Statistics of Price Movements of Power REIT (PW)

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

The statistics are calculated using PW's price data across 1,551 trading days from 2015 to 2020.

Table 1. Statistics of PW 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 1,551 trading days, 41.6% of the time (645 days), PW closed above the previous day's closing price. 42.2% of the time (654 days), it closed below the previous day's closing price. 16.2% of the time (251 days), it did not change.

Also see: VIX price movement study.

PW Price Change (%)	Number of Days	% of Total Sessions
31 – 32%	1	0.06%
23 – 24%	1	0.06%
22 – 23%	1	0.06%
20 – 21%	2	0.13%
19 – 20%	2	0.13%
17 – 18%	1	0.06%
15 – 16%	1	0.06%
14 – 15%	2	0.13%
13 – 14%	1	0.06%
12 – 13%	5	0.32%
11 – 12%	3	0.19%
10 – 11%	6	0.39%
9 – 10%	4	0.26%
8 – 9%	5	0.32%
7 – 8%	7	0.45%
6 – 7%	19	1.23%
5 – 6%	32	2.06%
4 – 5%	32	2.06%
3 – 4%	63	4.06%
2 – 3%	104	6.71%
1 – 2%	140	9.03%
0 – 1%	213	13.74%
0%	251	16.19%
0 – -1%	209	13.48%
-1 – -2%	177	11.42%
-2 – -3%	107	6.90%
-3 – -4%	60	3.87%
-4 – -5%	39	2.52%
-5 – -6%	18	1.16%
-6 – -7%	17	1.10%
-7 – -8%	11	0.71%
-8 – -9%	3	0.19%
-9 – -10%	2	0.13%
-11 – -12%	1	0.06%
-13 – -14%	3	0.19%
-14 – -15%	2	0.13%
-16 – -17%	1	0.06%
-17 – -18%	3	0.19%
-31 – -32%	1	0.06%

Table 2. Statistics of PW: 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 PW.

39.1% of the time (607 days), PW closed above the opening price. 34.9% of the time (542 days), it closed below the opening price. 25.9% of the time (402 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
31 – 32%	1	0.06%
20 – 21%	1	0.06%
19 – 20%	1	0.06%
18 – 19%	1	0.06%
16 – 17%	2	0.13%
14 – 15%	1	0.06%
13 – 14%	3	0.19%
12 – 13%	5	0.32%
11 – 12%	2	0.13%
10 – 11%	7	0.45%
9 – 10%	3	0.19%
8 – 9%	4	0.26%
7 – 8%	12	0.77%
6 – 7%	11	0.71%
5 – 6%	20	1.29%
4 – 5%	38	2.45%
3 – 4%	67	4.32%
2 – 3%	90	5.80%
1 – 2%	144	9.28%
0 – 1%	194	12.51%
0%	402	25.92%
0 – -1%	184	11.86%
-1 – -2%	118	7.61%
-2 – -3%	82	5.29%
-3 – -4%	59	3.80%
-4 – -5%	38	2.45%
-5 – -6%	18	1.16%
-6 – -7%	10	0.64%
-7 – -8%	9	0.58%
-8 – -9%	10	0.64%
-9 – -10%	4	0.26%
-10 – -11%	2	0.13%
-11 – -12%	2	0.13%
-12 – -13%	1	0.06%
-13 – -14%	1	0.06%
-16 – -17%	1	0.06%
-19 – -20%	2	0.13%
-30 – -31%	1	0.06%

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

In the past 1,551 trading days, PW opened more than 5% higher than the previous day's closing price 34 times. Of these days, 26.5% (9 days) had closing prices above the opening price, and 70.6% (24 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
16 – 17%	1	2.94%
13 – 14%	1	2.94%
9 – 10%	1	2.94%
7 – 8%	1	2.94%
1 – 2%	1	2.94%
0 – 1%	4	11.76%
0%	1	2.94%
0 – -1%	2	5.88%
-1 – -2%	5	14.71%
-2 – -3%	3	8.82%
-4 – -5%	2	5.88%
-5 – -6%	5	14.71%
-6 – -7%	1	2.94%
-7 – -8%	3	8.82%
-8 – -9%	1	2.94%
-9 – -10%	2	5.88%

