
20200318	-20.5%	23.6	38.2	39.0	29.2	6.9	22.1	23.4
20200312	-21.1%	-24.0	-50.6	-43.5	-32.7	-26.8	-48.4	-37.4
20190125	-22.5%	-5.5	-4.7	-5.5	-13.4	-13.4	-7.9	-1.6
20180928	-22.6%	6.9	3.4	.0	-1.7	-2.6	-12.1	-20.2
20200313	-23.9%	-13.9	-19.7	-10.2	-9.6	-16.0	-30.5	-20.6
20200212	-25.5%	10.0	8.7	9.7	4.7	-5.7	-12.0	-10.6
20190228	-30.3%	-4.5	1.8	-21.7	-23.6	-34.5	-40.2	-31.0
20200722	-31.6%	-10.5	-28.6	-30.6	-28.2	-28.2	-36.4	-19.7
20200518	-36.4%	-4.3	-12.3	-13.9	-16.0	-8.6	-15.4	-14.2

Table 9a. MTP average price changes following a 10% up day

Of the 1,305 trading days from 2015 to 2020, there were 59 days in which MTP was up more than 10%. This table shows the average price changes over the 59 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-4.1	-9.6	-6.5	-7.1	-14.4	-14.4	-17.4

Table 9b. MTP average price changes following a 10% down day

Of the 1,305 trading days from 2015 to 2020, there were 58 days in which MTP was down more than -10%. This table shows the average price changes over the 58 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	-1.3	-2.9	-6.8	-11.3	-11.0	-13.1	-12.8

Table 10. Periods when MTP moved 5% or more

In this table, we track the price movements in the 20 days after MTP had a one-day price change of at least 5%.

Date	Price Change	Price Change after 5% Move
Days after:		1	4	7	10	13	16	19
20190226	325%	54.9	2.0	-9.8	-10.8	-25.1	-28.4	-37.3
20200721	152.9%	-31.6	-45.1	-52.6	-53.3	-52.3	-53.7	-40.7
20180102	75%	-7.5	-17.0	-15.0	-13.6	-17.7	-20.4	-29.9
20200430	55.2%	14.6	-6.8	.3	-6.4	-47.5	-51.9	-52.7
20190227	54.9%	-30.4	-22.8	-48.1	-44.9	-51.9	-53.8	-57.7
20200108	52.9%	-10.2	-3.8	-13.5	-14.4	-26.6	-28.8	-29.6
20200814	45.4%	-6.3	-22.8	-14.0	-11.8	-19.9	-28.3	-29.4
20190719	43%	-11.8	-8.1	-12.9	-21.0	-27.1	-28.0	-34.9
20180521	36.4%	-19.4	-21.5	-23.6	-26.7	-30.3	-24.6	-22.5
20200114	29.8%	-10.6	-10.0	-14.8	-25.7	-27.6	-26.0	-20.4
20180831	29.3%	.0	-11.4	-11.6	-12.8	-15.1	-8.1	-12.8
20180315	27.9%	-11.8	-17.6	-27.7	-30.3	-31.1	-36.1	-34.9
20200319	23.5%	-3.5	12.5	31.8	-13.4	-4.8	-1.2	-3.5
20180501	23.2%	10.0	-14.4	-16.7	-13.3	-22.2	-16.7	-16.7
20180813	23%	-10.9	-5.5	-4.7	-3.1	3.9	21.9	12.5
20190404	23%	-3.1	-23.4	-25.9	-36.9	-29.7	-34.7	-36.9
20190102	22.5%	-15.8	-10.5	.0	-21.1	-21.1	-13.7	-36.3
20200821	21.9%	-7.8	-4.7	-10.9	-29.3	-23.4	-23.4	-24.2
