Statistics of Price Movements of Pretium Res Inc (PVG)

The price movements of Pretium Res Inc (ticker PVG) 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 PVG 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 PVG had a big price move
• Table 11. Statistics of daily price changes in the 20 days after PVG moved 5% with twice the 30-day average volume

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

Table 1. Statistics of PVG 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, 47.6% of the time (737 days), PVG closed above the previous day's closing price. 47.6% of the time (737 days), it closed below the previous day's closing price. 4.8% of the time (74 days), it did not change.

Also see: VIX price movement study.

PVG Price Change (%)	Number of Days	% of Total Sessions
25 – 26%	2	0.13%
19 – 20%	3	0.19%
15 – 16%	1	0.06%
14 – 15%	1	0.06%
13 – 14%	4	0.26%
12 – 13%	1	0.06%
11 – 12%	2	0.13%
10 – 11%	4	0.26%
9 – 10%	8	0.52%
8 – 9%	8	0.52%
7 – 8%	18	1.16%
6 – 7%	21	1.36%
5 – 6%	28	1.81%
4 – 5%	59	3.81%
3 – 4%	83	5.36%
2 – 3%	149	9.63%
1 – 2%	150	9.69%
0 – 1%	195	12.60%
0%	74	4.78%
0 – -1%	187	12.08%
-1 – -2%	191	12.34%
-2 – -3%	138	8.91%
-3 – -4%	87	5.62%
-4 – -5%	43	2.78%
-5 – -6%	27	1.74%
-6 – -7%	22	1.42%
-7 – -8%	11	0.71%
-8 – -9%	12	0.78%
-9 – -10%	8	0.52%
-10 – -11%	4	0.26%
-11 – -12%	1	0.06%
-12 – -13%	1	0.06%
-13 – -14%	2	0.13%
-17 – -18%	1	0.06%
-21 – -22%	1	0.06%
-26 – -27%	1	0.06%

Table 2. Statistics of PVG: 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 PVG.

47.0% of the time (728 days), PVG closed above the opening price. 47.8% of the time (741 days), it closed below the opening price. 5.2% of the time (80 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
41 – 42%	1	0.06%
20 – 21%	1	0.06%
17 – 18%	1	0.06%
15 – 16%	1	0.06%
12 – 13%	1	0.06%
11 – 12%	3	0.19%
10 – 11%	3	0.19%
9 – 10%	6	0.39%
8 – 9%	9	0.58%
7 – 8%	16	1.03%
6 – 7%	12	0.77%
5 – 6%	30	1.94%
4 – 5%	39	2.52%
3 – 4%	73	4.71%
2 – 3%	126	8.13%
1 – 2%	181	11.68%
0 – 1%	225	14.53%
0%	80	5.16%
0 – -1%	197	12.72%
-1 – -2%	200	12.91%
-2 – -3%	141	9.10%
-3 – -4%	87	5.62%
-4 – -5%	44	2.84%
-5 – -6%	25	1.61%
-6 – -7%	24	1.55%
-7 – -8%	8	0.52%
-8 – -9%	4	0.26%
-9 – -10%	5	0.32%
-10 – -11%	3	0.19%
-11 – -12%	1	0.06%
-15 – -16%	2	0.13%

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

In the past 1,549 trading days, PVG opened more than 5% higher than the previous day's closing price 14 times. Of these days, 57.1% (8 days) had closing prices above the opening price, and 42.9% (6 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
17 – 18%	1	7.14%
11 – 12%	1	7.14%
10 – 11%	1	7.14%
8 – 9%	1	7.14%
7 – 8%	2	14.29%
3 – 4%	1	7.14%
1 – 2%	1	7.14%
-1 – -2%	1	7.14%
-2 – -3%	2	14.29%
-5 – -6%	1	7.14%
-6 – -7%	2	14.29%