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

On 17 days, PW opened 4–5% higher than the previous day's closing price. Of these days, 23.5% (4 days) had closing prices above the opening price, and 64.7% (11 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
7 – 8%	1	5.88%
5 – 6%	1	5.88%
2 – 3%	1	5.88%
0 – 1%	1	5.88%
0%	2	11.76%
0 – -1%	2	11.76%
-1 – -2%	3	17.65%
-3 – -4%	1	5.88%
-4 – -5%	3	17.65%
-5 – -6%	1	5.88%
-6 – -7%	1	5.88%

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

44 times PW opened 3 – 4% higher than the previous day's closing price. Among these days, 27.3% (12 days) closed above the opening price, 56.8% (25 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	2.27%
2 – 3%	2	4.55%
1 – 2%	3	6.82%
0 – 1%	6	13.64%
0%	7	15.91%
0 – -1%	3	6.82%
-1 – -2%	5	11.36%
-2 – -3%	3	6.82%
-3 – -4%	4	9.09%
-4 – -5%	5	11.36%
-6 – -7%	1	2.27%
-7 – -8%	1	2.27%
-8 – -9%	3	6.82%

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

93 times PW opened 2 – 3% higher than the previous day's closing price. Among these days, 28.0% (26 days) closed above the opening price, 59.1% (55 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
12 – 13%	1	1.08%
6 – 7%	1	1.08%
5 – 6%	1	1.08%
4 – 5%	2	2.15%
3 – 4%	1	1.08%
2 – 3%	5	5.38%
1 – 2%	7	7.53%
0 – 1%	8	8.60%
0%	12	12.90%
0 – -1%	10	10.75%
-1 – -2%	8	8.60%
-2 – -3%	16	17.20%
-3 – -4%	7	7.53%
-4 – -5%	5	5.38%
-5 – -6%	1	1.08%
-6 – -7%	3	3.23%
-8 – -9%	2	2.15%
-9 – -10%	1	1.08%
-16 – -17%	1	1.08%
-19 – -20%	1	1.08%

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

158 times PW opened 1 – 2% higher than the previous day's closing price. Among these days, 42.4% (67 days) closed above the opening price, 43.7% (69 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
20 – 21%	1	0.63%
18 – 19%	1	0.63%
13 – 14%	1	0.63%
12 – 13%	1	0.63%
11 – 12%	1	0.63%
10 – 11%	1	0.63%
7 – 8%	1	0.63%
6 – 7%	1	0.63%
5 – 6%	4	2.53%
4 – 5%	4	2.53%
3 – 4%	9	5.70%
2 – 3%	6	3.80%
1 – 2%	20	12.66%
0 – 1%	16	10.13%
0%	22	13.92%
0 – -1%	17	10.76%
-1 – -2%	18	11.39%
-2 – -3%	14	8.86%
-3 – -4%	6	3.80%
-4 – -5%	6	3.80%
-5 – -6%	3	1.90%
-7 – -8%	1	0.63%
-8 – -9%	2	1.27%
-12 – -13%	1	0.63%
-19 – -20%	1	0.63%

Table 8. Periods when PW moved 15% or more

In this table, we track the price movements in the 20 days after PW 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
20160623	31.7%	-2.4	23.0	21.4	27.8	27.8	27.3	27.0
20200515	23.7%	12.1	2.4	18.2	18.0	33.3	41.9	29.2
20200622	22.1%	2.5	-4.4	-7.8	-15.3	-14.7	-11.5	-14.0
20160628	20.3%	4.3	3.0	8.4	8.4	8.0	7.7	5.4
20191126	20.3%	-4.6	-6.5	-8.7	-5.2	-7.4	-9.7	-9.0
20200408	19.5%	-5.8	.0	2.4	-4.3	-1.7	3.6	.1
20200526	19.5%	1.4	7.9	10.0	18.5	12.5	33.9	34.1
20201105	17.7%	-9.6	-13.0	-9.5	-6.3	-11.3	-12.4	-6.8
20190716	15.4%	8.4	23.0	23.5	9.9	21.3	18.0	23.9
20200316	-16.2%	5.9	2.2	31.6	32.1	19.4	37.2	54.6
20170829	-17.5%	1.3	2.2	-1.3	10.5	6.6	2.0	-2.3
20200318	-17.7%	6.2	41.4	45.9	37.0	50.6	77.3	88.2
20200618	-17.9%	-.1	24.2	14.3	10.5	1.7	1.8	9.5
20150422	-31.7%	-2.4	.0	-3.6	-4.7	-8.8	-10.9	-14.7

