Statistics of Price Movements of Atlas Energy Llc (ATLS)

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

The statistics are calculated using ATLS's price data across 1,235 trading days from 2016 to 2020.

Table 1. Statistics of ATLS 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 1,235 trading days, 37.8% of the time (466 days), ATLS closed above the previous day's closing price. 44.5% of the time (549 days), it closed below the previous day's closing price. 17.7% of the time (219 days), it did not change.

Also see: VIX price movement study.

ATLS Price Change (%) Number of Days % of Total Sessions
93 – 94% 1
0.08%
64 – 65% 1
0.08%
53 – 54% 1
0.08%
51 – 52% 1
0.08%
50 – 51% 1
0.08%
48 – 49% 1
0.08%
42 – 43% 2
0.16%
38 – 39% 1
0.08%
36 – 37% 1
0.08%
35 – 36% 2
0.16%
33 – 34% 2
0.16%
29 – 30% 1
0.08%
28 – 29% 2
0.16%
27 – 28% 2
0.16%
26 – 27% 1
0.08%
25 – 26% 1
0.08%
24 – 25% 4
0.32%
23 – 24% 4
0.32%
22 – 23% 6
0.49%
21 – 22% 5
0.41%
20 – 21% 6
0.49%
19 – 20% 9
0.73%
18 – 19% 5
0.41%
17 – 18% 6
0.49%
16 – 17% 6
0.49%
15 – 16% 7
0.57%
14 – 15% 9
0.73%
13 – 14% 11
0.89%
12 – 13% 15
1.22%
11 – 12% 20
1.62%
10 – 11% 7
0.57%
9 – 10% 19
1.54%
8 – 9% 16
1.30%
7 – 8% 20
1.62%
6 – 7% 29
2.35%
5 – 6% 35
2.84%
4 – 5% 38
3.08%
3 – 4% 34
2.76%
2 – 3% 46
3.73%
1 – 2% 51
4.13%
0 – 1% 37
3.00%
0% 219
17.75%
0 – -1% 49
3.97%
-1 – -2% 55
4.46%
-2 – -3% 62
5.02%
-3 – -4% 49
3.97%
-4 – -5% 46
3.73%
-5 – -6% 38
3.08%
-6 – -7% 24
1.94%
-7 – -8% 37
3.00%
-8 – -9% 27
2.19%
-9 – -10% 29
2.35%
-10 – -11% 27
2.19%
-11 – -12% 14
1.13%
-12 – -13% 8
0.65%
-13 – -14% 13
1.05%
-14 – -15% 9
0.73%
-15 – -16% 11
0.89%
-16 – -17% 10
0.81%
-17 – -18% 3
0.24%
-18 – -19% 3
0.24%
-19 – -20% 8
0.65%
-20 – -21% 3
0.24%
-21 – -22% 3
0.24%
-22 – -23% 3
0.24%
-23 – -24% 6
0.49%
-24 – -25% 1
0.08%
-25 – -26% 2
0.16%
-26 – -27% 1
0.08%
-28 – -29% 3
0.24%
-32 – -33% 1
0.08%
-37 – -38% 1
0.08%
-40 – -41% 1
0.08%
-42 – -43% 1
0.08%
-44 – -45% 1
0.08%

Table 2. Statistics of ATLS: 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 ATLS.

38.4% of the time (474 days), ATLS closed above the opening price. 40.9% of the time (505 days), it closed below the opening price. 20.7% of the time (256 days), it closed where it started.

Closing - Open (%) Number of Days % of Total Sessions
93 – 94% 1
0.08%
65 – 66% 1
0.08%
59 – 60% 1
0.08%
50 – 51% 1
0.08%
45 – 46% 1
0.08%
42 – 43% 2
0.16%
39 – 40% 2
0.16%
36 – 37% 1
0.08%
35 – 36% 3
0.24%
31 – 32% 1
0.08%
29 – 30% 1
0.08%
28 – 29% 1
0.08%
27 – 28% 2
0.16%
26 – 27% 3
0.24%
25 – 26% 4
0.32%
24 – 25% 6
0.49%
23 – 24% 6
0.49%
22 – 23% 5
0.40%
21 – 22% 1
0.08%
20 – 21% 5
0.40%
19 – 20% 5
0.40%
18 – 19% 7
0.57%
17 – 18% 14
1.13%
16 – 17% 2
0.16%
15 – 16% 10
0.81%
14 – 15% 8
0.65%
13 – 14% 12
0.97%
12 – 13% 18
1.46%
11 – 12% 15
1.21%
10 – 11% 11
0.89%
9 – 10% 16
1.30%
8 – 9% 20
1.62%
7 – 8% 26
2.11%
6 – 7% 24
1.94%
5 – 6% 34
2.75%
4 – 5% 48
3.89%
3 – 4% 34
2.75%
2 – 3% 41
3.32%
1 – 2% 47
3.81%
0 – 1% 34
2.75%
0% 256
20.73%
0 – -1% 42
3.40%
-1 – -2% 50
4.05%
-2 – -3% 54
4.37%
-3 – -4% 49
3.97%
-4 – -5% 44
3.56%
-5 – -6% 24
1.94%
-6 – -7% 33
2.67%
-7 – -8% 31
2.51%
-8 – -9% 21
1.70%
-9 – -10% 21
1.70%
-10 – -11% 19
1.54%
-11 – -12% 12
0.97%
-12 – -13% 14
1.13%
-13 – -14% 18
1.46%
-14 – -15% 6
0.49%
-15 – -16% 12
0.97%
-16 – -17% 10
0.81%
-17 – -18% 6
0.49%
-18 – -19% 8
0.65%
-19 – -20% 3
0.24%
-20 – -21% 7
0.57%
-21 – -22% 2
0.16%
-22 – -23% 4
0.32%
-23 – -24% 4
0.32%
-25 – -26% 2
0.16%
-28 – -29% 1
0.08%
-32 – -33% 1
0.08%
-34 – -35% 2
0.16%
-36 – -37% 1
0.08%
-43 – -44% 2
0.16%
-44 – -45% 1
0.08%
-49 – -50% 1
0.08%

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

In the past 1,235 trading days, ATLS opened more than 5% higher than the previous day's closing price 177 times. Of these days, 21.5% (38 days) had closing prices above the opening price, and 64.4% (114 days) had closing prices below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
27 – 28% 1
0.56%
23 – 24% 1
0.56%
19 – 20% 1
0.56%
17 – 18% 1
0.56%
15 – 16% 1
0.56%
12 – 13% 2
1.13%
11 – 12% 1
0.56%
10 – 11% 1
0.56%
9 – 10% 1
0.56%
8 – 9% 4
2.26%
7 – 8% 3
1.69%
6 – 7% 2
1.13%
5 – 6% 5
2.82%
4 – 5% 2
1.13%
3 – 4% 5
2.82%
2 – 3% 2
1.13%
1 – 2% 4
2.26%
0 – 1% 1
0.56%
0% 25
14.12%
0 – -1% 2
1.13%
-1 – -2% 2
1.13%
-2 – -3% 3
1.69%
-3 – -4% 5
2.82%
-4 – -5% 11
6.21%
-5 – -6% 6
3.39%
-6 – -7% 11
6.21%
-7 – -8% 9
5.08%
-8 – -9% 8
4.52%
-9 – -10% 3
1.69%
-10 – -11% 8
4.52%
-11 – -12% 4
2.26%
-12 – -13% 6
3.39%
-13 – -14% 6
3.39%
-14 – -15% 3
1.69%
-15 – -16% 8
4.52%
-16 – -17% 2
1.13%
-17 – -18% 2
1.13%
-18 – -19% 4
2.26%
-19 – -20% 1
0.56%
-20 – -21% 2
1.13%
-22 – -23% 3
1.69%
-25 – -26% 1
0.56%
-34 – -35% 1
0.56%
-43 – -44% 1
0.56%
-44 – -45% 1
0.56%
-49 – -50% 1
0.56%

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

On 29 days, ATLS opened 4–5% higher than the previous day's closing price. Of these days, 27.6% (8 days) had closing prices above the opening price, and 55.2% (16 days) had closing prices below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
5 – 6% 1
3.45%
4 – 5% 2
6.90%
2 – 3% 2
6.90%
1 – 2% 2
6.90%
0 – 1% 1
3.45%
0% 5
17.24%
0 – -1% 2
6.90%
-2 – -3% 1
3.45%
-3 – -4% 3
10.34%
-4 – -5% 4
13.79%
-6 – -7% 1
3.45%
-7 – -8% 2
6.90%
-9 – -10% 1
3.45%
-13 – -14% 1
3.45%
-14 – -15% 1
3.45%

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

32 times ATLS opened 3 – 4% higher than the previous day's closing price. Among these days, 21.9% (7 days) closed above the opening price, 68.8% (22 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
24 – 25% 1
3.12%
13 – 14% 1
3.12%
8 – 9% 1
3.12%
4 – 5% 1
3.12%
3 – 4% 1
3.12%
0 – 1% 2
6.25%
0% 3
9.38%
0 – -1% 1
3.12%
-1 – -2% 2
6.25%
-2 – -3% 1
3.12%
-3 – -4% 5
15.62%
-4 – -5% 3
9.38%
-5 – -6% 1
3.12%
-6 – -7% 3
9.38%
-7 – -8% 2
6.25%
-8 – -9% 1
3.12%
-10 – -11% 1
3.12%
-12 – -13% 2
6.25%