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

On 5 days, PVG opened 4–5% higher than the previous day's closing price. Of these days, 80.0% (4 days) had closing prices above the opening price, and 20.0% (1 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	20.00%
0 – 1%	3	60.00%
-5 – -6%	1	20.00%

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

29 times PVG opened 3 – 4% higher than the previous day's closing price. Among these days, 34.5% (10 days) closed above the opening price, 65.5% (19 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
7 – 8%	1	3.45%
4 – 5%	1	3.45%
3 – 4%	1	3.45%
2 – 3%	1	3.45%
1 – 2%	2	6.90%
0 – 1%	4	13.79%
0 – -1%	5	17.24%
-1 – -2%	6	20.69%
-2 – -3%	4	13.79%
-3 – -4%	2	6.90%
-5 – -6%	1	3.45%
-6 – -7%	1	3.45%

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

97 times PVG opened 2 – 3% higher than the previous day's closing price. Among these days, 45.4% (44 days) closed above the opening price, 53.6% (52 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
7 – 8%	2	2.06%
6 – 7%	3	3.09%
5 – 6%	3	3.09%
4 – 5%	3	3.09%
3 – 4%	3	3.09%
2 – 3%	12	12.37%
1 – 2%	8	8.25%
0 – 1%	10	10.31%
0%	1	1.03%
0 – -1%	11	11.34%
-1 – -2%	14	14.43%
-2 – -3%	10	10.31%
-3 – -4%	10	10.31%
-4 – -5%	3	3.09%
-5 – -6%	1	1.03%
-6 – -7%	1	1.03%
-10 – -11%	1	1.03%
-15 – -16%	1	1.03%

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

225 times PVG opened 1 – 2% higher than the previous day's closing price. Among these days, 51.1% (115 days) closed above the opening price, 47.1% (106 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
11 – 12%	2	0.89%
9 – 10%	1	0.44%
8 – 9%	1	0.44%
7 – 8%	2	0.89%
6 – 7%	2	0.89%
5 – 6%	7	3.11%
4 – 5%	6	2.67%
3 – 4%	10	4.44%
2 – 3%	22	9.78%
1 – 2%	33	14.67%
0 – 1%	29	12.89%
0%	4	1.78%
0 – -1%	27	12.00%
-1 – -2%	34	15.11%
-2 – -3%	16	7.11%
-3 – -4%	12	5.33%
-4 – -5%	9	4.00%
-5 – -6%	4	1.78%
-7 – -8%	3	1.33%
-11 – -12%	1	0.44%

Table 8. Periods when PVG moved 15% or more

In this table, we track the price movements in the 20 days after PVG 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
20200806	25.6%	-1.1	-8.4	-.7	-3.3	-5.6	1.5	-.8
20171011	25.1%	.5	-6.5	-8.2	-9.2	-6.2	-7.6	-5.3
20200317	19.5%	-7.5	-17.0	-3.4	-17.1	-8.5	-.7	15.9
20180411	19.3%	-9.2	-13.7	-12.5	-16.9	-18.6	-15.2	-19.2
20180810	19%	-6.3	-9.5	-7.0	-1.6	-4.4	-10.3	-24.9
20200325	15.9%	-5.2	-18.7	-10.2	-2.6	13.8	11.3	11.6
20191031	-17.2%	-6.3	-12.3	-12.4	-8.0	-7.0	-7.2	-4.9
20200212	-21.1%	-1.3	-.3	3.4	5.6	-6.1	1.1	-1.7
20180123	-26.5%	5.0	-5.8	-13.1	-15.9	-15.0	-9.5	-11.9

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

Of the 1,549 trading days from 2015 to 2020, there were 6 days in which PVG was up more than 15%. This table shows the average price changes over the 6 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 15%	-4.8	-12.3	-7.0	-8.5	-4.9	-3.5	-3.8

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

Of the 1,549 trading days from 2015 to 2020, there were 3 days in which PVG was down more than -15%. 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 ≥ -15%	-.9	-6.1	-7.3	-6.1	-9.4	-5.2	-6.2