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

Of the 1,551 trading days from 2015 to 2020, there were 9 days in which PW was up more than 15%. This table shows the average price changes over the 9 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 15%	.7	3.9	6.4	5.7	7.5	11.0	10.0

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

Of the 1,551 trading days from 2015 to 2020, there were 5 days in which PW was down more than -15%. This table shows the average price changes over the 5 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -15%	2.2	14.0	17.4	17.1	13.9	21.5	27.1

Table 9. Periods when PW moved 10% or more

In this table, we track the price movements in the 20 days after PW 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
20160623	31.7%	-2.4	23.0	21.4	27.8	27.8	27.3	27.0
20200515	23.7%	12.1	2.4	18.2	18.0	33.3	41.9	29.2
20200622	22.1%	2.5	-4.4	-7.8	-15.3	-14.7	-11.5	-14.0
20160628	20.3%	4.3	3.0	8.4	8.4	8.0	7.7	5.4
20191126	20.3%	-4.6	-6.5	-8.7	-5.2	-7.4	-9.7	-9.0
20200408	19.5%	-5.8	.0	2.4	-4.3	-1.7	3.6	.1
20200526	19.5%	1.4	7.9	10.0	18.5	12.5	33.9	34.1
20201105	17.7%	-9.6	-13.0	-9.5	-6.3	-11.3	-12.4	-6.8
20190716	15.4%	8.4	23.0	23.5	9.9	21.3	18.0	23.9
20201029	14.8%	1.4	4.1	5.0	7.0	15.6	15.5	7.3
20200211	14.4%	2.7	16.2	16.2	39.0	12.8	22.3	-5.7
20200324	13%	6.8	7.2	-3.1	11.3	25.5	32.2	33.4
20170626	12.6%	-4.3	-4.6	8.6	2.0	2.3	4.1	.8
20190715	12.5%	15.5	31.8	43.8	38.0	40.1	35.9	45.5
20200514	12.5%	23.8	30.3	22.4	45.4	56.1	64.3	72.2
20150629	12.3%	-2.2	-5.2	-9.8	-13.2	-13.8	-13.0	-17.7
20200518	12.1%	-7.0	-11.8	6.9	13.7	16.0	25.0	18.7
20170103	11.9%	-2.9	-2.2	-18.7	-12.8	-8.4	-11.5	-17.6
20170908	11.5%	-1.7	-5.3	-6.0	-9.4	-9.1	-8.9	-11.9
20200615	11.4%	8.0	-12.5	8.7	.1	-3.3	-11.0	-10.9
20200918	10.9%	-.2	-1.2	4.8	1.8	-4.9	-2.0	-3.7
20200214	10.7%	.0	-.0	19.6	-2.9	5.3	-18.9	-28.9
20200225	10.6%	-7.2	-16.8	-14.5	-30.0	-36.4	-53.6	-41.9
20201130	10.4%
20160919	10.3%	-1.1	.4	-2.0	10.1	9.6	12.5	14.3
20200320	10.3%	6.6	26.7	26.0	23.2	60.5	50.4	58.6
20200824	-11.3%	6.8	2.3	12.6	3.2	-8.3	-3.4	1.8
20200311	-13.3%	-1.8	-6.9	-10.2	15.6	16.1	4.9	20.5
20161109	-13.7%	.1	3.6	6.9	7.8	3.3	5.8	2.9
20200309	-13.7%	3.1	-6.3	-31.6	-14.5	1.6	1.0	-1.2
20170110	-14%	-2.6	4.1	8.9	9.1	-1.4	-3.6	-5.0
20151109	-14.7%	3.7	-1.0	2.7	1.2	-1.0	3.5	6.4
20200316	-16.2%	5.9	2.2	31.6	32.1	19.4	37.2	54.6
20170829	-17.5%	1.3	2.2	-1.3	10.5	6.6	2.0	-2.3
20200318	-17.7%	6.2	41.4	45.9	37.0	50.6	77.3	88.2
20200618	-17.9%	-.1	24.2	14.3	10.5	1.7	1.8	9.5
20150422	-31.7%	-2.4	.0	-3.6	-4.7	-8.8	-10.9	-14.7