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

46 times ATLS opened 2 – 3% higher than the previous day's closing price. Among these days, 26.1% (12 days) closed above the opening price, 67.4% (31 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
25 – 26% 1
2.17%
17 – 18% 1
2.17%
10 – 11% 1
2.17%
8 – 9% 1
2.17%
6 – 7% 1
2.17%
4 – 5% 1
2.17%
2 – 3% 5
10.87%
0 – 1% 1
2.17%
0% 3
6.52%
0 – -1% 3
6.52%
-1 – -2% 2
4.35%
-2 – -3% 12
26.09%
-3 – -4% 1
2.17%
-6 – -7% 3
6.52%
-7 – -8% 1
2.17%
-8 – -9% 1
2.17%
-9 – -10% 1
2.17%
-12 – -13% 1
2.17%
-13 – -14% 3
6.52%
-16 – -17% 1
2.17%
-20 – -21% 1
2.17%
-23 – -24% 1
2.17%

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

52 times ATLS opened 1 – 2% higher than the previous day's closing price. Among these days, 32.7% (17 days) closed above the opening price, 51.9% (27 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
45 – 46% 1
1.92%
22 – 23% 1
1.92%
17 – 18% 1
1.92%
8 – 9% 1
1.92%
6 – 7% 2
3.85%
5 – 6% 2
3.85%
4 – 5% 4
7.69%
3 – 4% 1
1.92%
2 – 3% 1
1.92%
1 – 2% 1
1.92%
0 – 1% 2
3.85%
0% 8
15.38%
0 – -1% 1
1.92%
-1 – -2% 8
15.38%
-2 – -3% 4
7.69%
-3 – -4% 5
9.62%
-4 – -5% 2
3.85%
-6 – -7% 2
3.85%
-8 – -9% 1
1.92%
-10 – -11% 1
1.92%
-12 – -13% 1
1.92%
-14 – -15% 1
1.92%
-15 – -16% 1
1.92%

Table 8. Periods when ATLS moved 15% or more

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

DatePrice ChangePrice Change after 15% Move
Days after:14710131619
2017050993.5% 12.1 -15.2 -10.8 -13.9 -21.7 -21.8 -36.4
2020033064.7% -14.3 -20.0 -14.3 -15.7 -25.0 -30.0 -25.7
2019081353.4% -15.5 -22.6 -25.8 -19.4 -25.8 -27.1 -22.6
2020120251.5%
2020030550% 11.5 10.3 5.1 6.4 41.0 9.0 61.5
2018011148.1% -18.9 -20.0 -31.2 -25.0 -17.5 -15.0 -19.4
2020050142.6% -28.9 -27.8 -43.3 -47.4 -51.5 -38.1 -46.4
2017050342.3% -14.3 79.6 39.1 48.4 56.2 28.9 40.6
2016052538.5% 13.4 23.7 18.6 19.6 22.8 22.5 20.1
2019012536.3% 10.0 6.0 -8.0 -3.3 -8.0 -6.7 -11.3
2020061735.7% -22.8 -10.5 -22.8 -43.9 -31.6 -3.5 -12.3
2020082635.4% 23.8 -2.4 -2.4 -2.4 2.4 -4.8 -4.8
2020022833.3% -23.7 -2.5 8.7 1.2 16.2 12.5 6.3
2020091733.3% .0 20.0 22.5 5.0 -12.5 -12.5 -10.0
2019080829.9% -22.3 .8 -7.7 -11.5 -3.8 -11.5 -13.1
2018112928.6% -9.7 -30.3 -25.7 -22.9 -37.1 -45.1 -57.1
2017110828.5% -11.1 -16.7 -24.4 -26.4 -27.8 -24.4 -38.9
2016080427.6% 16.9 -.8 9.9 -4.3 3.9 6.3 -5.9
2020052227.6% .0 -13.3 -3.3 -8.3 -20.0 -11.7 -26.7
2018041826.5% -4.4 -2.0 8.6 3.7 3.7 20.5 23.0
2016092925.2% 11.2 27.6 18.7 11.8 .0 3.0 7.5
2017121924.7% -19.8 .0 -3.8 -17.4 .6 8.2 30.1
2017122124.7% .0 -1.8 -2.6 .2 .2 30.1 28.3
2019031124.7% -5.8 -7.1 -9.0 -28.8 -12.2 -29.5 -28.8
2016080124.2% -2.5 39.8 18.6 31.4 14.4 24.2 27.1
2020082723.8% -1.9 -21.2 -21.2 -13.5 -7.7 -23.1 -7.7
2019112123.7% 21.2 16.2 1.0 1.0 -29.3 -39.4 -29.3
2016092023.6% 20.6 53.9 31.4 60.8 59.8 55.9 47.1
2020070723% 14.6 8.3 22.9 -4.2 12.5 10.4 4.2
2017072422.9% 17.2 26.7 17.6 8.6 -18.6 -9.5 -9.6
2020102222.5% -2.6 .0 -7.9 -5.3 -7.9 -7.9 -13.2
2020092522.4% .0 -14.3 -28.6 -28.6 -26.5 -36.7 -22.4
2019083022.3% .0 3.5 7.0 -2.6 20.0 38.3 36.5
2020032422.2% -19.1 27.3 12.7 .0 -.9 -3.6 -9.1
2018120622.1% -12.8 -19.5 -26.2 -29.5 -56.4 -53.7 -51.0
2018092421.9% -4.1 -8.4 -3.1 -7.0 -13.1 -.4 -19.0
2019010321.9% 2.2 11.2 19.1 18.0 22.5 68.5 82.0
2018110521.7% -15.8 -13.8 -38.4 -26.1 -38.4 -75.6 -67.6
2018101621.4% -7.6 -15.8 -17.9 -13.8 -17.9 -7.6 -11.7
2019112221.2% .0 -4.2 -16.7 -19.2 -45.0 -45.8 -40.0
2020080720.9% .0 -17.3 -25.0 -25.0 -19.2 -21.2 -21.2
2016092120.5% 18.7 52.0 21.1 39.0 29.3 21.8 8.9
2019050220.5% -16.0 -17.0 -9.6 -10.6 -20.2 -14.9 -21.3
2018010320.1% 1.0 1.0 31.1 29.3 11.1 21.2 33.3
2017050820% 93.5 49.8 59.9 68.4 38.9 51.5 26.3
2020060920% -11.1 -1.9 -18.5 -5.6 -18.5 -40.7 -27.8
2018012619.9% -2.8 -2.8 -23.6 -4.9 -6.2 -7.9 -6.2
2020092319.9% -16.7 -6.2 -18.7 -27.1 -25.0 -25.0 -35.4
2020110419.9% -14.3 -16.7 -16.7 -21.4 -4.8 7.1 -21.4
2016042819.7% -1.2 3.5 -9.4 -10.0 -17.6 -38.8 -42.9
2018111619.6% -8.9 -24.1 -69.9 -60.0 -69.1 -67.1 -65.8
2019042519.2% -15.1 -16.1 -17.2 -10.8 -8.6 -4.3 -17.2
2016092719.1% -42.8 -10.7 -10.7 -23.5 -15.5 -29.4 -24.6
2019041019.1% -19.5 -28.0 -30.5 -33.9 -22.9 -20.3 -34.7
2018051819% 6.0 .0 -.4 -.4 -5.0 -6.0 7.0