Table 9. Periods when PVG moved 10% or more

In this table, we track the price movements in the 20 days after PVG 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
20200806	25.6%	-1.1	-8.4	-.7	-3.3	-5.6	1.5	-.8
20171011	25.1%	.5	-6.5	-8.2	-9.2	-6.2	-7.6	-5.3
20200317	19.5%	-7.5	-17.0	-3.4	-17.1	-8.5	-.7	15.9
20180411	19.3%	-9.2	-13.7	-12.5	-16.9	-18.6	-15.2	-19.2
20180810	19%	-6.3	-9.5	-7.0	-1.6	-4.4	-10.3	-24.9
20200325	15.9%	-5.2	-18.7	-10.2	-2.6	13.8	11.3	11.6
20180709	14.5%	-2.0	-8.1	-11.1	-11.6	-8.2	-11.6	-13.0
20190503	13.8%	-4.0	-3.7	-.5	-1.1	-2.1	-1.7	1.4
20170315	13.6%	.6	8.7	8.7	7.9	5.9	7.8	9.4
20170206	13.4%	-2.4	-5.9	-8.8	-8.8	-6.3	-18.5	-20.8
20160303	13.2%	6.2	-2.3	-3.6	1.9	3.8	-3.4	4.3
20160603	12.8%	.4	7.9	4.4	15.9	17.7	23.8	35.6
20160921	11.4%	-1.2	-8.9	-9.0	-23.6	-23.9	-20.1	-13.2
20190219	11%	-1.5	-.4	.5	4.1	8.7	10.2	5.5
20200501	10.8%	.1	2.1	-1.2	6.3	8.6	4.8	2.7
20181217	10.5%	2.3	-.1	-.7	3.0	8.4	7.0	-14.6
20160316	10.2%	-1.6	.2	-6.7	.7	-3.8	3.6	23.9
20160411	10%	2.1	-2.9	6.0	6.6	17.9	18.0	22.7
20180125	-10.5%	2.4	-6.6	-8.7	-7.5	-8.3	-6.2	-13.6
20200311	-10.5%	-11.7	3.0	-16.7	5.0	-10.4	-7.1	-2.3
20160223	-10.6%	1.1	3.1	17.3	13.1	12.8	21.5	21.2
20190109	-10.7%	-6.8	-12.4	-13.2	-13.7	-2.4	.4	.0
20200312	-11.7%	-6.3	8.0	-3.1	12.8	-3.2	6.8	15.9
20161004	-12.6%	-2.0	-2.5	2.4	11.2	12.7	9.5	11.1
20150720	-13.3%	1.7	3.3	6.5	3.9	5.9	15.9	13.3
20200320	-13.8%	2.7	19.5	2.5	13.2	22.8	43.4	40.3
20191031	-17.2%	-6.3	-12.3	-12.4	-8.0	-7.0	-7.2	-4.9
20200212	-21.1%	-1.3	-.3	3.4	5.6	-6.1	1.1	-1.7
20180123	-26.5%	5.0	-5.8	-13.1	-15.9	-15.0	-9.5	-11.9

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

Of the 1,549 trading days from 2015 to 2020, there were 18 days in which PVG was up more than 10%. This table shows the average price changes over the 18 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-1.7	-4.8	-3.6	-2.8	-.2	-.1	1.2

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

Of the 1,549 trading days from 2015 to 2020, there were 11 days in which PVG was down more than -10%. This table shows the average price changes over the 11 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	-2.0	-.3	-3.2	1.8	.2	6.2	6.1