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

Of the 1,551 trading days from 2015 to 2020, there were 26 days in which PW was up more than 10%. This table shows the average price changes over the 26 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	1.6	3.5	6.4	6.7	9.1	9.3	7.8

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

Of the 1,551 trading days from 2015 to 2020, there were 11 days in which PW 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%	1.8	6.0	6.9	9.8	7.3	10.5	14.6

Table 10. Periods when PW moved 5% or more

In this table, we track the price movements in the 20 days after PW 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
20160623	31.7%	-2.4	23.0	21.4	27.8	27.8	27.3	27.0
20200515	23.7%	12.1	2.4	18.2	18.0	33.3	41.9	29.2
20200622	22.1%	2.5	-4.4	-7.8	-15.3	-14.7	-11.5	-14.0
20160628	20.3%	4.3	3.0	8.4	8.4	8.0	7.7	5.4
20191126	20.3%	-4.6	-6.5	-8.7	-5.2	-7.4	-9.7	-9.0
20200408	19.5%	-5.8	.0	2.4	-4.3	-1.7	3.6	.1
20200526	19.5%	1.4	7.9	10.0	18.5	12.5	33.9	34.1
20201105	17.7%	-9.6	-13.0	-9.5	-6.3	-11.3	-12.4	-6.8
20190716	15.4%	8.4	23.0	23.5	9.9	21.3	18.0	23.9
20201029	14.8%	1.4	4.1	5.0	7.0	15.6	15.5	7.3
20200211	14.4%	2.7	16.2	16.2	39.0	12.8	22.3	-5.7
20200324	13%	6.8	7.2	-3.1	11.3	25.5	32.2	33.4
20170626	12.6%	-4.3	-4.6	8.6	2.0	2.3	4.1	.8
20190715	12.5%	15.5	31.8	43.8	38.0	40.1	35.9	45.5
20200514	12.5%	23.8	30.3	22.4	45.4	56.1	64.3	72.2
20150629	12.3%	-2.2	-5.2	-9.8	-13.2	-13.8	-13.0	-17.7
20200518	12.1%	-7.0	-11.8	6.9	13.7	16.0	25.0	18.7
20170103	11.9%	-2.9	-2.2	-18.7	-12.8	-8.4	-11.5	-17.6
20170908	11.5%	-1.7	-5.3	-6.0	-9.4	-9.1	-8.9	-11.9
20200615	11.4%	8.0	-12.5	8.7	.1	-3.3	-11.0	-10.9
20200918	10.9%	-.2	-1.2	4.8	1.8	-4.9	-2.0	-3.7
20200214	10.7%	.0	-.0	19.6	-2.9	5.3	-18.9	-28.9
20200225	10.6%	-7.2	-16.8	-14.5	-30.0	-36.4	-53.6	-41.9
20201130	10.4%
20160919	10.3%	-1.1	.4	-2.0	10.1	9.6	12.5	14.3
20200320	10.3%	6.6	26.7	26.0	23.2	60.5	50.4	58.6
20150130	9.9%	.1	-1.3	-3.1	-5.1	-6.1	-9.7	-7.1
20200811	9.9%	-2.7	-4.3	-9.2	-20.7	-24.0	-16.4	-23.4
20160502	9.6%	.0	.0	.0	-13.0	-8.0	-7.0	-6.0
20180518	9.3%	-6.4	-7.9	-6.7	-6.8	-7.8	-7.6	-8.5
20160701	8.8%	.0	5.3	5.3	4.9	4.6	2.4	.3