20200311	21.8%	-21.2	-51.0	-53.5	-45.8	-36.5	-58.3	-54.2
20200324	20.8%	.6	17.9	-22.6	-14.9	-11.6	-13.7	2.4
20160826	18.2%	-5.0	-4.1	-11.4	-13.6	-11.1	-18.9	-26.1
20201019	17.9%	-5.9	-12.7	-22.0	-23.3	-25.0	-18.6	-20.3
20201210	17.8%
20200504	17.7%	-17.6	-25.4	-30.2	-59.3	-62.8	-64.8	-68.6
20190109	17.6%	.0	-20.0	-25.0	-15.0	-40.0	-39.5	-40.0
20190305	17.3%	-8.2	-29.4	-31.2	-41.0	-46.1	-37.8	-45.9
20180206	17.2%	1.0	-2.0	-2.9	-3.9	-1.0	2.0	-1.0
20200330	17.1%	-9.1	-35.9	-22.2	-23.7	-27.8	-16.7	-11.8
20181101	16.6%	-14.3	-20.4	-24.5	-22.4	-22.4	-30.6	-52.0
20171121	15.8%	5.8	-7.9	-12.9	-15.8	-22.3	-20.9	-25.9
20200717	15.6%	9.7	69.7	35.5	31.6	36.1	36.1	20.6
20200420	15.4%	-4.1	1.6	10.5	131.4	65.7	90.7	48.3
20181129	14.8%	.0	-11.1	-23.0	-29.6	-37.0	-44.4	-48.1
20200501	14.5%	17.8	-15.7	-3.0	-24.6	-55.0	-58.0	-58.9
20190424	14.2%	-13.6	-28.0	-22.2	-18.7	-36.2	-33.3	-38.1
20190610	13.8%	10.7	.0	2.9	-2.9	.7	.7	-5.7
20191224	13.7%	.0	-3.9	.4	-5.0	19.1	24.8	25.7
20190327	13.5%	-7.7	-20.9	-18.3	-35.4	-37.5	-46.8	-40.7
20180911	13.4%	-5.3	-6.6	-3.3	3.6	-23.7	-22.4	-23.7
20190920	12.7%	-.8	-8.3	-8.3	2.3	5.3	3.8	3.0
20160329	12.3%	-4.5	19.3	14.5	22.6	2.5	6.3	23.1
20190122	12%	1.2	-28.6	-28.0	-28.6	-34.5	-34.5	-30.4
20180808	11.7%	-5.3	.0	6.1	7.0	8.8	16.7	36.8
20181120	11.7%	-10.5	-18.4	-28.9	-36.8	-42.1	-50.0	-50.0
20200602	11.7%	.0	-1.3	-6.6	-8.6	-9.9	-7.9	-9.9
20191002	11.4%	.0	2.9	-1.5	4.4	1.5	-23.5	-27.9
20201015	11.4%	-6.5	-6.1	-7.0	-13.1	-15.9	-14.5	-10.3
20151229	11.2%	9.7	6.0	21.0	16.0	2.2	.6	-4.8
20190816	11.2%	-3.5	-4.2	-5.0	-7.9	-10.9	-2.0	-7.2
20171117	11.1%	.0	22.5	3.3	.8	-5.8	-11.7	-10.0
20190219	11.1%	-3.8	-7.7	323.1	369.3	215.5	234.6	192.3
20200512	10.8%	-15.2	-50.6	-54.9	-57.3	-61.9	-53.7	-54.3
20190611	10.7%	-.6	-12.3	-10.3	-12.9	-7.1	-7.9	-11.6
20160818	10.5%	1.4	12.6	17.4	18.5	9.6	6.7	9.8
20160106	10.2%	1.6	-2.5	-14.2	-15.4	-20.0	-15.4	-15.4
20160126	10.2%	-3.5	-3.1	-3.9	-3.1	-5.6	-5.6	-4.9
20180227	10.2%	-3.7	-6.5	-9.3	-15.7	-2.8	-9.3	-20.4
20180502	10%	-14.1	-22.2	-20.7	-21.2	-3.5	-24.2	-26.3
20200210	10%	-3.3	-23.4	-22.1	-24.5	-32.1	-28.9	-38.0
20200213	9.9%	-3.2	-1.6	-4.6	-14.2	-10.2	-21.7	-1.0
20200407	9.9%	7.7	5.6	.0	15.4	22.2	32.9	178.3
20200610	9.8%	-5.6	-7.6	-9.0	-7.0	-9.0	-9.0	-8.3
20151230	9.7%	-4.5	-1.6	9.3	1.4	-6.9	-9.4	-4.3
20160816	9.6%	-2.1	18.5	13.1	30.7	22.5	19.8	16.7
20180608	9.6%	-1.4	-1.4	-2.7	-5.5	-5.5	-5.5	-4.1