Table 10. Periods when PVG moved 5% or more

In this table, we track the price movements in the 20 days after PVG 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
20200806	25.6%	-1.1	-8.4	-.7	-3.3	-5.6	1.5	-.8
20171011	25.1%	.5	-6.5	-8.2	-9.2	-6.2	-7.6	-5.3
20200317	19.5%	-7.5	-17.0	-3.4	-17.1	-8.5	-.7	15.9
20180411	19.3%	-9.2	-13.7	-12.5	-16.9	-18.6	-15.2	-19.2
20180810	19%	-6.3	-9.5	-7.0	-1.6	-4.4	-10.3	-24.9
20200325	15.9%	-5.2	-18.7	-10.2	-2.6	13.8	11.3	11.6
20180709	14.5%	-2.0	-8.1	-11.1	-11.6	-8.2	-11.6	-13.0
20190503	13.8%	-4.0	-3.7	-.5	-1.1	-2.1	-1.7	1.4
20170315	13.6%	.6	8.7	8.7	7.9	5.9	7.8	9.4
20170206	13.4%	-2.4	-5.9	-8.8	-8.8	-6.3	-18.5	-20.8
20160303	13.2%	6.2	-2.3	-3.6	1.9	3.8	-3.4	4.3
20160603	12.8%	.4	7.9	4.4	15.9	17.7	23.8	35.6
20160921	11.4%	-1.2	-8.9	-9.0	-23.6	-23.9	-20.1	-13.2
20190219	11%	-1.5	-.4	.5	4.1	8.7	10.2	5.5
20200501	10.8%	.1	2.1	-1.2	6.3	8.6	4.8	2.7
20181217	10.5%	2.3	-.1	-.7	3.0	8.4	7.0	-14.6
20160316	10.2%	-1.6	.2	-6.7	.7	-3.8	3.6	23.9
20160411	10%	2.1	-2.9	6.0	6.6	17.9	18.0	22.7
20180824	9.7%	.3	-6.2	-12.0	-21.8	-15.8	-12.5	-10.3
20190823	9.5%	-3.1	-4.3	-1.8	-4.3	-14.3	-16.9	-13.9
20161229	9.2%	-5.3	7.8	12.0	17.5	20.7	18.2	21.1
20200413	9.2%	-.9	-7.8	3.5	1.3	-3.8	5.4	7.7
20150318	9.1%	-1.1	.7	-3.5	-.4	10.7	4.9	6.7
20160906	9.1%	.3	-5.1	-9.5	-13.4	-6.8	-9.8	-13.8
20180814	9.1%	-7.7	-8.3	-12.4	-4.4	-12.3	-18.4	-22.5
20200914	9%	1.2	-2.2	-13.0	-10.9	-8.4	-12.8	-4.2
20150828	8.8%	-1.7	-7.7	-5.2	-9.2	-5.3	3.3	7.6
20200420	8.8%	-2.3	4.3	2.5	6.4	8.5	5.0	12.9
20150401	8.7%	3.6	7.8	10.4	10.9	6.6	2.7	9.1
20151002	8.5%	3.1	2.0	-.9	1.1	-3.4	-.5	-8.6
20190404	8.5%	-2.4	-2.6	-6.4	-11.3	-15.6	-14.1	-20.0
20170105	8.4%	-8.1	-2.0	1.5	-.3	4.8	3.7	5.4
20201105	8.4%	-1.3	-9.3	-11.0	-13.4	-18.7	-16.9	-14.7
20170103	8.3%	5.0	9.1	14.4	17.6	15.1	18.0	15.8
20200401	7.9%	.8	6.0	18.6	24.5	30.1	33.7	28.3
20160615	7.8%	1.0	2.5	7.4	13.5	25.7	25.1	25.8
20150924	7.7%	-.5	3.6	14.6	13.4	10.1	12.3	7.4
20151014	7.7%	-1.6	-6.2	-4.9	-10.7	-15.0	-20.5	-22.5