2017062218.9% -2.7 -7.3 -14.2 -8.0 -7.1 -25.0 -26.2
2016072918.7% 24.2 48.5 84.2 71.1 58.7 47.6 47.4
2020061218.7% -7.0 -22.8 -10.5 -22.8 -43.9 -31.6 -3.5
2016092218.6% -2.1 -26.7 14.4 14.4 -2.1 8.2 -9.6
2020070618.1% 23.1 48.7 28.2 15.4 23.1 41.0 28.2
2020071617.9% -23.7 -22.0 -10.2 -15.3 -15.3 -11.9 -23.7
2016090617.2% 11.8 52.9 97.4 200.0 320.6 214.7 391.2
2018020717.2% 5.1 -3.9 2.8 .8 .5 -3.7 -.8
2018062217.2% -3.8 .3 12.0 .3 -7.9 -8.0 -11.4
2017072517.1% -.4 8.0 -3.6 -22.0 -22.9 -22.8 -28.2
2019060417.1% -7.3 -11.0 4.9 19.5 46.3 70.7 76.8
2016080516.9% 13.6 -12.1 -9.1 -13.6 -15.1 -9.1 -17.9
2019062516.6% .0 3.6 12.1 -.7 -7.9 .0 .0
2016091416.5% 11.8 70.0 138.3 78.3 178.3 178.3 138.3
2018070316.5% .0 -17.9 -17.8 -16.9 -26.4 -21.6 -25.4
2019032716.2% 6.2 -14.7 -14.0 -8.5 -30.2 -36.4 -38.0
2019071516.2% -3.3 -6.7 .0 -.7 -4.0 -13.3 -32.7
2020062315.9% -13.7 -21.6 -35.3 -5.9 13.7 -2.0 -11.8
2019030415.7% -7.1 -10.7 .0 3.6 1.4 -20.7 -5.7
2017033015.6% 8.7 -15.2 -17.8 -21.8 -43.5 -42.7 -61.0
2016091215.5% -1.0 47.1 136.5 201.9 157.7 215.4 213.5
2018122615.3% -8.0 -4.0 21.3 32.0 41.3 40.0 45.3
2019042915.1% -14.3 -13.2 -14.3 -6.6 -7.7 -17.6 -12.1
2020102815.1% -7.9 -7.9 5.3 .0 2.6 -13.2 7.9
20190426-15% 15.2 19.0 -2.5 1.3 6.3 17.7 2.5
20160519-15.2% 4.0 -3.0 18.0 22.0 10.0 18.0 13.0
20180102-15.2% 20.1 21.1 94.2 55.3 33.5 33.5 69.9
20180119-15.3% .0 9.1 20.0 23.6 17.3 18.2 22.7
20181212-15.4% 12.5 -8.3 -20.0 -37.5 -40.0 -25.8 -9.2
20190814-15.4% -8.4 -12.2 -12.2 -21.4 -12.2 -9.2 -6.1
20160518-15.7% -15.3 -40.7 .0 -1.7 -5.1 1.7 -.3
20170808-15.8% -8.5 -10.9 -10.9 -5.9 -5.9 6.9 18.8
20181106-15.8% 9.8 4.9 -19.5 -16.3 -39.0 -66.8 -62.2
20190401-15.9% -.9 .0 6.3 -18.9 -26.1 -27.9 -28.8
20190503-15.9% -2.5 5.1 7.6 12.7 -2.5 1.3 -6.3
20170602-16% -2.5 -8.9 -13.9 -26.7 -36.7 -27.0 -36.9
20180517-16% 19.0 19.0 21.2 18.6 13.1 4.8 19.0
20170712-16.2% -3.3 -14.7 2.3 46.8 59.2 42.1 14.9
20180705-16.4% 7.1 -1.6 -1.8 -5.4 -6.3 -1.8 -16.1
20180822-16.6% .0 5.5 9.5 9.5 15.5 14.5 21.3
20181123-16.6% -40.0 -30.0 -51.2 -48.0 -52.0 -56.0 -58.0
20200225-16.6% .0 -23.7 -2.5 8.7 1.2 16.2 12.5
20200924-16.6% 22.5 5.0 -2.5 -12.5 -7.5 -25.0 -22.5
20201016-16.6% 3.3 26.7 10.0 16.7 40.0 36.7 16.7
20170424-16.8% -6.1 -27.1 16.7 8.3 100.5 91.4 82.3
20160506-17% -7.2 -7.8 -15.7 -37.3 -41.6 -28.9 -26.5
20190828-17.6% -8.7 6.8 11.7 18.4 20.4 45.6 54.4
20201209-17.9%
20200608-18.1% 20.0 26.7 26.7 -2.2 -2.2 -6.7 -26.7
20200427-18.2% 1.2 14.1 -21.2 -32.9 -32.9 -36.5 -29.4
20180112-18.8% .0 .2 -13.3 10.9 7.9 -23.0 4.5
20170512-19% 9.6 15.2 11.2 1.1 1.0 -17.8 -23.3
20200325-19% -4.5 34.8 25.8 34.8 32.6 18.0 10.1
20190521-19.3% 2.7 6.7 -1.3 9.3 9.3 8.0 17.3
20190411-19.4% .0 -11.6 -16.8 -2.1 -17.9 -16.8 -17.9
20200831-19.6% .0 .0 .0 4.9 -2.4 -2.4 19.5
20200429-19.7% -1.4 -5.8 -23.2 -20.3 -27.5 -31.9 -13.0
20171220-19.8% 24.7 24.5 21.5 23.8 24.7 100.0 60.0
20160810-19.9% 3.6 7.2 1.8 .1 7.1 -3.2 21.4
20200825-20.5% 35.5 32.3 32.3 32.3 48.4 -3.2 29.0
20181127-20.6% 14.3 30.3 25.2 19.3 3.4 -10.9 -45.4
20200616-20.7% 35.7 4.8 4.8 .0 -21.4 31.0 23.8
20181114-21% 10.0 14.3 -16.7 -54.7 -48.3 -50.3 -52.7
20181204-21.2% .0 6.6 10.7 -9.8 -21.3 -38.5 -41.0
20170314-21.7% -1.6 -43.6 -40.0 -37.0 -18.0 -36.1 -38.0
20160524-22.2% 38.6 68.6 74.3 57.1 68.6 61.4 68.6
20190809-22.3% .0 18.8 13.9 13.9 2.0 13.9 17.8
20200618-22.8% 13.6 .0 -9.1 -25.0 9.1 31.8 13.6
20190807-23% 30.0 55.0 20.0 25.0 25.0 -6.0 10.0
20191210-23% -5.7 -7.1 2.9 .0 .0 14.3 25.7
20170418-23.5% -3.8 -15.6 -30.8 -30.8 -23.8 98.2 50.0
20200302-23.7% -1.6 42.6 41.0 34.4 36.1 80.3 39.3
20200717-23.7% .0 6.7 22.2 11.1 -4.4 15.6 -4.4
20200701-23.8% 3.1 50.0 81.2 56.2 40.6 50.0 71.9
20200508-24.2% 7.5 7.5 1.9 13.2 1.9 11.3 -1.9
20170317-25% -11.7 -6.1 -1.4 28.3 .1 -3.0 -7.7
20200227-25% 33.3 -13.3 45.0 46.7 35.0 43.3 48.3
20180205-26.4% 10.0 37.0 35.0 32.6 35.0 24.2 28.0
20201130-28.2%
20200504-28.8% -5.8 -23.2 -20.3 -27.5 -31.9 -13.0 -20.3
20160725-28.9% -44.6 -32.1 -21.1 33.9 3.6 7.2 1.8
20181224-32.2% .0 6.2 12.3 49.2 53.8 69.2 56.9
20200916-37.4% 33.3 33.3 63.3 40.0 30.0 16.7 23.3
20181126-40% -20.7 5.3 -18.7 -13.3 -10.0 -26.7 -36.0
20160928-42.7% 25.2 53.3 52.3 48.6 40.2 27.1 32.7
20160726-44.6% -3.2 52.3 82.1 125.8 109.7 94.5 81.0