20200720	9.6%	152.9	45.9	18.8	12.9	17.6	13.5	60.0
20201202	9.6%
20180816	9.5%	-5.5	-4.7	-3.1	3.9	21.9	12.5	12.5
20200305	9.5%	-2.1	23.8	-36.1	-40.4	-33.3	-32.9	-37.7
20200623	9.4%	-7.3	-9.3	-9.3	-8.6	-10.6	-12.6	12.6
20160523	9.2%	.0	-5.2	-4.0	-4.0	-8.0	-9.5	-12.0
20160404	9.1%	-1.1	-2.5	-3.4	-13.9	-6.3	5.7	-4.4
20161115	9.1%	-6.5	-12.5	-6.5	-10.0	-12.8	-12.5	-12.8
20190501	9.1%	-4.5	1.5	-5.9	-18.3	-22.3	-22.8	-19.3
20200422	9.1%	-8.9	3.9	87.8	52.8	64.4	53.3	-13.9
20170117	9%	6.9	7.9	3.8	8.6	8.6	9.0	8.6
20170907	8.8%	-.5	-1.4	-4.1	-4.5	-1.4	-30.2	-32.7
20200601	8.8%	11.8	7.4	10.7	4.4	-1.5	11.0	3.7
20180829	8.6%	5.6	23.8	14.3	14.3	12.7	16.7	24.9
20191211	8.6%	-7.2	-6.4	-.7	13.6	9.2	14.0	7.9
20160422	8.5%	1.4	-2.5	-6.4	.0	-1.0	-5.4	-20.5
20170526	8.2%	.0	-5.2	-4.5	-11.4	-5.9	-6.6	-7.2
20160401	8.1%	9.2	4.8	12.2	-6.2	-2.8	12.6	8.3
20160822	8%	4.1	12.8	3.8	3.3	-.8	-1.5	-11.0
20190422	7.9%	3.2	-4.1	-7.3	-7.3	-11.9	-22.5	-27.1
20180130	7.7%	-3.6	-21.6	-5.4	-10.8	-11.7	-8.1	-11.7
20200428	7.7%	1.6	112.8	52.4	75.4	36.4	-18.7	-24.1
20200908	7.7%	5.1	-2.6	2.6	-5.1	-9.7	-7.2	-4.1
20200408	7.6%	-3.6	-2.6	-3.2	16.9	12.6	91.6	113.0
20191007	7.3%	-4.1	-8.2	-2.7	-5.5	-28.8	-32.8	-37.7
20170811	7.1%	-8.2	-10.0	-8.2	-9.7	-13.8	-13.4	-17.5
20181221	7.1%	-8.7	-6.7	3.3	6.7	33.3	13.3	3.3
20181228	7.1%	3.3	6.7	13.3	26.7	.0	.0	9.3
20160803	7%	-2.4	-5.2	4.5	11.0	34.5	28.3	48.3
20170110	6.9%	-12.6	-13.9	-2.6	-2.3	1.3	4.2	1.3
20170118	6.8%	-2.9	-2.6	1.0	3.9	1.0	1.0	-1.6
20180827	6.8%	-6.5	38.7	16.9	8.1	17.7	16.1	25.0
20181001	6.8%	.0	-3.2	-9.7	-10.5	-12.9	-22.6	-29.0
20160505	6.7%	2.5	1.5	-3.0	-18.4	-15.0	-19.5	-18.4
20161122	6.7%	.0	-.3	-4.7	-3.3	-10.0	-10.0	-14.7
20190619	6.6%	-3.5	-6.3	.0	-.8	-4.9	-2.1	-4.2
20171025	6.5%	1.4	-2.7	-4.1	-4.1	-9.2	-26.0	-4.8
20180109	6.5%	-2.3	-3.8	-6.9	-9.3	-13.1	-17.7	-33.1
20190724	6.5%	4.9	-.6	-9.8	-16.8	-17.8	-25.8	-20.2
20200424	6.5%	-.7	68.9	87.8	70.0	59.1	-7.3	-15.3
20181016	6.3%	-4.2	-13.6	-21.5	-28.8	-28.8	-33.9	-37.3
20170522	6.2%	-4.7	5.8	1.8	-2.2	-5.8	-.4	-1.1
20180302	6.2%	-1.0	-3.9	-10.8	2.9	-3.9	-15.7	-18.6
20190107	6.2%	.0	11.8	-11.8	-11.8	-3.5	-28.8	-29.4
20200310	6.2%	21.8	-37.1	-41.4	-34.4	-34.0	-38.7	-49.2
20170818	6.1%	-7.0	-6.2	-11.3	-9.3	-20.6	-10.5	-13.2
20170222	6%	-1.7	-3.7	-7.1	-3.7	-4.4	-2.7	-3.0
20190711	6%	-2.1	-5.7	16.3	21.3	14.9	4.3	-3.8