20170705	8.6%	-5.6	-6.1	-3.3	-4.4	-6.8	-12.6	-9.9
20190717	8.3%	5.2	13.2	11.6	8.4	5.7	14.9	13.6
20200601	8%	-1.1	4.1	9.1	16.3	1.8	27.4	18.8
20200616	8%	-1.2	-1.0	-1.9	-9.4	-10.5	-12.1	-15.4
20190722	7.7%	-.2	-1.7	-4.5	-6.9	1.3	.1	2.4
20170113	7.6%	.0	4.7	4.8	-5.2	-7.4	-8.7	-8.9
20160915	7.5%	.0	12.6	9.2	10.5	20.7	25.7	20.6
20170803	7.3%	-4.3	-11.6	-8.8	-12.0	-7.2	-1.8	-21.1
20161003	7%	-.7	3.5	-.8	3.7	5.1	7.5	3.6
20180424	7%	3.0	3.0	-4.3	-.8	-1.1	-.5	.8
20200221	7%	.9	-2.7	-4.4	-12.2	-32.3	-40.5	-44.9
20160720	6.9%	-.4	-7.2	-5.7	-7.3	-8.8	-8.8	-9.7
20150325	6.8%	.0	-2.8	.7	1.9	-2.2	-.4	4.3
20190731	6.8%	3.2	.2	7.2	.9	12.1	15.3	7.7
20200313	6.8%	-16.2	-22.4	3.2	6.5	.0	9.9	29.5
20200325	6.8%	-1.6	-2.2	-4.3	24.6	16.8	23.2	20.1
20200608	6.8%	-1.2	-6.2	11.6	11.7	10.8	2.3	1.1
20150602	6.7%	-4.6	-6.1	-8.0	-5.6	-4.3	-3.0	10.2
20190318	6.7%	-4.9	-5.3	-5.5	-8.6	-7.0	-7.1	-7.1
20200414	6.7%	-.7	.2	-.5	1.4	1.5	-1.5	3.1
20200825	6.7%	1.6	-1.1	-2.6	-7.2	-15.9	-13.9	-4.5
20191108	6.6%	.8	-8.9	-11.4	-9.4	3.9	1.8	-.6
20200323	6.6%	13.0	16.6	9.5	20.4	41.8	50.5	54.1
20200708	6.5%	-3.9	-.4	-3.1	-4.0	-12.6	-8.3	-8.9
20150414	6.4%	-2.5	-2.1	-33.3	-31.6	-34.1	-34.9	-37.7
20151229	6.2%	-1.4	-3.8	-1.1	-2.0	-6.1	-7.5	-5.2
20191107	6.2%	6.7	1.5	-2.1	-7.0	16.2	9.9	2.4
20200206	6.2%	-.8	20.9	36.8	36.8	63.5	32.8	44.0
20200319	6.2%	10.4	42.1	42.7	28.9	48.1	66.9	75.9
20150901	6%	-2.7	-2.9	-5.9	-9.8	-3.7	-12.9	-12.9
20190226	5.9%	-.7	.5	1.0	1.5	-1.3	-.7	.0
20200317	5.9%	-17.7	2.9	22.3	21.6	18.9	54.9	45.1
20160705	5.7%	1.4	-1.0	-6.2	-7.6	-1.4	-5.2	-6.1
20160715	5.7%	-.3	-.6	-7.4	-5.9	-7.5	-9.0	-9.0
20170331	5.7%	3.0	1.8	5.3	4.2	7.2	7.2	6.9
20200916	5.7%	-4.9	5.6	3.1	6.4	6.1	2.7	7.1
20201016	5.7%	-3.7	-7.2	-1.2	17.5	20.6	21.8	24.0
20170821	5.6%	.0	5.8	-15.0	-14.2	-17.1	-7.2	-10.5
20190911	5.6%	-1.2	-1.8	-.3	.6	1.2	-2.3	-3.3
20200603	5.6%	-2.4	5.2	-.2	18.8	18.9	17.9	8.9
20190808	5.5%	1.2	-4.8	5.8	8.8	1.6	2.5	2.7
20190909	5.5%	-6.0	-.9	-.2	1.4	1.2	.0	-4.4
20150115	5.4%	-1.9	-6.7	-10.0	-12.4	-4.9	-5.8	-6.7
20151026	5.4%	-.6	-4.1	-4.7	-13.3	-13.3	-14.2	-12.9
20161013	5.4%	-.8	2.2	4.0	.6	1.1	-4.2	-17.2