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

Of the 1,235 trading days from 2016 to 2020, there were 79 days in which ATLS was up more than 15%. This table shows the average price changes over the 79 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ 15% -1.7 1.2 1.5 2.2 2.2 1.5 2.2

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

Of the 1,235 trading days from 2016 to 2020, there were 62 days in which ATLS was down more than -15%. This table shows the average price changes over the 62 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ -15% 4.0 7.8 9.1 8.2 6.5 9.2 7.6

Table 9. Periods when ATLS moved 10% or more

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

DatePrice ChangePrice Change after 10% Move
Days after:14710131619
2017050993.5% 12.1 -15.2 -10.8 -13.9 -21.7 -21.8 -36.4
2020033064.7% -14.3 -20.0 -14.3 -15.7 -25.0 -30.0 -25.7
2019081353.4% -15.5 -22.6 -25.8 -19.4 -25.8 -27.1 -22.6
2020120251.5%
2020030550% 11.5 10.3 5.1 6.4 41.0 9.0 61.5
2018011148.1% -18.9 -20.0 -31.2 -25.0 -17.5 -15.0 -19.4
2020050142.6% -28.9 -27.8 -43.3 -47.4 -51.5 -38.1 -46.4
2017050342.3% -14.3 79.6 39.1 48.4 56.2 28.9 40.6
2016052538.5% 13.4 23.7 18.6 19.6 22.8 22.5 20.1
2019012536.3% 10.0 6.0 -8.0 -3.3 -8.0 -6.7 -11.3
2020061735.7% -22.8 -10.5 -22.8 -43.9 -31.6 -3.5 -12.3
2020082635.4% 23.8 -2.4 -2.4 -2.4 2.4 -4.8 -4.8
2020022833.3% -23.7 -2.5 8.7 1.2 16.2 12.5 6.3
2020091733.3% .0 20.0 22.5 5.0 -12.5 -12.5 -10.0
2019080829.9% -22.3 .8 -7.7 -11.5 -3.8 -11.5 -13.1
2018112928.6% -9.7 -30.3 -25.7 -22.9 -37.1 -45.1 -57.1
2017110828.5% -11.1 -16.7 -24.4 -26.4 -27.8 -24.4 -38.9
2016080427.6% 16.9 -.8 9.9 -4.3 3.9 6.3 -5.9
2020052227.6% .0 -13.3 -3.3 -8.3 -20.0 -11.7 -26.7
2018041826.5% -4.4 -2.0 8.6 3.7 3.7 20.5 23.0
2016092925.2% 11.2 27.6 18.7 11.8 .0 3.0 7.5
2017121924.7% -19.8 .0 -3.8 -17.4 .6 8.2 30.1
2017122124.7% .0 -1.8 -2.6 .2 .2 30.1 28.3
2019031124.7% -5.8 -7.1 -9.0 -28.8 -12.2 -29.5 -28.8
2016080124.2% -2.5 39.8 18.6 31.4 14.4 24.2 27.1
2020082723.8% -1.9 -21.2 -21.2 -13.5 -7.7 -23.1 -7.7
2019112123.7% 21.2 16.2 1.0 1.0 -29.3 -39.4 -29.3
2016092023.6% 20.6 53.9 31.4 60.8 59.8 55.9 47.1
2020070723% 14.6 8.3 22.9 -4.2 12.5 10.4 4.2
2017072422.9% 17.2 26.7 17.6 8.6 -18.6 -9.5 -9.6
2020102222.5% -2.6 .0 -7.9 -5.3 -7.9 -7.9 -13.2
2020092522.4% .0 -14.3 -28.6 -28.6 -26.5 -36.7 -22.4
2019083022.3% .0 3.5 7.0 -2.6 20.0 38.3 36.5
2020032422.2% -19.1 27.3 12.7 .0 -.9 -3.6 -9.1
2018120622.1% -12.8 -19.5 -26.2 -29.5 -56.4 -53.7 -51.0
2018092421.9% -4.1 -8.4 -3.1 -7.0 -13.1 -.4 -19.0
2019010321.9% 2.2 11.2 19.1 18.0 22.5 68.5 82.0
2018110521.7% -15.8 -13.8 -38.4 -26.1 -38.4 -75.6 -67.6
2018101621.4% -7.6 -15.8 -17.9 -13.8 -17.9 -7.6 -11.7
2019112221.2% .0 -4.2 -16.7 -19.2 -45.0 -45.8 -40.0
2020080720.9% .0 -17.3 -25.0 -25.0 -19.2 -21.2 -21.2
2016092120.5% 18.7 52.0 21.1 39.0 29.3 21.8 8.9
2019050220.5% -16.0 -17.0 -9.6 -10.6 -20.2 -14.9 -21.3
2018010320.1% 1.0 1.0 31.1 29.3 11.1 21.2 33.3
2017050820% 93.5 49.8 59.9 68.4 38.9 51.5 26.3
2020060920% -11.1 -1.9 -18.5 -5.6 -18.5 -40.7 -27.8
2018012619.9% -2.8 -2.8 -23.6 -4.9 -6.2 -7.9 -6.2
2020092319.9% -16.7 -6.2 -18.7 -27.1 -25.0 -25.0 -35.4
2020110419.9% -14.3 -16.7 -16.7 -21.4 -4.8 7.1 -21.4
2016042819.7% -1.2 3.5 -9.4 -10.0 -17.6 -38.8 -42.9
2018111619.6% -8.9 -24.1 -69.9 -60.0 -69.1 -67.1 -65.8
2019042519.2% -15.1 -16.1 -17.2 -10.8 -8.6 -4.3 -17.2
2016092719.1% -42.8 -10.7 -10.7 -23.5 -15.5 -29.4 -24.6
2019041019.1% -19.5 -28.0 -30.5 -33.9 -22.9 -20.3 -34.7
2018051819% 6.0 .0 -.4 -.4 -5.0 -6.0 7.0
2017062218.9% -2.7 -7.3 -14.2 -8.0 -7.1 -25.0 -26.2
2016072918.7% 24.2 48.5 84.2 71.1 58.7 47.6 47.4
2020061218.7% -7.0 -22.8 -10.5 -22.8 -43.9 -31.6 -3.5
2016092218.6% -2.1 -26.7 14.4 14.4 -2.1 8.2 -9.6
2020070618.1% 23.1 48.7 28.2 15.4 23.1 41.0 28.2
2020071617.9% -23.7 -22.0 -10.2 -15.3 -15.3 -11.9 -23.7
2016090617.2% 11.8 52.9 97.4 200.0 320.6 214.7 391.2
2018020717.2% 5.1 -3.9 2.8 .8 .5 -3.7 -.8
2018062217.2% -3.8 .3 12.0 .3 -7.9 -8.0 -11.4
2017072517.1% -.4 8.0 -3.6 -22.0 -22.9 -22.8 -28.2
2019060417.1% -7.3 -11.0 4.9 19.5 46.3 70.7 76.8
2016080516.9% 13.6 -12.1 -9.1 -13.6 -15.1 -9.1 -17.9
2019062516.6% .0 3.6 12.1 -.7 -7.9 .0 .0
2016091416.5% 11.8 70.0 138.3 78.3 178.3 178.3 138.3
2018070316.5% .0 -17.9 -17.8 -16.9 -26.4 -21.6 -25.4
2019032716.2% 6.2 -14.7 -14.0 -8.5 -30.2 -36.4 -38.0
2019071516.2% -3.3 -6.7 .0 -.7 -4.0 -13.3 -32.7
2020062315.9% -13.7 -21.6 -35.3 -5.9 13.7 -2.0 -11.8
2019030415.7% -7.1 -10.7 .0 3.6 1.4 -20.7 -5.7
2017033015.6% 8.7 -15.2 -17.8 -21.8 -43.5 -42.7 -61.0
2016091215.5% -1.0 47.1 136.5 201.9 157.7 215.4 213.5
2018122615.3% -8.0 -4.0 21.3 32.0 41.3 40.0 45.3
2019042915.1% -14.3 -13.2 -14.3 -6.6 -7.7 -17.6 -12.1
2020102815.1% -7.9 -7.9 5.3 .0 2.6 -13.2 7.9