20200827	6%	-1.6	-10.7	-20.1	-21.3	-18.9	-22.1	-29.9
20180328	5.8%	-7.8	-8.9	-15.6	-13.9	-11.1	-15.1	-16.7
20190909	5.8%	4.5	-5.3	-7.6	.0	-7.6	-7.6	3.0
20191230	5.8%	.2	1.8	51.2	12.0	32.2	25.0	16.1
20160331	5.7%	8.2	20.1	18.4	4.7	3.2	20.1	20.1
20160718	5.7%	-3.4	-3.4	-7.4	-5.7	-4.4	-7.1	2.4
20171122	5.7%	.0	-15.6	-17.7	-23.1	-27.9	-26.5	-32.0
20151210	5.6%	-.8	-5.7	-30.9	-33.4	-27.0	-23.5	-13.1
20190312	5.6%	-4.4	-16.5	-19.8	-26.5	-19.3	-42.9	-42.0
20180830	5.5%	29.3	9.0	.8	9.8	8.3	16.5	12.8
20181109	5.5%	-2.6	.0	.0	-10.5	-38.2	-34.2	-36.8
20181212	5.5%	.0	-10.5	-21.1	-26.3	-18.4	-15.8	-10.5
20190627	5.5%	2.1	1.3	-2.8	.0	-2.1	31.9	15.6
20170612	5.4%	.7	.0	-2.2	-4.8	-7.7	-4.4	-5.9
20180921	5.4%	1.9	-3.2	-20.0	-22.6	-27.7	-28.4	-30.3
20160811	5.2%	.3	6.6	29.1	23.2	42.4	33.4	30.5
20190806	5.2%	-3.1	-4.3	-13.6	-7.1	-5.0	-9.3	-11.4
20160421	5.1%	8.5	8.5	1.6	5.8	3.8	6.5	-11.4
20160926	5.1%	-.3	-3.4	-3.1	-2.8	-14.4	-13.1	-11.0
20170516	5.1%	-4.2	-3.9	-6.0	-3.2	-1.8	-11.2	-4.9
20180403	5.1%	2.3	-3.7	-3.7	-3.7	-7.3	-8.5	-11.0
20180906	5.1%	-5.5	-5.5	-6.8	-3.5	3.3	-23.9	-22.6
20190613	5.1%	-13.6	-11.1	-16.0	-13.0	-13.0	-18.5	-17.9
20200909	5.1%	-4.4	-4.4	-5.4	-15.6	-14.6	-11.2	-11.2
20171220	5%	-7.6	-11.9	-20.0	29.5	16.2	19.0	21.0
20180803	5%	-19.4	-12.9	-8.1	-2.4	-1.6	.0	7.3
20190311	5%	5.6	-11.3	-15.3	-25.7	-18.7	-30.3	-28.0
20201005	5%	-2.7	2.7	2.7	26.2	9.6	3.7	-3.7
20160829	-5%	2.9	-3.6	-5.7	-8.1	-10.8	-13.2	-25.6
20170113	-5%	.0	13.2	13.5	17.7	21.1	17.7	17.7
20171005	-5%	1.1	4.9	4.2	4.2	-3.5	-2.1	.0
20171109	-5%	.8	-3.8	-9.8	10.5	-6.8	-9.0	-15.0
20190111	-5%	-10.5	-18.4	-11.6	-33.2	-36.8	-36.8	-42.1
20191203	-5%	-1.5	-11.9	-8.6	-7.9	-2.2	11.9	7.5
20180322	-5.1%	-2.2	-3.2	-16.1	-20.4	-14.4	-14.0	-18.3
20190709	-5.1%	2.3	9.2	.0	17.7	32.8	18.5	2.3
20190802	-5.1%	-9.5	-3.4	-8.8	-8.4	-8.2	-10.4	-15.0
20200130	-5.1%	-2.2	.0	7.6	-14.9	-15.8	-15.1	-18.9
20201028	-5.1%	1.1	-2.2	-.5	4.3	2.2	-.5	-2.7
20160624	-5.2%	-11.3	-14.0	-13.1	-11.9	-12.8	-9.8	-12.8
20160928	-5.2%	2.6	-.3	5.2	-8.7	-9.1	-8.4	-5.5
20170623	-5.2%	1.2	-2.0	1.6	.0	5.9	3.5	3.5
20180809	-5.2%	-3.7	8.1	11.1	12.8	7.4	59.3	34.3
20180912	-5.2%	1.4	.0	7.6	4.2	-13.9	-16.7	-19.4
20190319	-5.2%	1.4	-11.1	-2.8	-16.7	-13.9	-31.9	-34.2
20200806	-5.2%	2.5	-.5	27.5	5.0	17.0	20.0	9.0
20180105	-5.3%	-.8	1.6	3.3	-1.6	-4.9	-16.3	-17.9
20180730	-5.3%	.8	.8	-7.3	4.1	4.1	-4.1	-5.7