20200804	7.7%	-.6	19.2	19.7	22.8	18.2	22.1	27.7
20181011	7.5%	.2	2.1	-1.9	-5.8	-2.1	-1.2	-11.9
20150810	7.3%	1.5	-.8	7.4	.6	-4.8	.2	-4.2
20200619	7.3%	3.2	-2.8	.5	2.0	3.2	2.4	5.5
20150406	7.2%	-3.0	-.7	-.2	-4.1	-7.6	-1.8	-5.7
20170922	7.2%	.8	1.1	1.8	5.9	31.2	23.7	23.6
20181212	7.2%	-2.9	9.7	7.1	6.4	10.5	16.2	14.6
20200519	7.2%	-1.4	-4.8	-6.8	-7.4	-10.1	-4.6	-11.3
20150105	7.1%	5.3	5.5	6.7	9.2	1.1	5.9	1.2
20180112	7.1%	.0	-1.8	-28.9	-31.6	-37.6	-39.0	-38.2
20150127	7%	-5.2	-5.9	-1.4	-7.6	-7.9	-12.9	-17.6
20150529	7%	-.3	3.2	.7	-.5	-2.5	-5.4	-8.9
20190513	7%	-1.7	-2.3	-3.3	-2.9	.1	10.3	12.2
20201009	7%	.0	-2.3	-5.0	-7.3	-14.8	-5.9	-1.0
20170606	6.9%	-2.1	-3.7	-9.1	-8.0	.0	-1.0	-3.4
20200409	6.9%	.0	5.0	9.6	12.7	8.1	16.5	14.3
20160203	6.8%	-1.4	.6	8.3	.2	4.8	-4.6	-6.4
20200406	6.7%	-2.8	8.7	14.1	19.2	22.5	17.5	26.6
20160506	6.5%	-5.4	1.0	3.5	-1.5	-8.7	-13.8	-10.4
20180725	6.5%	-1.0	-4.8	-6.3	-10.6	.6	-2.9	-.2
20200221	6.5%	1.2	-4.2	-4.6	-2.6	-15.0	-26.8	-17.8
20150819	6.4%	.7	-10.3	-3.6	-8.5	-10.8	-14.6	-13.0
20151209	6.4%	-1.4	-9.4	-13.4	-11.7	-12.9	-12.2	-11.8
20161018	6.4%	.9	-1.1	-2.7	4.1	2.2	-3.4	-12.7
20150102	6.3%	7.1	8.0	14.9	17.0	16.1	6.0	3.7
20160408	6.3%	10.1	6.3	16.4	19.2	22.5	32.6	26.8
20160901	6.3%	4.8	14.8	8.5	3.5	-1.0	6.6	3.1
20200909	6.3%	-1.0	6.9	3.3	-8.1	-5.8	-3.3	-7.9
20150724	6.2%	-2.3	1.5	1.3	3.0	18.4	12.9	19.6
20160304	6.2%	-3.2	-5.3	-11.5	-5.9	-10.5	-8.7	-5.0
20160329	6.2%	1.3	-3.3	4.2	24.5	18.5	29.3	30.0
20161114	6.2%	4.4	-1.5	-2.7	-.5	2.5	8.6	-.9
20200720	6.1%	1.8	1.1	4.7	-.4	34.0	23.6	26.0
20150917	6%	2.4	-.6	5.3	9.7	23.3	19.6	27.2
20160630	6%	4.4	7.1	7.8	7.8	2.2	-2.6	.6
20160428	5.9%	4.8	-4.7	-1.5	5.1	7.8	2.5	-5.0
20180309	5.9%	2.0	1.1	-1.4	1.1	-5.5	-2.4	-3.6
20171213	5.8%	.2	.3	6.3	8.1	7.0	8.3	-2.3
20190125	5.8%	4.8	7.8	7.4	5.6	1.6	-.5	9.3
20200324	5.8%	16.0	-1.0	2.7	8.0	20.8	26.8	32.4
20181004	5.7%	-3.2	-9.1	1.0	-4.2	-3.7	-6.9	-5.3
20150513	5.6%	3.4	-2.8	-6.6	-12.8	-4.4	-1.0	-3.4