2020031814.8% -10.8 18.3 -8.6 35.5 28.0 17.2 17.2
2018062614.7% -1.5 -12.9 -15.2 -16.7 -16.5 -7.4 -20.5
2018040414.6% -.8 -4.8 -8.5 1.5 -12.3 2.8 5.3
2019040314.5% -12.7 -21.4 -24.6 -33.3 -37.3 -26.2 -38.1
2020070814.5% .0 -9.1 -18.2 -16.4 -3.6 -9.1 -9.1
2016072114.2% -10.5 -65.9 -46.4 -35.9 -20.5 -26.1 -31.5
2018112814.2% 28.7 -10.3 -4.4 -11.8 -19.1 -22.8 -52.2
2020020314.1% -11.2 -11.2 .0 -4.5 -10.1 -10.1 -10.1
2016091614% 7.9 90.8 144.4 94.8 123.5 107.8 95.8
2020020513.9% .0 -5.6 -5.6 -1.1 6.7 -33.3 -33.3
2019121713.8% -5.4 -8.1 -5.4 8.1 8.1 18.9 16.2
2019091713.7% -2.1 12.8 11.3 -2.1 -7.8 -3.5 -13.5
2016050513.6% -17.0 -20.0 -26.7 -50.0 -65.0 -41.0 -42.0
2016080813.6% -6.7 -13.3 -19.6 -25.2 -25.3 -25.3 -22.7
2018061313.6% 7.0 22.0 19.6 30.0 15.0 12.0 10.0
2020061913.6% -12.0 -12.0 -16.0 -34.0 10.0 4.0 18.0
2016052613.4% 7.3 5.5 1.8 9.1 6.9 5.3 7.3
2018042413.4% 3.3 3.3 5.8 6.0 25.9 25.9 33.5
2018051013.4% 2.5 2.5 8.6 2.5 2.0 2.0 -2.7
2017082913.2% 4.8 16.4 7.2 16.3 3.8 -3.0 -.1
2018031512.7% -11.0 -22.9 -19.2 -21.2 -33.1 -23.8 -24.0
2017070312.6% .0 .8 -9.4 -13.5 -17.5 33.5 44.3
2020072412.5% -1.9 -7.4 -7.4 -3.7 -16.7 -27.8 -27.8
2018121312.4% -8.9 -21.5 -51.9 -48.9 -46.7 -32.6 -26.7
2016110912.3% .0 -5.8 -14.8 -18.7 -34.2 -45.2 -42.3
2017072112.3% 22.9 39.0 40.7 38.9 2.8 .1 .1
2018090412.3% -11.0 -6.1 -6.9 -1.4 -18.5 -4.7 -15.7
2019010812.3% -9.2 -2.8 -3.7 .0 37.6 48.6 27.5
2019061112.3% -1.2 7.3 35.4 70.7 76.8 91.5 69.5
2019020712.1% -7.6 -12.1 -10.8 -15.3 -4.5 -22.9 -12.7
2020112012.1%
2016081212% -4.6 -16.9 -9.8 -7.7 -18.3 -10.8 30.5
2016100312% -1.8 -2.4 -4.8 -10.2 -18.6 -15.0 -4.8
2017051012% -14.6 -18.5 -22.4 -26.3 -30.2 -30.7 -42.1
2017072812% -.1 -10.8 -27.9 -28.6 -28.6 -33.6 -32.1
2018061511.9% .2 -14.9 10.2 -4.0 11.9 -8.2 -8.0
2016042711.8% 19.7 25.4 16.9 12.7 3.2 -29.6 -50.7
2016091511.8% 14.0 83.3 134.0 99.7 144.4 142.9 137.0
2016090711.7% 11.6 35.5 101.3 223.7 313.2 252.6 331.6
2016090811.6% 6.1 41.4 94.5 244.2 340.8 251.2 303.1
2019102111.6% -6.4 -8.8 -8.8 -8.8 -9.6 -.8 -10.4
2020022411.6% -16.7 -16.7 -45.8 -9.4 -8.3 -15.6 -10.4
2020091511.6% -37.5 -16.7 -16.7 -6.2 -18.7 -27.1 -25.0
2019031511.5% .0 -2.1 -23.4 -9.0 -13.1 -31.0 -34.5
2020030611.5% .0 1.1 -6.9 -1.1 2.3 60.9 42.5
2020111611.4%
2019061811.3% 7.1 22.4 45.9 48.0 49.0 25.5 53.1
2017071911.2% -4.1 55.3 67.9 55.8 43.9 7.9 19.9
2020021911.2% -10.1 -10.1 -10.1 -41.6 -2.2 -1.1 -9.0
2016093011.1% 12.1 12.1 -4.0 6.0 -11.4 -5.4 1.3
2016101211.1% -5.8 -15.7 -13.2 -9.4 .0 -9.4 -13.2
2017081511.1% .0 -7.0 -5.0 3.1 20.0 12.0 15.0
2020110611.1% 2.5 -12.5 -7.5 -7.5 12.5 -17.5 22.5
2017081111% -9.9 -9.9 -4.9 -4.9 8.1 20.1 10.6
2017081811% -6.9 -4.9 3.2 20.1 12.1 15.1 10.1
2017021510.9% 9.9 8.8 1.1 -8.8 -8.7 -7.8 -33.0
2019091610.7% 13.7 32.3 28.2 4.8 12.9 6.5 .8
2018100210.6% 3.3 -.9 -7.4 6.1 -13.7 -10.7 -12.9
2016032310.4% 1.9 -5.7 .0 1.9 5.7 7.5 10.4
2018111510% 19.7 -9.1 -54.5 -47.0 -63.0 -60.6 -63.6
2019012810% 1.2 -3.0 -15.2 -12.1 -12.1 -18.8 -13.3
2020010610% .0 .0 5.7 2.3 -3.4 -3.4 -11.4
20161011-10% 11.2 4.9 -4.9 -.7 11.2 3.5 -9.1
20170817-10% 11.0 10.8 1.1 22.4 23.6 21.7 22.2
20191119-10% -11.1 33.3 27.8 11.1 7.8 -26.7 -27.8
20160715-10.1% -3.7 10.0 -61.3 -52.5 -44.8 -6.3 -27.5
20180312-10.1% -4.7 -12.6 -24.3 -20.8 -22.6 -34.3 -25.3
20200213-10.1% 6.3 11.2 20.0 -25.0 -25.0 8.7 7.5
20200220-10.1% 7.5 .0 -23.7 -2.5 8.7 1.2 16.2
20161125-10.2% -9.8 -24.8 -20.9 -25.7 -26.2 -35.4 -31.9
20201006-10.2% .0 2.9 2.9 -11.4 5.7 8.6 .0
20190930-10.3% 6.2 .0 4.6 -6.2 -7.7 -10.0 -12.3
20200713-10.3% -3.8 -13.5 -11.5 1.9 -3.8 -3.8 .0
20160722-10.4% -28.9 -59.4 -41.6 -16.2 -28.9 -21.3 -31.5
20160818-10.4% 5.6 3.8 11.1 .4 25.9 66.7 122.2
20161104-10.4% .8 20.2 13.2 2.3 -2.3 -20.9 -34.1
20181217-10.5% .0 -12.7 -31.8 -34.5 -19.1 -.9 -10.0
20200515-10.5% -2.0 -7.8 17.6 7.8 -2.0 -11.8 -5.9
20161018-10.6% -1.5 5.2 12.7 13.4 -3.7 15.7 3.0
20170718-10.6% 11.2 47.3 66.7 68.7 66.5 23.2 20.0
20180320-10.6% -.2 4.5 2.0 -13.4 -1.5 -1.7 -20.4
20191118-10.7% -10.0 20.0 15.0 .0 .0 -30.0 -40.0
20200319-10.7% 3.6 7.2 68.7 49.4 32.5 31.3 27.7
20171211-10.8% -6.2 -4.0 -.2 24.4 19.7 2.7 25.2
20201118-10.8%
20180316-10.9% -2.8 -10.8 -5.0 -11.4 -13.8 -22.2 -13.6
20180905-10.9% -8.2 5.9 7.3 10.7 11.6 2.5 4.8
20190307-10.9% 2.5 14.8 18.9 16.4 -9.0 8.2 3.3
20190610-10.9% 12.3 17.8 43.8 64.4 95.9 98.6 100.0
20170428-11.1% 9.9 37.1 187.4 122.5 137.5 150.0 106.2
20171109-11.1% -2.4 -6.3 -17.9 -17.3 -22.5 -20.4 -35.0
20181018-11.1% -1.0 2.5 .0 2.5 2.5 5.0 -25.0
20191120-11.1% 23.8 41.2 41.2 31.3 13.8 -22.5 -7.5
20200610-11.1% .0 -12.5 4.2 -8.3 -16.7 -31.2 .0
20170206-11.2% -.5 -1.7 9.1 22.3 17.1 5.1 4.3
20200204-11.2% 13.9 6.3 1.3 1.3 8.9 1.3 -22.8
20190710-11.5% 3.3 17.9 13.8 22.0 21.1 17.1 5.7
20191202-11.5% .0 -3.0 -34.0 -35.0 -28.0 -30.0 -30.0