20180917	-5.3%	1.4	9.2	5.6	-12.7	-15.5	-18.3	-19.7
20170331	-5.4%	3.4	.8	1.9	.4	11.1	11.1	10.0
20170519	-5.4%	6.2	3.9	7.0	8.5	-1.9	5.0	5.8
20180326	-5.4%	-1.2	-3.5	-2.4	-8.1	-8.1	-8.1	-11.6
20180817	-5.4%	-.8	.7	-4.1	42.1	19.8	10.7	20.7
20181210	-5.4%	-13.5	-6.7	-25.5	-34.1	-32.7	-25.5	-23.1
20191024	-5.4%	1.9	-9.6	-13.4	-20.2	-18.3	-26.0	-29.3
20160407	-5.5%	1.5	.7	-10.3	-2.4	10.1	-.4	-3.3
20180907	-5.5%	-6.9	1.4	.0	7.6	4.2	-13.9	-16.7
20190128	-5.5%	.8	.0	.0	-8.3	-5.8	8.3	.0
20190729	-5.5%	-.6	-9.8	-16.8	-17.8	-25.8	-20.2	-18.4
20171226	-5.6%	-2.7	-9.2	40.5	40.5	35.1	36.2	30.8
20180201	-5.6%	.0	2.0	-1.0	-2.0	-3.0	.0	3.0
20191107	-5.6%	-.7	-.6	-7.5	-8.4	-19.3	-18.8	-24.1
20200611	-5.6%	-2.1	-.7	-2.8	.7	-3.2	-3.5	-1.4
20160125	-5.7%	10.2	5.4	6.6	4.8	3.6	5.7	5.4
20180725	-5.7%	-3.1	-4.6	-4.6	-12.3	-1.5	-1.5	-9.2
20190417	-5.7%	-6.0	4.7	-2.8	-6.0	-6.0	-10.7	-21.4
20200724	-5.7%	-4.8	-17.7	-19.0	-17.3	-19.8	2.8	-15.3
20160831	-5.8%	4.2	-3.7	-6.2	-3.5	-11.9	-19.8	-19.5
20171127	-5.8%	-3.1	-5.5	-11.7	-17.2	-15.6	-21.9	-23.4
20181023	-5.8%	-2.1	-12.5	2.1	-13.5	-20.8	-22.9	-29.2
20190115	-5.8%	-6.2	-6.2	2.5	-24.4	-25.0	-25.0	-31.2
20190426	-5.8%	-3.8	-7.7	-1.9	-9.1	-21.1	-24.9	-25.4
20200803	-5.8%	4.7	6.8	3.6	32.8	9.4	21.9	25.0
20160413	-5.9%	-8.3	-9.6	5.2	5.2	-1.5	2.6	.7
20170216	-5.9%	2.7	-.7	-5.4	-9.7	-6.0	-7.7	-6.4
20201020	-5.9%	-9.5	-10.4	-16.2	-18.9	-17.6	-13.5	-15.3
20171027	-6%	3.6	.0	.0	-3.6	-7.9	-13.7	5.8
20180402	-6%	5.1	-2.6	-.6	2.6	-2.1	-3.8	-5.1
20181107	-6%	-7.7	-5.1	-10.3	-12.8	-20.5	-30.8	-38.5
20190418	-6%	.0	27.2	-.5	-4.5	1.5	-5.9	-18.3
20200813	-6%	45.5	20.3	26.2	30.5	21.9	-3.2	4.8
20171024	-6.1%	6.6	5.1	1.5	1.5	-2.2	-6.6	-12.4
20190116	-6.2%	3.3	12.0	-15.3	-20.0	-20.0	-26.7	-28.0
20200817	-6.2%	-7.5	.4	-9.8	-9.0	-20.0	-19.6	-25.5
20200124	-6.3%	-4.4	-7.3	-8.3	-9.4	-28.2	-23.6	-23.6
20180517	-6.4%	-4.1	2.7	2.7	.0	-6.8	.0	1.4
20180828	-6.4%	8.6	48.3	31.4	31.0	29.3	25.9	36.2
20191010	-6.4%	2.3	8.4	5.3	-20.6	-25.2	-30.5	-32.8
20200903	-6.4%	-11.3	-3.9	-3.9	-4.9	-15.2	-14.2	-10.8
20200923	-6.4%	-1.2	4.6	2.9	4.6	9.2	23.7	28.3
20161116	-6.5%	-1.3	.0	-.3	-6.3	-5.0	-8.0	-8.0
20190911	-6.5%	-3.1	-5.4	3.1	-5.3	-4.6	5.4	8.5
20201016	-6.5%	18.0	2.5	-3.0	-10.0	-10.0	-4.5	-5.5
20160324	-6.6%	.0	8.9	36.0	30.6	39.7	16.9	21.1
20170929	-6.6%	.0	-8.4	-4.5	-7.1	-8.6	-5.8	-4.5
20200820	-6.6%	21.9	9.5	10.5	-2.9	-2.4	-9.5	-4.8
