Statistics of Price Movements of Nuveen New York Divadv Fund (NAN)

The price movements of Nuveen New York Divadv Fund (ticker NAN) 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 NAN 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 NAN had a big price move
• Table 11. Statistics of daily price changes in the 20 days after NAN moved 5% with twice the 30-day average volume

The statistics are calculated using NAN's price data across 1,549 trading days from 2015 to 2020.

Table 1. Statistics of NAN 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 1,549 trading days, 46.8% of the time (724 days), NAN closed above the previous day's closing price. 42.5% of the time (658 days), it closed below the previous day's closing price. 10.7% of the time (166 days), it did not change.

Also see: VIX price movement study.

NAN Price Change (%)	Number of Days	% of Total Sessions
6 – 7%	1	0.06%
5 – 6%	1	0.06%
3 – 4%	3	0.19%
2 – 3%	3	0.19%
1 – 2%	41	2.65%
0 – 1%	675	43.60%
0%	166	10.72%
0 – -1%	608	39.28%
-1 – -2%	38	2.45%
-2 – -3%	7	0.45%
-3 – -4%	2	0.13%
-5 – -6%	1	0.06%
-9 – -10%	1	0.06%
-11 – -12%	1	0.06%

Table 2. Statistics of NAN: 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 NAN.

42.3% of the time (656 days), NAN closed above the opening price. 45.4% of the time (704 days), it closed below the opening price. 12.2% of the time (189 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	0.06%
5 – 6%	1	0.06%
4 – 5%	2	0.13%
3 – 4%	1	0.06%
2 – 3%	1	0.06%
1 – 2%	34	2.19%
0 – 1%	616	39.77%
0%	189	12.20%
0 – -1%	662	42.74%
-1 – -2%	34	2.19%
-2 – -3%	5	0.32%
-3 – -4%	2	0.13%
-6 – -7%	1	0.06%

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

In the past 1,549 trading days, NAN opened more than 5% higher than the previous day's closing price 0 times. Of these days, NaN% (0 days) had closing prices above the opening price, and NaN% (0 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

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

On 0 days, NAN opened 4–5% higher than the previous day's closing price. Of these days, NaN% (0 days) had closing prices above the opening price, and NaN% (0 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

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

0 times NAN opened 3 – 4% higher than the previous day's closing price. Among these days, NaN% (0 days) closed above the opening price, NaN% (0 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

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

1 times NAN opened 2 – 3% higher than the previous day's closing price. Among these days, 100.0% (1 days) closed above the opening price, 0.0% (0 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
1 – 2%	1	100.00%

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

11 times NAN opened 1 – 2% higher than the previous day's closing price. Among these days, 45.5% (5 days) closed above the opening price, 54.5% (6 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	9.09%
1 – 2%	3	27.27%
0 – 1%	1	9.09%
0 – -1%	4	36.36%
-1 – -2%	2	18.18%

Table 8. Periods when NAN moved 15% or more

In this table, we track the price movements in the 20 days after NAN 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

Table 9. Periods when NAN moved 10% or more

In this table, we track the price movements in the 20 days after NAN 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
20200318	-11.7%	.5	6.4	15.3	16.3	13.5	20.7	18.4

Table 10. Periods when NAN moved 5% or more

In this table, we track the price movements in the 20 days after NAN 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
20200324	6.2%	5.2	10.9	6.3	8.7	13.4	12.3	11.0
20200325	5.2%	3.8	6.5	.2	4.9	4.8	5.8	4.9
20200316	-5.1%	1.7	-6.9	.5	5.9	1.5	3.8	8.3
20200312	-9.2%	3.5	-11.8	-11.7	2.5	5.1	-1.1	3.6
20200318	-11.7%	.5	6.4	15.3	16.3	13.5	20.7	18.4

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which NAN was up more than 5%. This table shows the average price changes over the 2 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	4.5	8.7	3.2	6.8	9.1	9.0	8.0

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

Of the 1,549 trading days from 2015 to 2020, there were 3 days in which NAN was down more than -5%. This table shows the average price changes over the 3 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	1.9	-4.1	1.4	8.2	6.7	7.8	10.1

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Also see: VIX price movement study.