20181002	5.6%	-1.6	-.4	1.7	4.6	-1.4	-1.4	-3.1
20200515	5.6%	-3.3	-.8	-7.0	-3.0	-6.0	-4.8	-4.9
20160218	5.5%	.4	-10.6	-8.8	3.7	.0	-.2	7.4
20160419	5.5%	.3	.9	11.5	11.6	16.1	16.2	21.0
20161227	5.5%	2.7	6.3	31.2	29.3	33.2	31.9	36.4
20200422	5.5%	-.4	-4.4	3.0	1.1	.6	3.7	13.5
20200817	5.5%	-1.0	-4.7	-1.5	3.0	.2	7.1	13.2
20150812	5.4%	-4.8	-5.7	-1.1	-15.0	-4.8	-10.7	-8.2
20160107	5.4%	-3.6	-7.9	-17.7	-23.4	-20.2	-23.6	-13.7
20161202	5.4%	3.1	-.4	-9.1	-23.2	-23.1	-20.6	-5.9
20150106	5.3%	-1.3	4.0	4.3	5.6	-7.1	-4.6	-5.3
20160201	5.3%	.2	10.2	6.9	16.0	13.3	.2	-.9
20181010	5.3%	7.6	10.6	4.3	4.3	2.5	4.6	2.2
20170809	5.2%	-1.4	-7.2	.0	-8.1	-4.2	-3.2	1.2
20190801	5.2%	1.8	9.6	13.8	12.4	9.9	19.3	17.7
20180214	5.1%	-.8	-7.9	-12.7	-11.0	-6.5	-8.5	-4.0
20200727	5.1%	-1.1	-4.8	.3	20.3	20.8	23.9	19.3
20160727	5%	1.8	5.9	2.7	6.5	4.4	5.8	-5.9
20170104	5%	8.4	6.8	10.0	9.0	12.7	12.6	15.1
20180124	5%	-10.6	-16.3	-20.9	-19.4	-15.4	-14.5	-20.6
20200303	5%	1.6	-5.1	-21.3	-8.2	-25.8	-6.4	-20.1
20150824	-5%	-4.2	3.0	-2.3	-4.7	-8.7	-7.0	5.9
20160715	-5%	.0	-5.5	-6.4	3.7	3.4	-.4	1.9
20161123	-5%	.0	5.4	11.0	10.3	.5	-12.4	-13.6
20200228	-5%	-.1	7.5	4.5	-22.7	-10.8	-20.0	-6.9
20150128	-5.1%	-3.6	-2.1	-1.7	-4.2	-2.9	-10.1	-13.3
20150430	-5.1%	-.3	-.7	-1.9	10.9	4.3	.2	-6.4
20180926	-5.1%	-2.5	4.9	5.7	-.8	10.2	4.7	5.2
20200326	-5.1%	-6.8	-7.4	1.1	9.8	18.9	10.6	24.2
20201006	-5.1%	1.0	9.9	7.4	4.4	2.0	-6.4	3.4
20161230	-5.2%	.0	23.4	21.6	25.2	24.0	28.3	28.2
20170425	-5.2%	2.5	-.1	-9.5	-8.8	-2.2	.2	-4.4
20180326	-5.2%	1.2	-.1	-.4	1.8	12.6	7.0	8.5
20150206	-5.3%	-.5	-.2	1.5	-10.1	-7.8	-8.7	-13.7
20160509	-5.3%	4.1	8.9	.1	1.6	-2.8	-5.7	6.9
20201123	-5.3%
20160128	-5.4%	2.9	16.1	20.7	20.9	14.2	23.3	9.9
20170523	-5.4%	4.4	5.9	3.3	11.4	5.3	.6	2.0
20180220	-5.4%	-2.6	-2.6	1.1	6.4	5.3	7.6	6.4
20150309	-5.5%	-.4	2.2	7.6	10.6	2.7	-1.4	11.2
20150826	-5.5%	4.6	10.1	5.2	1.9	4.6	14.3	13.2
20161110	-5.5%	-9.8	-1.6	-3.5	-6.8	-1.8	3.5	2.8
20150707	-5.6%	-1.8	4.4	7.0	-6.4	-5.0	-2.0	-4.4