20200403	5.4%	4.2	22.7	30.3	33.4	24.6	28.0	35.0
20150102	5.3%	1.9	7.5	6.4	10.8	5.3	1.7	-1.0
20151106	5.3%	-14.8	-14.8	-15.6	-14.3	-15.6	-13.3	-9.3
20161116	5.3%	.0	2.9	-2.3	-5.1	-6.7	-10.2	-15.0
20170217	5.3%	.0	-4.8	-3.0	-2.7	-4.5	-7.6	-8.9
20150624	5.2%	-.4	11.1	7.7	2.5	-1.3	-2.1	-1.1
20180316	5.2%	-4.1	-6.3	-5.6	-2.3	-3.3	-5.8	-5.8
20200128	5.2%	-.0	-3.6	6.1	24.8	45.1	40.6	56.7
20200508	5.2%	.7	17.6	51.8	44.0	74.6	85.7	89.4
20200513	5.2%	12.6	45.3	37.8	67.1	77.7	81.3	95.3
20150106	5.1%	-4.6	-.4	5.4	-2.4	-2.7	-6.7	1.7
20150108	5.1%	1.0	-.3	3.1	-1.6	-5.0	1.3	1.3
20151014	5.1%	-1.3	2.2	-.9	1.8	2.0	.9	-6.1
20160803	5.1%	1.9	-1.6	1.6	-2.2	-4.9	-5.4	-6.6
20170621	5.1%	.0	9.7	9.4	24.5	17.0	17.3	19.3
20190718	5.1%	.1	9.3	4.8	6.4	3.3	10.5	4.0
20190207	5%	.7	2.4	-2.2	-3.1	3.2	2.4	5.8
20180921	-5%	2.4	2.7	5.3	2.6	2.6	3.8	3.8
20200820	-5%	-7.8	-11.3	-13.6	-14.9	-18.9	-26.5	-24.8
20150610	-5.1%	4.4	7.2	8.6	10.1	25.1	18.6	12.9
20160726	-5.1%	3.3	2.3	1.8	-1.8	1.5	-2.3	-5.0
20190823	-5.1%	.5	.5	-1.6	-2.9	1.7	1.0	-.7
20170913	-5.2%	-.3	-1.0	-4.6	-4.3	-4.2	-7.3	-6.6
20200110	-5.2%	2.7	4.1	3.4	1.1	6.1	2.3	12.6
20201109	-5.2%	1.3	1.6	13.6	10.9	2.1	8.3	11.3
20160113	-5.3%	3.2	.0	3.7	3.4	3.2	.0	2.9
20160601	-5.3%	1.3	-.9	2.4	-.4	-2.8	34.9	59.1
20150723	-5.4%	.0	3.3	-1.4	-1.0	2.5	-4.1	-2.0
20161214	-5.4%	.6	5.0	1.5	2.3	6.2	14.4	.0
20170706	-5.5%	1.2	1.7	-.7	1.1	-1.2	-5.4	-5.7
20190805	-5.5%	2.8	10.0	3.5	15.0	18.3	10.5	11.5
20150120	-5.6%	.8	-2.7	-5.3	2.7	1.7	.8	-1.2
20200409	-5.7%	.0	5.4	6.3	5.7	7.7	7.7	4.6
20160405	-5.8%	.0	.7	10.5	11.0	11.0	5.9	14.4
20161103	-5.9%	1.0	-12.6	-10.7	-4.6	-1.9	-6.8	-9.5
20190910	-6%	5.7	5.0	3.2	3.9	7.1	4.7	3.6
20191112	-6%	.5	-3.1	-8.0	15.0	8.8	1.4	10.6
20200227	-6%	-6.8	1.1	-22.1	-31.7	-35.2	-37.5	-19.5
20150526	-6.1%	.0	-2.3	-.2	-3.1	-2.1	.0	-3.9
20200807	-6.2%	.9	4.6	4.3	-7.1	-10.6	-13.0	-14.2
20201014	-6.2%	1.2	4.3	3.7	8.0	28.3	52.0	31.9
20170227	-6.3%	4.0	4.3	2.5	-.9	-2.3	-4.2	-2.8
20180521	-6.3%	-1.0	-.7	-.5	-1.5	-1.5	-2.3	-1.3
20200706	-6.3%	-1.7	-1.5	5.9	.6	-.3	-7.6	-2.4
20150831	-6.5%	6.1	3.0	1.3	-4.3	-1.3	-7.8	-7.8
20160719	-6.5%	7.0	4.7	2.6	-5.7	.8	-2.7	.8
20180423	-6.5%	7.0	10.2	4.7	6.5	5.8	5.6	15.3