20181113-11.6% -21.1 -5.3 -21.1 -68.7 -58.4 -67.9 -65.8
20170320-11.7% 6.4 9.3 15.6 27.9 16.2 8.7 4.5
20180802-11.7% 8.4 16.9 15.7 15.7 15.7 -3.6 2.9
20190227-11.9% 6.1 -1.5 -5.3 6.1 9.8 7.6 -15.9
20200622-11.9% 15.9 .0 -27.3 -11.4 25.0 13.6 2.3
20170403-12% -9.1 -9.7 -14.7 -22.7 -40.9 -53.2 -63.6
20200207-12.2% 6.3 1.3 1.3 8.9 1.3 -22.8 -1.3
20180416-12.3% .0 20.9 28.1 28.1 31.3 31.6 56.2
20180329-12.5% .0 -2.7 -12.2 -2.4 -22.0 -5.6 .0
20181121-12.5% .0 -60.3 -47.3 -59.3 -56.7 -55.0 -63.3
20190404-12.6% .9 7.3 -18.2 -25.5 -27.3 -28.2 -29.1
20181207-12.7% .0 3.8 -15.4 -26.2 -42.3 -44.6 -31.5
20200520-12.9% .0 27.7 17.0 6.4 -4.3 2.1 -10.6
20170426-13% .4 .3 10.5 187.6 117.6 128.8 121.0
20180403-13% 14.7 3.4 14.9 -8.0 11.2 17.8 17.8
20170525-13.1% 9.1 9.0 -11.3 -17.2 -21.8 -33.3 -42.4
20190204-13.1% -.7 4.3 -.7 .7 -4.3 7.9 -12.9
20180719-13.2% -7.0 -.9 -5.7 -21.7 -8.9 -13.0 -13.2
20170316-13.3% -25.0 -26.9 -30.8 -11.5 -23.1 -23.6 -27.8
20200304-13.3% 50.0 67.3 55.8 78.8 73.1 63.5 130.8
20160523-13.4% -22.2 31.1 28.9 24.4 33.3 30.7 28.7
20171207-13.4% .0 -15.6 -11.1 10.9 10.7 8.0 10.0
20200811-13.4% .0 -13.3 -13.3 -31.1 13.3 -8.9 -8.9
20190301-13.5% 15.7 .8 21.5 19.8 17.4 -8.3 13.2
20200603-13.7% 4.0 8.0 14.0 14.0 -12.0 -12.0 -16.0
20200624-13.7% .0 -4.5 -25.0 25.0 18.2 34.1 4.5
20200805-14% .0 4.7 -9.3 -9.3 -9.3 20.9 -4.7
20170616-14.1% -1.0 2.7 -9.1 -21.7 -5.2 -4.5 -22.7
20170504-14.2% -9.8 134.9 77.8 86.9 80.5 64.1 63.9
20190430-14.2% .0 -1.3 6.4 9.0 14.1 -1.3 2.6
20200331-14.2% 5.0 -.8 -9.2 -9.2 -19.2 -15.0 -29.2
20201105-14.2% 11.1 5.6 8.3 -8.3 13.9 27.8 38.9
20170511-14.6% -19.1 -13.6 -9.1 -25.0 -18.2 -31.8 -36.8
20201110-14.6% 8.6 11.4 -5.7 17.1 31.4 42.9 48.6
20190322-14.7% -8.3 13.2 -9.1 -8.3 -2.5 -25.6 -32.2
20190426-15% 15.2 19.0 -2.5 1.3 6.3 17.7 2.5
20160519-15.2% 4.0 -3.0 18.0 22.0 10.0 18.0 13.0
20180102-15.2% 20.1 21.1 94.2 55.3 33.5 33.5 69.9
20180119-15.3% .0 9.1 20.0 23.6 17.3 18.2 22.7
20181212-15.4% 12.5 -8.3 -20.0 -37.5 -40.0 -25.8 -9.2
20190814-15.4% -8.4 -12.2 -12.2 -21.4 -12.2 -9.2 -6.1
20160518-15.7% -15.3 -40.7 .0 -1.7 -5.1 1.7 -.3
20170808-15.8% -8.5 -10.9 -10.9 -5.9 -5.9 6.9 18.8
20181106-15.8% 9.8 4.9 -19.5 -16.3 -39.0 -66.8 -62.2
20190401-15.9% -.9 .0 6.3 -18.9 -26.1 -27.9 -28.8
20190503-15.9% -2.5 5.1 7.6 12.7 -2.5 1.3 -6.3
20170602-16% -2.5 -8.9 -13.9 -26.7 -36.7 -27.0 -36.9
20180517-16% 19.0 19.0 21.2 18.6 13.1 4.8 19.0
20170712-16.2% -3.3 -14.7 2.3 46.8 59.2 42.1 14.9
20180705-16.4% 7.1 -1.6 -1.8 -5.4 -6.3 -1.8 -16.1
20180822-16.6% .0 5.5 9.5 9.5 15.5 14.5 21.3
20181123-16.6% -40.0 -30.0 -51.2 -48.0 -52.0 -56.0 -58.0
20200225-16.6% .0 -23.7 -2.5 8.7 1.2 16.2 12.5
20200924-16.6% 22.5 5.0 -2.5 -12.5 -7.5 -25.0 -22.5
20201016-16.6% 3.3 26.7 10.0 16.7 40.0 36.7 16.7
20170424-16.8% -6.1 -27.1 16.7 8.3 100.5 91.4 82.3
20160506-17% -7.2 -7.8 -15.7 -37.3 -41.6 -28.9 -26.5
20190828-17.6% -8.7 6.8 11.7 18.4 20.4 45.6 54.4
20201209-17.9%
20200608-18.1% 20.0 26.7 26.7 -2.2 -2.2 -6.7 -26.7
20200427-18.2% 1.2 14.1 -21.2 -32.9 -32.9 -36.5 -29.4
20180112-18.8% .0 .2 -13.3 10.9 7.9 -23.0 4.5
20170512-19% 9.6 15.2 11.2 1.1 1.0 -17.8 -23.3
20200325-19% -4.5 34.8 25.8 34.8 32.6 18.0 10.1
20190521-19.3% 2.7 6.7 -1.3 9.3 9.3 8.0 17.3
20190411-19.4% .0 -11.6 -16.8 -2.1 -17.9 -16.8 -17.9
20200831-19.6% .0 .0 .0 4.9 -2.4 -2.4 19.5
20200429-19.7% -1.4 -5.8 -23.2 -20.3 -27.5 -31.9 -13.0
20171220-19.8% 24.7 24.5 21.5 23.8 24.7 100.0 60.0
20160810-19.9% 3.6 7.2 1.8 .1 7.1 -3.2 21.4
20200825-20.5% 35.5 32.3 32.3 32.3 48.4 -3.2 29.0
20181127-20.6% 14.3 30.3 25.2 19.3 3.4 -10.9 -45.4
20200616-20.7% 35.7 4.8 4.8 .0 -21.4 31.0 23.8
20181114-21% 10.0 14.3 -16.7 -54.7 -48.3 -50.3 -52.7
20181204-21.2% .0 6.6 10.7 -9.8 -21.3 -38.5 -41.0
20170314-21.7% -1.6 -43.6 -40.0 -37.0 -18.0 -36.1 -38.0
20160524-22.2% 38.6 68.6 74.3 57.1 68.6 61.4 68.6
20190809-22.3% .0 18.8 13.9 13.9 2.0 13.9 17.8
20200618-22.8% 13.6 .0 -9.1 -25.0 9.1 31.8 13.6
20190807-23% 30.0 55.0 20.0 25.0 25.0 -6.0 10.0
20191210-23% -5.7 -7.1 2.9 .0 .0 14.3 25.7
20170418-23.5% -3.8 -15.6 -30.8 -30.8 -23.8 98.2 50.0
20200302-23.7% -1.6 42.6 41.0 34.4 36.1 80.3 39.3
20200717-23.7% .0 6.7 22.2 11.1 -4.4 15.6 -4.4
20200701-23.8% 3.1 50.0 81.2 56.2 40.6 50.0 71.9
20200508-24.2% 7.5 7.5 1.9 13.2 1.9 11.3 -1.9
20170317-25% -11.7 -6.1 -1.4 28.3 .1 -3.0 -7.7
20200227-25% 33.3 -13.3 45.0 46.7 35.0 43.3 48.3
20180205-26.4% 10.0 37.0 35.0 32.6 35.0 24.2 28.0
20201130-28.2%
20200504-28.8% -5.8 -23.2 -20.3 -27.5 -31.9 -13.0 -20.3
20160725-28.9% -44.6 -32.1 -21.1 33.9 3.6 7.2 1.8
20181224-32.2% .0 6.2 12.3 49.2 53.8 69.2 56.9
20200916-37.4% 33.3 33.3 63.3 40.0 30.0 16.7 23.3
20181126-40% -20.7 5.3 -18.7 -13.3 -10.0 -26.7 -36.0
20160928-42.7% 25.2 53.3 52.3 48.6 40.2 27.1 32.7
20160726-44.6% -3.2 52.3 82.1 125.8 109.7 94.5 81.0