20150909	-5.6%	-1.0	.8	14.8	11.5	18.1	23.0	38.3
20200417	-5.7%	8.9	11.9	7.4	15.7	13.5	13.0	16.4
20200526	-5.7%	2.3	7.3	2.9	1.8	-2.0	-3.5	3.2
20170804	-5.9%	-6.0	-5.1	-10.7	-3.7	-11.5	-7.8	-6.7
20170807	-5.9%	-2.7	-1.7	-1.1	2.2	-3.8	-.1	-.4
20160823	-6.1%	-8.7	-3.5	-3.6	10.3	.7	1.9	-5.0
20200227	-6.1%	-5.1	1.2	-5.5	-21.7	-8.6	-26.1	-6.8
20150526	-6.2%	-.4	9.2	13.1	10.4	9.1	6.8	3.7
20160111	-6.2%	-.6	-8.9	-18.6	-15.6	-17.8	-10.7	-1.8
20160308	-6.2%	1.4	.0	5.7	7.6	.2	8.2	3.3
20160527	-6.2%	.0	4.0	20.0	25.3	32.1	38.4	35.4
20180813	-6.2%	9.1	-1.0	.3	5.3	-1.5	-7.6	-17.9
20180109	-6.3%	2.7	7.1	5.2	-23.8	-26.7	-33.1	-34.7
20191101	-6.3%	-3.8	-6.2	-5.6	-2.8	1.2	1.1	1.5
20200313	-6.3%	4.2	16.9	9.5	12.2	11.5	21.7	32.2
20170224	-6.4%	-9.9	-12.6	-16.5	-12.9	-5.7	.5	2.5
20200430	-6.4%	10.9	8.8	8.3	11.5	22.1	16.3	12.1
20161214	-6.5%	-7.1	-8.4	-6.6	1.3	4.8	29.4	27.5
20170918	-6.5%	2.6	14.0	13.6	16.0	17.4	19.5	48.3
20181219	-6.5%	5.0	6.4	4.0	8.0	9.3	-6.9	-12.5
20180130	-6.6%	-.1	-2.4	-1.1	-2.0	.3	-7.6	-7.6
20150122	-6.7%	-3.1	-.6	-1.3	3.3	-3.1	-3.4	-8.7
20170306	-6.7%	-.9	3.4	11.9	19.2	21.6	18.6	16.9
20190110	-6.7%	-4.1	-7.9	-6.8	-5.6	3.4	6.7	5.2
20160524	-6.8%	2.1	-3.7	.1	15.6	20.7	27.2	33.2
20200327	-6.8%	-3.4	.2	5.4	17.9	23.7	29.2	32.8
20200923	-6.8%	3.2	4.6	4.6	1.1	10.1	7.6	4.6
20151207	-7%	-.4	5.2	-.6	-5.5	-3.7	-6.8	-6.8
20200309	-7%	5.0	-22.3	-10.5	-19.7	-6.5	-19.8	-11.5
20150701	-7.1%	3.4	-.8	-.2	5.6	-8.7	-11.3	-5.6
20161215	-7.1%	-2.7	-2.6	.5	19.2	22.3	28.1	36.6
20181107	-7.2%	.4	3.4	7.6	7.3	3.4	-1.8	-2.6
20200318	-7.4%	1.4	-5.1	-2.7	-3.3	5.5	14.7	24.2
20160114	-7.5%	-3.4	-13.6	-10.5	-12.8	-5.2	4.2	1.0
20170314	-7.6%	13.6	21.1	23.5	20.4	18.7	21.5	20.4
20151214	-7.7%	-1.0	-5.3	-3.4	-4.8	-4.0	-3.6	2.9
20180815	-7.7%	-4.1	-1.5	4.2	1.3	-4.9	-20.4	-15.0
20161209	-7.9%	-1.3	-13.9	-15.1	-13.4	-6.1	-2.8	19.9
20150218	-8%	-2.1	-5.6	1.1	-7.7	-16.1	-16.1	-17.2
20170106	-8%	4.2	9.3	12.3	9.9	12.7	10.6	18.3
20170302	-8%	3.4	-2.2	2.8	8.5	17.3	17.3	16.4