20190108	-6.5%	.7	.0	-.6	-1.7	-4.1	2.0	1.7
20170126	-6.6%	.3	-2.0	-3.4	-3.5	.0	6.6	6.5
20200228	-6.7%	2.4	5.3	-13.8	-21.7	-42.8	-28.5	-15.1
20201124	-6.7%
20200519	-6.9%	1.0	-5.2	12.6	21.0	27.3	33.5	42.2
20150921	-7%	-3.0	-3.0	-2.5	-3.0	-2.7	-3.0	5.3
20160802	-7.1%	5.1	3.4	3.4	2.4	1.1	1.1	2.7
20200611	-7.1%	3.0	22.6	22.7	21.6	12.4	11.0	9.0
20200226	-7.2%	-6.1	-7.7	-15.2	-34.7	-42.6	-46.8	-29.3
20200401	-7.2%	.0	14.9	29.5	36.4	37.6	36.8	39.4
20200911	-7.2%	-2.1	.2	11.2	8.5	12.1	11.8	8.1
20170620	-7.3%	5.2	20.6	15.1	20.6	25.2	25.8	22.7
20200903	-7.6%	-.3	-4.9	-12.2	-2.0	-6.7	-.6	-2.7
20200821	-7.7%	-11.3	-7.2	-4.9	-8.1	-12.3	-19.0	-9.6
20190730	-7.9%	6.9	4.2	13.3	12.0	14.5	27.9	17.4
20200306	-7.9%	-13.7	-24.4	-28.3	-30.8	-10.9	-10.6	-19.2
20160714	-8%	5.7	5.4	3.2	1.1	-7.0	-.7	-4.1
20170807	-8.2%	.8	1.8	2.9	5.7	6.7	-11.3	-9.3
20160516	-8.8%	2.8	4.8	10.3	8.0	8.0	5.7	9.2
20160630	-9.3%	8.9	16.8	14.0	8.0	6.4	13.6	9.2
20201106	-9.5%	-5.3	-3.5	4.3	4.2	-3.2	6.9	3.3
20200824	-11.3%	6.8	2.3	12.6	3.2	-8.3	-3.4	1.8
20200311	-13.3%	-1.8	-6.9	-10.2	15.6	16.1	4.9	20.5
20161109	-13.7%	.1	3.6	6.9	7.8	3.3	5.8	2.9
20200309	-13.7%	3.1	-6.3	-31.6	-14.5	1.6	1.0	-1.2
20170110	-14%	-2.6	4.1	8.9	9.1	-1.4	-3.6	-5.0
20151109	-14.7%	3.7	-1.0	2.7	1.2	-1.0	3.5	6.4
20200316	-16.2%	5.9	2.2	31.6	32.1	19.4	37.2	54.6
20170829	-17.5%	1.3	2.2	-1.3	10.5	6.6	2.0	-2.3
20200318	-17.7%	6.2	41.4	45.9	37.0	50.6	77.3	88.2
20200618	-17.9%	-.1	24.2	14.3	10.5	1.7	1.8	9.5
20150422	-31.7%	-2.4	.0	-3.6	-4.7	-8.8	-10.9	-14.7

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

Of the 1,551 trading days from 2015 to 2020, there were 93 days in which PW was up more than 5%. This table shows the average price changes over the 93 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.2	2.2	3.4	4.0	5.6	6.4	6.0

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

Of the 1,551 trading days from 2015 to 2020, there were 62 days in which PW was down more than -5%. This table shows the average price changes over the 62 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	1.0	2.6	2.6	2.9	2.7	3.6	5.4

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.