20190723	-6.7%	6.5	6.5	1.3	-8.5	-11.1	-19.0	-15.0
20160916	-6.9%	2.9	-6.3	-6.1	-8.9	-8.6	-8.4	-19.3
20180910	-6.9%	13.4	11.9	9.0	17.9	11.9	-7.5	-10.4
20160115	-7%	.0	-2.7	2.7	-1.7	-.6	-2.3	-3.4
20170821	-7%	3.3	1.7	-2.9	-2.5	-7.1	-7.5	-7.5
20171207	-7%	2.9	4.8	-1.9	-7.6	-11.9	-20.0	29.5
20180905	-7%	5.1	4.8	3.4	.7	9.0	3.4	-14.5
20170803	-7.1%	.8	1.5	-5.0	-6.9	-5.0	-6.5	-10.8
20191212	-7.1%	-2.1	1.7	7.6	12.8	17.8	19.7	77.8
20160825	-7.2%	18.3	8.9	8.3	4.0	3.2	-6.7	-13.2
20190517	-7.2%	-1.3	-1.9	2.5	-7.2	-14.5	-11.9	1.9
20200624	-7.2%	2.1	-1.8	-2.1	.0	-5.7	-4.3	207.1
20171124	-7.4%	-5.9	-11.0	-14.0	-20.6	-19.1	-24.3	-28.7
20180103	-7.4%	-4.4	-4.4	-8.1	-7.4	-11.0	-16.9	-18.4
20181203	-7.4%	-4.0	-12.0	-24.0	-24.0	-44.0	-45.2	-40.0
20190814	-7.4%	-2.4	4.8	7.3	2.4	.0	1.6	11.3
20200818	-7.4%	-4.7	.0	3.4	-3.4	-23.3	-16.9	-16.9
20161011	-7.5%	-4.1	-4.4	-3.7	-.7	-5.1	-5.1	-3.1
20190410	-7.5%	2.0	-6.9	-17.6	4.9	-18.0	-21.2	-16.3
20190705	-7.5%	3.8	6.8	4.5	40.9	23.5	23.5	17.4
20190924	-7.5%	.1	.9	11.5	14.8	9.8	16.4	13.1
20171221	-7.6%	1.0	-7.2	-13.4	34.0	34.0	28.9	29.9
20180301	-7.6%	6.2	-1.0	-1.0	24.0	1.0	-5.2	-6.2
20181108	-7.6%	5.6	2.8	-5.6	-5.6	-22.5	-25.0	-33.3
20200515	-7.6%	-36.5	-42.0	-45.1	-51.0	-40.4	-41.2	-44.3
20180329	-7.7%	.0	1.1	-4.8	-4.8	-4.8	-8.4	-9.6
20180712	-7.7%	.0	-1.4	-4.2	-11.3	-12.7	-12.7	-19.7
20190328	-7.7%	4.9	-25.7	-24.6	-28.6	-34.9	-42.3	-26.6
20181116	-7.8%	-2.9	-2.9	-20.3	-22.9	-31.4	-40.6	-45.7
20191226	-7.8%	-1.5	4.5	2.8	41.5	51.5	36.4	34.9
20200824	-7.8%	-.8	1.7	-7.6	-17.4	-18.6	-16.1	-19.5
20190430	-7.9%	9.2	9.2	3.8	-8.6	-14.1	-15.1	-14.6
20160323	-8%	-6.7	6.4	16.3	29.1	27.2	12.5	10.9
20170814	-8.1%	-.4	4.0	-1.4	-3.6	-6.1	-10.1	-10.5
20170906	-8.1%	8.8	8.3	8.3	3.4	2.9	-18.6	-24.0
20190509	-8.1%	-1.0	-14.1	-18.2	-18.8	-15.1	-23.1	-29.2
20160414	-8.2%	-3.1	.5	16.4	11.8	7.3	14.7	13.5
20190306	-8.2%	-17.8	-18.8	-31.8	-34.8	-42.9	-37.5	-46.4
20181207	-8.3%	-5.5	-13.6	-22.7	-31.8	-36.4	-29.5	-27.3
20190207	-8.3%	.0	.0	6.4	13.6	363.6	377.3	409.1
20200811	-8.5%	3.1	32.1	8.8	21.2	24.4	13.0	1.0
20170607	-8.6%	2.0	7.9	7.1	4.7	2.0	-1.2	2.4
20181224	-8.6%	.0	9.5	38.7	24.1	46.0	16.8	9.5
20200110	-8.6%	-9.7	6.6	.8	-6.4	-8.5	-12.1	-13.1
20200609	-8.6%	9.9	3.6	-2.2	10.2	2.9	.0	2.2
20170221	-8.7%	6.1	1.1	-3.6	.4	-1.4	.0	1.8
20151217	-8.8%	-9.2	-22.4	-23.7	-11.0	-8.3	1.8	-5.5
20180129	-8.8%	7.8	-1.9	.0	-2.9	-3.9	-4.9	-1.9