20170614	-8.1%	.7	1.9	10.8	9.6	7.0	13.2	12.3
20160720	-8.2%	3.0	2.1	13.0	12.7	8.6	11.1	12.3
20151217	-8.3%	.8	2.8	1.4	2.2	2.6	9.5	4.7
20160323	-8.3%	1.6	8.3	8.9	9.5	32.1	27.6	39.7
20160518	-8.5%	2.8	-5.6	-9.0	-6.8	7.1	15.1	11.4
20171113	-8.5%	.8	5.6	8.0	8.8	2.6	-.6	-3.1
20160824	-8.6%	4.7	.7	10.6	21.2	14.6	9.3	4.5
20160909	-8.7%	3.9	-.8	-5.1	2.2	-1.2	-5.5	-21.0
20190909	-8.8%	-2.1	-6.0	-4.1	4.7	2.8	-2.4	1.3
20160216	-9.1%	1.9	6.5	-2.9	-4.8	18.5	9.1	7.6
20180412	-9.1%	-4.5	-2.5	-6.5	-9.7	-8.7	-6.8	-9.9
20201028	-9.1%	4.4	10.6	14.8	5.5	3.5	.7	-5.5
20160119	-9.3%	-1.4	2.2	-.5	8.1	18.9	15.3	25.1
20161111	-9.8%	6.2	6.6	8.8	2.0	8.4	18.4	14.3
20170227	-9.9%	3.3	.3	-5.1	-.2	5.3	13.8	13.8
20180906	-9.9%	2.4	10.2	14.6	17.4	17.1	9.7	14.7
20181009	-9.9%	5.4	17.1	11.2	11.7	8.0	9.8	12.0
20180125	-10.5%	2.4	-6.6	-8.7	-7.5	-8.3	-6.2	-13.6
20200311	-10.5%	-11.7	3.0	-16.7	5.0	-10.4	-7.1	-2.3
20160223	-10.6%	1.1	3.1	17.3	13.1	12.8	21.5	21.2
20190109	-10.7%	-6.8	-12.4	-13.2	-13.7	-2.4	.4	.0
20200312	-11.7%	-6.3	8.0	-3.1	12.8	-3.2	6.8	15.9
20161004	-12.6%	-2.0	-2.5	2.4	11.2	12.7	9.5	11.1
20150720	-13.3%	1.7	3.3	6.5	3.9	5.9	15.9	13.3
20200320	-13.8%	2.7	19.5	2.5	13.2	22.8	43.4	40.3
20191031	-17.2%	-6.3	-12.3	-12.4	-8.0	-7.0	-7.2	-4.9
20200212	-21.1%	-1.3	-.3	3.4	5.6	-6.1	1.1	-1.7
20180123	-26.5%	5.0	-5.8	-13.1	-15.9	-15.0	-9.5	-11.9

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

Of the 1,549 trading days from 2015 to 2020, there were 101 days in which PVG was up more than 5%. This table shows the average price changes over the 101 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.1	-1.0	-.2	.3	1.2	1.5	1.9

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

Of the 1,549 trading days from 2015 to 2020, there were 91 days in which PVG was down more than -5%. This table shows the average price changes over the 91 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.1	1.5	1.8	3.2	4.2	4.6	6.2

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.