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

Of the 1,235 trading days from 2016 to 2020, there were 141 days in which ATLS was up more than 10%. This table shows the average price changes over the 141 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ 10% -1.3 1.3 2.1 4.6 6.3 4.4 5.0

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

Of the 1,235 trading days from 2016 to 2020, there were 133 days in which ATLS was down more than -10%. This table shows the average price changes over the 133 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ -10% 2.4 6.7 6.9 7.2 6.4 5.9 4.1

Table 10. Periods when ATLS moved 5% or more

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

DatePrice ChangePrice Change after 5% Move
Days after:14710131619
2017050993.5% 12.1 -15.2 -10.8 -13.9 -21.7 -21.8 -36.4
2020033064.7% -14.3 -20.0 -14.3 -15.7 -25.0 -30.0 -25.7
2019081353.4% -15.5 -22.6 -25.8 -19.4 -25.8 -27.1 -22.6
2020120251.5%
2020030550% 11.5 10.3 5.1 6.4 41.0 9.0 61.5
2018011148.1% -18.9 -20.0 -31.2 -25.0 -17.5 -15.0 -19.4
2020050142.6% -28.9 -27.8 -43.3 -47.4 -51.5 -38.1 -46.4
2017050342.3% -14.3 79.6 39.1 48.4 56.2 28.9 40.6
2016052538.5% 13.4 23.7 18.6 19.6 22.8 22.5 20.1
2019012536.3% 10.0 6.0 -8.0 -3.3 -8.0 -6.7 -11.3
2020061735.7% -22.8 -10.5 -22.8 -43.9 -31.6 -3.5 -12.3
2020082635.4% 23.8 -2.4 -2.4 -2.4 2.4 -4.8 -4.8
2020022833.3% -23.7 -2.5 8.7 1.2 16.2 12.5 6.3
2020091733.3% .0 20.0 22.5 5.0 -12.5 -12.5 -10.0
2019080829.9% -22.3 .8 -7.7 -11.5 -3.8 -11.5 -13.1
2018112928.6% -9.7 -30.3 -25.7 -22.9 -37.1 -45.1 -57.1
2017110828.5% -11.1 -16.7 -24.4 -26.4 -27.8 -24.4 -38.9
2016080427.6% 16.9 -.8 9.9 -4.3 3.9 6.3 -5.9
2020052227.6% .0 -13.3 -3.3 -8.3 -20.0 -11.7 -26.7
2018041826.5% -4.4 -2.0 8.6 3.7 3.7 20.5 23.0
2016092925.2% 11.2 27.6 18.7 11.8 .0 3.0 7.5
2017121924.7% -19.8 .0 -3.8 -17.4 .6 8.2 30.1
2017122124.7% .0 -1.8 -2.6 .2 .2 30.1 28.3
2019031124.7% -5.8 -7.1 -9.0 -28.8 -12.2 -29.5 -28.8
2016080124.2% -2.5 39.8 18.6 31.4 14.4 24.2 27.1
2020082723.8% -1.9 -21.2 -21.2 -13.5 -7.7 -23.1 -7.7
2019112123.7% 21.2 16.2 1.0 1.0 -29.3 -39.4 -29.3
2016092023.6% 20.6 53.9 31.4 60.8 59.8 55.9 47.1
2020070723% 14.6 8.3 22.9 -4.2 12.5 10.4 4.2
2017072422.9% 17.2 26.7 17.6 8.6 -18.6 -9.5 -9.6
2020102222.5% -2.6 .0 -7.9 -5.3 -7.9 -7.9 -13.2
2020092522.4% .0 -14.3 -28.6 -28.6 -26.5 -36.7 -22.4
2019083022.3% .0 3.5 7.0 -2.6 20.0 38.3 36.5
2020032422.2% -19.1 27.3 12.7 .0 -.9 -3.6 -9.1
2018120622.1% -12.8 -19.5 -26.2 -29.5 -56.4 -53.7 -51.0
2018092421.9% -4.1 -8.4 -3.1 -7.0 -13.1 -.4 -19.0
2019010321.9% 2.2 11.2 19.1 18.0 22.5 68.5 82.0
2018110521.7% -15.8 -13.8 -38.4 -26.1 -38.4 -75.6 -67.6
2018101621.4% -7.6 -15.8 -17.9 -13.8 -17.9 -7.6 -11.7
2019112221.2% .0 -4.2 -16.7 -19.2 -45.0 -45.8 -40.0
2020080720.9% .0 -17.3 -25.0 -25.0 -19.2 -21.2 -21.2
2016092120.5% 18.7 52.0 21.1 39.0 29.3 21.8 8.9
2019050220.5% -16.0 -17.0 -9.6 -10.6 -20.2 -14.9 -21.3
2018010320.1% 1.0 1.0 31.1 29.3 11.1 21.2 33.3
2017050820% 93.5 49.8 59.9 68.4 38.9 51.5 26.3
2020060920% -11.1 -1.9 -18.5 -5.6 -18.5 -40.7 -27.8
2018012619.9% -2.8 -2.8 -23.6 -4.9 -6.2 -7.9 -6.2
2020092319.9% -16.7 -6.2 -18.7 -27.1 -25.0 -25.0 -35.4
2020110419.9% -14.3 -16.7 -16.7 -21.4 -4.8 7.1 -21.4
2016042819.7% -1.2 3.5 -9.4 -10.0 -17.6 -38.8 -42.9
2018111619.6% -8.9 -24.1 -69.9 -60.0 -69.1 -67.1 -65.8
2019042519.2% -15.1 -16.1 -17.2 -10.8 -8.6 -4.3 -17.2
2016092719.1% -42.8 -10.7 -10.7 -23.5 -15.5 -29.4 -24.6
2019041019.1% -19.5 -28.0 -30.5 -33.9 -22.9 -20.3 -34.7
2018051819% 6.0 .0 -.4 -.4 -5.0 -6.0 7.0
2017062218.9% -2.7 -7.3 -14.2 -8.0 -7.1 -25.0 -26.2
2016072918.7% 24.2 48.5 84.2 71.1 58.7 47.6 47.4
2020061218.7% -7.0 -22.8 -10.5 -22.8 -43.9 -31.6 -3.5
2016092218.6% -2.1 -26.7 14.4 14.4 -2.1 8.2 -9.6
2020070618.1% 23.1 48.7 28.2 15.4 23.1 41.0 28.2
2020071617.9% -23.7 -22.0 -10.2 -15.3 -15.3 -11.9 -23.7
2016090617.2% 11.8 52.9 97.4 200.0 320.6 214.7 391.2
2018020717.2% 5.1 -3.9 2.8 .8 .5 -3.7 -.8
2018062217.2% -3.8 .3 12.0 .3 -7.9 -8.0 -11.4
2017072517.1% -.4 8.0 -3.6 -22.0 -22.9 -22.8 -28.2
2019060417.1% -7.3 -11.0 4.9 19.5 46.3 70.7 76.8
2016080516.9% 13.6 -12.1 -9.1 -13.6 -15.1 -9.1 -17.9
2019062516.6% .0 3.6 12.1 -.7 -7.9 .0 .0
2016091416.5% 11.8 70.0 138.3 78.3 178.3 178.3 138.3
2018070316.5% .0 -17.9 -17.8 -16.9 -26.4 -21.6 -25.4
2019032716.2% 6.2 -14.7 -14.0 -8.5 -30.2 -36.4 -38.0
2019071516.2% -3.3 -6.7 .0 -.7 -4.0 -13.3 -32.7
2020062315.9% -13.7 -21.6 -35.3 -5.9 13.7 -2.0 -11.8
2019030415.7% -7.1 -10.7 .0 3.6 1.4 -20.7 -5.7
2017033015.6% 8.7 -15.2 -17.8 -21.8 -43.5 -42.7 -61.0
2016091215.5% -1.0 47.1 136.5 201.9 157.7 215.4 213.5
2018122615.3% -8.0 -4.0 21.3 32.0 41.3 40.0 45.3
2019042915.1% -14.3 -13.2 -14.3 -6.6 -7.7 -17.6 -12.1
2020102815.1% -7.9 -7.9 5.3 .0 2.6 -13.2 7.9
2020031814.8% -10.8 18.3 -8.6 35.5 28.0 17.2 17.2
2018062614.7% -1.5 -12.9 -15.2 -16.7 -16.5 -7.4 -20.5
2018040414.6% -.8 -4.8 -8.5 1.5 -12.3 2.8 5.3
2019040314.5% -12.7 -21.4 -24.6 -33.3 -37.3 -26.2 -38.1
2020070814.5% .0 -9.1 -18.2 -16.4 -3.6 -9.1 -9.1
2016072114.2% -10.5 -65.9 -46.4 -35.9 -20.5 -26.1 -31.5
2018112814.2% 28.7 -10.3 -4.4 -11.8 -19.1 -22.8 -52.2
2020020314.1% -11.2 -11.2 .0 -4.5 -10.1 -10.1 -10.1
2016091614% 7.9 90.8 144.4 94.8 123.5 107.8 95.8
2020020513.9% .0 -5.6 -5.6 -1.1 6.7 -33.3 -33.3
2019121713.8% -5.4 -8.1 -5.4 8.1 8.1 18.9 16.2
2019091713.7% -2.1 12.8 11.3 -2.1 -7.8 -3.5 -13.5
2016050513.6% -17.0 -20.0 -26.7 -50.0 -65.0 -41.0 -42.0
2016080813.6% -6.7 -13.3 -19.6 -25.2 -25.3 -25.3 -22.7
2018061313.6% 7.0 22.0 19.6 30.0 15.0 12.0 10.0
2020061913.6% -12.0 -12.0 -16.0 -34.0 10.0 4.0 18.0
2016052613.4% 7.3 5.5 1.8 9.1 6.9 5.3 7.3
2018042413.4% 3.3 3.3 5.8 6.0 25.9 25.9 33.5
2018051013.4% 2.5 2.5 8.6 2.5 2.0 2.0 -2.7
2017082913.2% 4.8 16.4 7.2 16.3 3.8 -3.0 -.1
2018031512.7% -11.0 -22.9 -19.2 -21.2 -33.1 -23.8 -24.0
2017070312.6% .0 .8 -9.4 -13.5 -17.5 33.5 44.3
2020072412.5% -1.9 -7.4 -7.4 -3.7 -16.7 -27.8 -27.8
2018121312.4% -8.9 -21.5 -51.9 -48.9 -46.7 -32.6 -26.7
2016110912.3% .0 -5.8 -14.8 -18.7 -34.2 -45.2 -42.3
2017072112.3% 22.9 39.0 40.7 38.9 2.8 .1 .1
2018090412.3% -11.0 -6.1 -6.9 -1.4 -18.5 -4.7 -15.7
2019010812.3% -9.2 -2.8 -3.7 .0 37.6 48.6 27.5
2019061112.3% -1.2 7.3 35.4 70.7 76.8 91.5 69.5
2019020712.1% -7.6 -12.1 -10.8 -15.3 -4.5 -22.9 -12.7
2020112012.1%
2016081212% -4.6 -16.9 -9.8 -7.7 -18.3 -10.8 30.5
2016100312% -1.8 -2.4 -4.8 -10.2 -18.6 -15.0 -4.8
2017051012% -14.6 -18.5 -22.4 -26.3 -30.2 -30.7 -42.1
2017072812% -.1 -10.8 -27.9 -28.6 -28.6 -33.6 -32.1
2018061511.9% .2 -14.9 10.2 -4.0 11.9 -8.2 -8.0
2016042711.8% 19.7 25.4 16.9 12.7 3.2 -29.6 -50.7
2016091511.8% 14.0 83.3 134.0 99.7 144.4 142.9 137.0
2016090711.7% 11.6 35.5 101.3 223.7 313.2 252.6 331.6
