Statistics of Price Movements of CMCI TR ETN UBS E-Tracs (UCI)

The price movements of CMCI TR ETN UBS E-Tracs (ticker UCI) 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 UCI 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 UCI had a big price move
  • Table 11. Statistics of daily price changes in the 20 days after UCI moved 5% with twice the 30-day average volume

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

Table 1. Statistics of UCI 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, 48.3% of the time (747 days), UCI closed above the previous day's closing price. 46.4% of the time (719 days), it closed below the previous day's closing price. 5.3% of the time (82 days), it did not change.

Also see: VIX price movement study.

UCI Price Change (%) Number of Days % of Total Sessions
5 – 6% 1
0.06%
4 – 5% 2
0.13%
3 – 4% 6
0.39%
2 – 3% 39
2.52%
1 – 2% 147
9.50%
0 – 1% 552
35.66%
0% 82
5.30%
0 – -1% 499
32.24%
-1 – -2% 179
11.56%
-2 – -3% 28
1.81%
-3 – -4% 9
0.58%
-5 – -6% 2
0.13%
-6 – -7% 2
0.13%

Table 2. Statistics of UCI: 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 UCI.

41.6% of the time (645 days), UCI closed above the opening price. 48.7% of the time (755 days), it closed below the opening price. 9.6% of the time (149 days), it closed where it started.

Closing - Open (%) Number of Days % of Total Sessions
9 – 10% 1
0.06%
6 – 7% 2
0.13%
5 – 6% 1
0.06%
4 – 5% 3
0.19%
3 – 4% 9
0.58%
2 – 3% 14
0.90%
1 – 2% 84
5.42%
0 – 1% 531
34.28%
0% 149
9.62%
0 – -1% 601
38.80%
-1 – -2% 109
7.04%
-2 – -3% 24
1.55%
-3 – -4% 8
0.52%
-4 – -5% 4
0.26%
-5 – -6% 4
0.26%
-6 – -7% 2
0.13%
-8 – -9% 1
0.06%
-10 – -11% 1
0.06%
-20 – -21% 1
0.06%

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

In the past 1,549 trading days, UCI opened more than 5% higher than the previous day's closing price 9 times. Of these days, 0.0% (0 days) had closing prices above the opening price, and 100.0% (9 days) had closing prices below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
-3 – -4% 1
11.11%
-4 – -5% 2
22.22%
-5 – -6% 1
11.11%
-6 – -7% 2
22.22%
-8 – -9% 1
11.11%
-10 – -11% 1
11.11%
-20 – -21% 1
11.11%

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

On 3 days, UCI opened 4–5% higher than the previous day's closing price. Of these days, 0.0% (0 days) had closing prices above the opening price, and 100.0% (3 days) had closing prices below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
0 – -1% 1
33.33%
-1 – -2% 1
33.33%
-5 – -6% 1
33.33%

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

8 times UCI opened 3 – 4% higher than the previous day's closing price. Among these days, 0.0% (0 days) closed above the opening price, 100.0% (8 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
0 – -1% 1
12.50%
-1 – -2% 1
12.50%
-2 – -3% 2
25.00%
-3 – -4% 3
37.50%
-4 – -5% 1
12.50%

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

29 times UCI opened 2 – 3% higher than the previous day's closing price. Among these days, 17.2% (5 days) closed above the opening price, 79.3% (23 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
2 – 3% 1
3.45%
0 – 1% 4
13.79%
0% 1
3.45%
0 – -1% 6
20.69%
-1 – -2% 9
31.03%
-2 – -3% 6
20.69%
-3 – -4% 1
3.45%
-4 – -5% 1
3.45%

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

118 times UCI opened 1 – 2% higher than the previous day's closing price. Among these days, 40.7% (48 days) closed above the opening price, 55.9% (66 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
4 – 5% 1
0.85%
3 – 4% 1
0.85%
1 – 2% 7
5.93%
0 – 1% 39
33.05%
0% 4
3.39%
0 – -1% 43
36.44%
-1 – -2% 13
11.02%
-2 – -3% 7
5.93%
-3 – -4% 3
2.54%

Table 8. Periods when UCI moved 15% or more

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

DatePrice ChangePrice Change after 15% Move
Days after:14710131619

Table 9. Periods when UCI moved 10% or more

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

DatePrice ChangePrice Change after 10% Move
Days after:14710131619

Table 10. Periods when UCI moved 5% or more

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

DatePrice ChangePrice Change after 5% Move
Days after:14710131619
201502035.8% -5.6 -2.9 -3.2 -2.1 -4.0 -3.1 -3.9
20150204-5.6% 1.7 1.5 3.8 2.3 .8 2.3 2.2
20200316-5.7% -.8 -3.4 .6 -1.2 -1.8 1.5 1.8
20200309-6.1% 2.2 -3.0 -12.8 -11.4 -9.0 -9.6 -8.9
20200421-6.7% 2.5 .2 4.3 6.6 7.9 4.4 11.4

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

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

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ 5% -5.6 -2.9 -3.2 -2.1 -4.0 -3.1 -3.9

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

Of the 1,549 trading days from 2015 to 2020, there were 4 days in which UCI was down more than -5%. This table shows the average price changes over the 4 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ -5% 1.4 -1.2 -1.1 -.9 -.5 -.3 1.6

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Also see: VIX price movement study.