20181126	-8.8%	-10.0	-12.9	-22.6	-32.9	-38.7	-45.2	-51.6
20181219	-8.8%	-9.7	-11.6	-3.2	22.6	9.7	29.0	3.2
20190607	-8.8%	13.8	31.7	9.8	13.0	8.6	14.6	16.1
20200423	-8.8%	6.5	15.8	142.7	73.8	100.0	55.5	-7.3
20190315	-9%	-.5	-4.5	-12.5	-3.8	-31.9	-30.9	-34.6
20200331	-9%	-12.8	-27.8	-17.5	-16.7	-17.2	.0	-3.6
20151218	-9.1%	-11.5	-14.7	-6.5	-2.0	11.3	11.7	2.8
20190402	-9.1%	-13.3	-12.0	-16.7	-24.0	-32.7	-14.3	-33.0
20180904	-9.3%	-7.1	-14.1	-6.4	-7.7	-.6	-3.8	-20.5
20201021	-9.4%	2.0	-3.5	-10.4	-10.4	-5.0	-6.0	-9.0
20190805	-9.5%	5.3	2.3	-6.8	-2.3	-3.0	-3.8	-6.8
20181220	-9.6%	7.1	.0	10.7	14.3	21.4	35.7	7.1
20191205	-9.6%	2.8	10.7	3.4	8.7	25.7	14.2	21.1
20200113	-9.7%	29.9	16.9	15.6	-.9	-3.9	-4.9	-6.0
20190322	-9.8%	-2.8	6.4	-8.8	-5.8	-25.6	-28.0	-38.6
20190603	-9.8%	-1.5	-7.5	15.8	2.3	4.5	1.5	8.3
20200227	-9.8%	-4.8	-14.9	-10.9	-9.0	-43.4	-46.4	-37.5
20181127	-10%	-15.8	-10.4	-14.0	-35.5	-30.5	-44.4	-50.9
20200529	-10%	8.8	18.4	9.6	11.2	12.8	10.4	14.4
20190401	-10.1%	-9.1	-6.1	-25.8	-28.2	-38.8	-31.9	-36.7
20200109	-10.2%	-8.7	-4.3	-3.6	-8.7	-20.4	-22.5	-20.8
20170927	-10.5%	-15.3	-20.9	-26.8	-24.0	-24.5	-24.5	-30.1
20181121	-10.5%	.0	-17.9	-20.6	-29.4	-38.8	-44.1	-50.0
20181218	-10.5%	-8.8	-19.4	-17.6	-8.8	-5.9	17.6	.0
20190114	-10.5%	-5.9	-11.8	.0	-29.4	-28.8	-29.4	-35.3
20200723	-10.5%	-5.7	-23.2	-27.0	-24.0	-26.6	3.4	-14.4
20200115	-10.6%	1.8	-3.8	-10.7	-12.7	-16.1	-17.1	-13.8
20201211	-10.6%
20190308	-10.8%	5.0	2.4	-12.2	-19.8	-7.5	-19.5	-22.0
20180814	-10.9%	2.5	5.3	6.8	1.8	50.9	27.2	17.5
20160921	-11%	.6	.9	-2.2	-1.9	-1.5	-13.3	-12.1
20200728	-11%	-3.8	-8.6	-4.8	-8.1	29.5	7.1	12.4
20160627	-11.2%	1.0	-1.0	.3	2.4	-1.4	-1.7	-1.7
20200904	-11.2%	7.7	6.1	9.4	5.0	-5.5	.0	-1.7
20151221	-11.5%	-3.2	-3.7	16.0	12.1	27.9	22.6	8.0
20180316	-11.7%	-4.8	-11.4	-19.0	-21.0	-20.1	-24.8	-24.8
20180405	-11.7%	2.7	4.7	8.1	3.2	1.4	.0	33.8
20190722	-11.8%	-6.7	5.3	-6.1	-18.9	-13.4	-18.3	-17.9
20170111	-12.6%	3.7	7.4	14.8	11.5	15.2	18.9	16.3
20200401	-12.7%	-17.2	-8.9	-5.5	-7.6	9.6	4.5	19.1
20190529	-12.8%	.0	-7.7	-13.4	8.5	-4.2	-2.1	-4.9
20190403	-13.3%	23.1	1.9	-7.3	-17.3	-16.2	-14.6	-28.8
20181211	-13.4%	5.6	5.6	-22.2	-23.9	-16.7	5.6	-5.6
20190614	-13.5%	-2.9	-.7	-3.6	2.9	2.0	-2.1	.7
20190425	-13.6%	-5.9	-9.0	-9.0	-13.5	-23.9	-28.4	-29.3
20190513	-13.6%	3.0	-3.0	-4.3	-3.7	-13.4	-20.1	-25.0
20180205	-13.8%	17.2	19.5	12.6	12.6	16.1	24.1	17.2
20200316	-13.9%	-5.0	-9.9	5.0	23.0	-19.3	-11.2	-7.8
20180503	-14.1%	-4.7	-9.4	-5.9	-14.1	-9.4	-11.8	-14.1
20181102	-14.2%	-4.8	-14.3	-11.9	-16.7	-19.0	-26.2	-35.7
20160518	-14.3%	-2.5	1.5	-3.8	-2.5	-2.5	-6.6	-8.1
20151208	-14.5%	-4.5	-2.7	-13.2	-32.5	-32.8	-19.1	-21.8
20190408	-14.8%	.4	-8.7	-18.6	-17.4	-15.9	-29.9	-24.2
20200513	-15.2%	-.7	-44.2	-48.9	-49.8	-51.1	-46.8	-50.7
20170928	-15.3%	-6.6	-9.9	-15.1	-11.4	-12.0	-13.3	-12.0
20171116	-15.6%	11.1	36.1	18.5	12.0	8.3	.0	1.9
20181128	-15.7%	14.9	2.1	-6.4	-19.1	-19.1	-40.4	-41.7
20190103	-15.7%	.0	25.0	6.2	-3.1	5.0	-20.6	-25.0
20200506	-16.1%	3.6	19.3	-7.3	-44.7	-48.4	-49.5	-44.7
20200402	-17.1%	-2.3	18.5	16.2	10.0	26.9	34.4	46.2
20200505	-17.5%	-16.2	-9.8	-15.9	-52.7	-56.7	-57.5	-58.5
20190307	-17.8%	-10.9	-5.5	-17.4	-20.7	-27.4	-20.1	-43.5
20200304	-18.7%	9.6	11.4	-18.7	-47.1	-39.6	-28.0	-21.7
20180522	-19.3%	-2.6	-2.6	-5.2	-11.7	-5.2	-3.9	-5.2
20180806	-19.3%	2.0	4.0	16.8	20.0	21.8	16.0	72.0
20191023	-20.2%	-5.5	-10.9	-17.3	-20.0	-25.1	-27.3	-30.5
20200318	-20.5%	23.6	38.2	39.0	29.2	6.9	22.1	23.4
20200312	-21.1%	-24.0	-50.6	-43.5	-32.7	-26.8	-48.4	-37.4
20190125	-22.5%	-5.5	-4.7	-5.5	-13.4	-13.4	-7.9	-1.6
20180928	-22.6%	6.9	3.4	.0	-1.7	-2.6	-12.1	-20.2
20200313	-23.9%	-13.9	-19.7	-10.2	-9.6	-16.0	-30.5	-20.6
20200212	-25.5%	10.0	8.7	9.7	4.7	-5.7	-12.0	-10.6
20190228	-30.3%	-4.5	1.8	-21.7	-23.6	-34.5	-40.2	-31.0
20200722	-31.6%	-10.5	-28.6	-30.6	-28.2	-28.2	-36.4	-19.7
20200518	-36.4%	-4.3	-12.3	-13.9	-16.0	-8.6	-15.4	-14.2

Table 10a. MTP average price changes following a 5% up day

Of the 1,305 trading days from 2015 to 2020, there were 141 days in which MTP was up more than 5%. This table shows the average price changes over the 141 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.1	-3.6	-3.1	-3.6	-7.3	-8.7	-9.4

Table 10b. MTP average price changes following a 5% down day

Of the 1,305 trading days from 2015 to 2020, there were 191 days in which MTP was down more than -5%. This table shows the average price changes over the 191 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	-.4	-1.4	-2.5	-4.4	-4.4	-6.0	-6.1

28 stocks with statistics: AAPL, AMD, AMZN, APPN, AZN, BA, BAC, BIIB, CRM, CSCO, CX, DIS, FB, GE, GM, GOOG, IBM, INTC, JPM, JPM, MSFT, MU, NFLX, O, QQQ, SPY, T, TSLA,

Also see: VIX price movement study.