2016090811.6% 6.1 41.4 94.5 244.2 340.8 251.2 303.1
2019102111.6% -6.4 -8.8 -8.8 -8.8 -9.6 -.8 -10.4
2020022411.6% -16.7 -16.7 -45.8 -9.4 -8.3 -15.6 -10.4
2020091511.6% -37.5 -16.7 -16.7 -6.2 -18.7 -27.1 -25.0
2019031511.5% .0 -2.1 -23.4 -9.0 -13.1 -31.0 -34.5
2020030611.5% .0 1.1 -6.9 -1.1 2.3 60.9 42.5
2020111611.4%
2019061811.3% 7.1 22.4 45.9 48.0 49.0 25.5 53.1
2017071911.2% -4.1 55.3 67.9 55.8 43.9 7.9 19.9
2020021911.2% -10.1 -10.1 -10.1 -41.6 -2.2 -1.1 -9.0
2016093011.1% 12.1 12.1 -4.0 6.0 -11.4 -5.4 1.3
2016101211.1% -5.8 -15.7 -13.2 -9.4 .0 -9.4 -13.2
2017081511.1% .0 -7.0 -5.0 3.1 20.0 12.0 15.0
2020110611.1% 2.5 -12.5 -7.5 -7.5 12.5 -17.5 22.5
2017081111% -9.9 -9.9 -4.9 -4.9 8.1 20.1 10.6
2017081811% -6.9 -4.9 3.2 20.1 12.1 15.1 10.1
2017021510.9% 9.9 8.8 1.1 -8.8 -8.7 -7.8 -33.0
2019091610.7% 13.7 32.3 28.2 4.8 12.9 6.5 .8
2018100210.6% 3.3 -.9 -7.4 6.1 -13.7 -10.7 -12.9
2016032310.4% 1.9 -5.7 .0 1.9 5.7 7.5 10.4
2018111510% 19.7 -9.1 -54.5 -47.0 -63.0 -60.6 -63.6
2019012810% 1.2 -3.0 -15.2 -12.1 -12.1 -18.8 -13.3
2020010610% .0 .0 5.7 2.3 -3.4 -3.4 -11.4
201709219.9% 3.6 -4.5 -4.5 -16.4 -18.2 -25.7 -18.2
201802069.9% 17.3 18.2 22.7 22.7 22.2 13.1 14.5
201702169.8% 2.0 -2.0 -9.8 -17.0 -13.9 -14.8 -40.0
201705019.8% 2.3 12.6 193.2 121.8 133.2 125.3 104.8
201609269.7% 19.1 -5.1 8.9 1.3 -4.6 -14.6 -12.1
201808079.7% .4 -.6 -.6 -.6 -17.2 -11.6 -9.3
201811079.7% -8.9 -15.6 -12.2 -33.3 -66.7 -61.1 -72.9
201911129.7% -5.6 -19.4 -20.2 -8.9 -8.9 -15.3 -26.6
202009109.7% 2.2 -33.3 -11.1 -11.1 .0 -13.3 -22.2
202011259.7%
201807189.6% -13.3 -14.1 -10.0 -23.1 -28.0 -18.2 -24.7
201705159.5% 7.7 2.6 -2.6 -7.7 -8.4 -23.5 -32.3
202004249.4% -18.3 -34.6 -37.5 -49.0 -47.1 -51.9 -54.8
201909209.3% -3.0 -4.3 -15.9 -20.7 -17.1 -25.6 -26.8
201812119.2% -15.5 -22.5 -26.1 -54.2 -51.4 -48.6 -31.7
201705269% .0 -.7 -17.1 -26.7 -27.8 -39.5 -37.2
201801259% 20.0 16.7 -16.7 13.0 3.3 10.5 8.3
201808219% -16.7 -12.3 -14.4 2.5 -10.4 -4.6 -1.9
202004089% -9.2 -9.2 -19.2 -15.0 -29.2 -43.3 -45.8
201709018.8% .0 -7.9 -.1 -10.8 -16.7 -14.2 -12.5
201802148.8% .0 .0 -.4 -7.9 -6.7 -11.1 -25.2
201703318.6% -12.0 -20.1 -25.2 -28.1 -50.0 -56.1 -64.0
201908218.6% -8.0 .0 -8.0 -9.6 -4.0 -8.8 12.8
201908268.6% .0 -8.0 -9.6 -4.0 -8.8 12.8 31.2
201909198.6% 9.3 6.0 -13.3 -6.7 -12.0 -16.7 -20.0
202011118.5% -7.9 -2.6 -2.6 18.4 -13.2 28.9 31.6
201808038.4% -2.2 11.1 2.2 5.3 -11.1 -6.4 -8.7
201711278.3% -4.6 -2.0 -20.0 -38.3 -44.5 -23.2 -23.2
201912168.3% 13.8 7.7 7.7 13.8 23.1 35.4 35.4
201907038.2% .0 -11.5 -17.8 -10.8 -10.8 -8.9 -14.0
202004138.2% -7.6 -17.8 -13.6 -28.0 -42.4 -44.9 -55.1
201906218.1% .0 19.2 20.8 21.7 2.5 25.0 19.2
201912318.1% .0 10.0 10.0 13.8 12.5 11.2 6.3
202011238.1%
202005198% -13.0 11.1 -3.7 7.4 1.9 -11.1 -1.9
201801107.9% 48.1 18.5 1.9 1.9 29.6 29.6 1.9
201609197.8% 23.6 73.3 29.7 102.4 102.4 73.3 91.5
201705187.8% -2.4 -7.3 -12.2 -12.8 -27.2 -35.6 -36.6
201705167.6% -9.5 -4.8 -21.4 -14.3 -28.6 -33.8 -33.8
201707057.5% -.3 .7 -18.8 -20.0 5.9 19.8 21.3
201902227.5% 2.8 -2.1 -9.1 -12.6 -2.1 1.4 -.7
202005117.5% -3.5 -10.5 -17.5 5.3 -8.8 1.8 -3.5
201604127.4% -.2 -3.3 -3.6 5.6 39.7 46.3 28.0
201809107.4% .4 1.7 5.0 5.8 -2.8 -.6 -1.5
202002217.4% 11.6 -30.2 -30.2 1.2 .0 -4.7 -3.5
201707107.3% .0 -19.3 -20.6 5.2 19.0 20.5 19.0
201804277.3% -6.8 -4.5 -4.3 13.6 13.6 20.5 13.6
201605277.2% .0 3.4 -6.8 .0 -4.2 .0 -1.7
202006017.2% -1.7 -6.8 -18.6 -10.2 -25.4 -13.6 -25.4
201608267.1% .0 -9.7 13.3 50.0 100.0 175.0 386.7
201807067.1% -8.3 -8.2 -7.2 -17.8 -12.5 -16.7 -30.8
201906197.1% 5.7 33.3 38.1 49.5 32.4 21.0 38.1
201907237.1% .0 -.7 -4.0 -13.3 -32.7 -12.7 -20.0
201609027% .0 46.3 77.6 163.8 324.1 441.4 362.1
201901147% 3.8 -3.8 2.8 55.7 50.0 30.2 36.8
201806146.9% 12.0 2.8 7.5 12.1 25.2 12.1 3.0
201809076.9% 7.4 6.5 12.8 -6.7 9.1 -3.5 5.8
201612136.8% -4.0 -16.0 -11.5 -16.7 -17.2 -17.8 -19.5
201806116.8% -6.4 27.4 17.0 22.3 27.7 42.6 27.7
201901226.8% .0 51.4 45.9 26.6 33.0 26.6 28.4
201910036.8% -7.1 -2.9 -12.9 -14.3 -16.4 -18.6 -18.6
201703286.7% 3.5 14.5 4.0 -2.8 -6.5 -35.0 -42.9
201607286.6% 18.8 38.1 134.4 81.2 87.6 78.1 75.2
201712156.6% 3.9 29.6 29.4 26.2 28.6 29.6 107.8
201803286.5% -12.6 -25.8 -15.6 -15.8 -31.8 -17.5 -15.4
201808316.5% .0 -8.2 5.9 7.3 10.7 11.6 2.5
201901076.5% 12.4 2.1 12.4 5.2 13.4 72.2 64.9
201807236.4% .0 4.8 -10.5 -16.2 -4.8 -12.4 -9.7
201905096.4% -3.6 1.2 12.0 -2.4 -3.6 -10.8 -8.4
201703216.3% 3.8 -1.6 25.7 9.3 8.6 2.6 -7.1
201709266.3% -4.1 -4.1 -16.0 -17.8 -25.4 -17.8 -25.1
202002106.3% 1.2 1.2 6.0 14.3 -28.6 -28.6 3.6
201903286.2% -3.6 -8.0 -27.0 -30.7 -38.0 -40.1 -43.1
201905136.2% .0 4.7 -9.4 -5.9 -12.9 -3.5 -3.5
202002146.2% .0 -5.9 -5.9 -5.9 -38.8 2.4 3.5
202004066.2% -7.6 -8.4 -10.9 -16.0 -20.2 -27.7 -18.5
201607086.1% -5.8 -10.8 -21.6 -21.0 -69.9 -52.7 -43.4
201611086.1% 12.3 .0 -2.2 -11.6 -18.0 -31.8 -38.4
201906136.1% .0 22.1 39.5 66.3 68.6 69.8 43.0
201910016.1% -5.1 -5.8 -9.4 -13.0 -18.8 -18.1 -17.4
201604016% -3.8 .9 13.5 7.5 7.5 17.9 60.4
201609096% 15.6 49.1 126.7 217.8 137.8 271.1 271.1
201801316% .0 -21.4 -2.1 -3.6 -5.3 -3.6 -11.3
201902286% -13.6 -2.1 11.4 -7.1 1.4 -13.6 -7.9
201805215.9% -3.8 -4.0 -6.0 -13.2 -17.0 -17.0 13.0
201905175.9% 4.5 -9.0 -10.1 -16.9 -14.6 -18.0 -3.4
201907315.9% .7 -9.1 -29.4 -8.4 -16.1 -19.6 -12.6
201710185.8% .0 -8.9 -10.6 -16.7 -17.8 -11.1 -16.7
202001145.8% 2.2 -1.1 -6.6 -6.6 -14.3 -1.1 -7.7
201611155.7% 2.1 -9.6 -13.7 -31.5 -40.8 -41.1 -44.2
201906205.7% 8.1 26.1 30.6 41.4 25.2 16.2 26.1
201912305.7% 8.1 8.1 18.9 16.2 32.4 14.9 14.9
202005295.7% 7.3 -5.5 -1.8 3.6 3.6 -20.0 -20.0
202006055.7% -18.2 -12.7 -23.6 -9.1 -20.0 -27.3 -40.0
201608195.5% -1.6 -1.8 -1.8 1.8 33.3 82.5 135.4
201804105.5% 3.9 -15.8 1.8 4.5 15.8 10.5 10.5
201606085.4% 3.4 1.4 -.2 1.7 -5.2 -9.5 -14.7
201610145.4% -5.1 -13.9 -10.1 .6 -6.3 -17.7 -1.9
201612225.4% -4.5 -3.8 -6.5 -10.4 -9.1 -9.2 -9.7
202007105.4% -10.3 1.7 -20.7 -6.9 -8.6 -13.8 -25.9
201612065.3% -3.9 -9.0 -8.4 -17.9 -17.9 -17.2 -19.6
201706125.3% -7.2 -20.9 -31.7 -21.3 -32.0 -30.3 -29.7
201903065.3% -10.9 7.3 5.8 3.6 -19.0 .0 -19.7
201909055.3% -3.4 2.5 4.2 26.1 33.6 21.8 10.1
202001165.3% -8.2 -9.2 -13.3 -20.4 -19.4 -19.4 -9.2
201610285.2% .0 -9.4 -13.2 -5.0 -6.3 -17.0 -20.8
201808275.2% .2 4.0 4.0 9.7 8.8 15.2 -4.8
201606025.1% -5.7 -4.9 -2.4 -2.6 -4.5 -4.1 -18.0
201606165.1% -2.5 -.7 -7.4 -11.6 -16.7 -16.0 -21.7
201702105.1% -1.2 22.0 20.7 12.2 1.2 1.3 2.3
201802085.1% 1.0 -.4 -2.2 -.4 -8.4 -5.6 -11.5
201811015.1% -2.4 9.8 4.9 -19.5 -16.3 -39.0 -66.8
201905235.1% -1.2 -8.6 -13.6 -3.7 1.2 6.2 29.6
201906075.1% -11.0 4.9 19.5 46.3 70.7 76.8 91.5
201606305% .0 -4.8 -10.5 -15.2 -25.5 -25.0 -71.4
201709115% 4.3 -7.0 -13.0 -10.4 -8.7 -12.2 -18.4
201810305% -7.1 16.0 -2.4 -9.5 -6.0 -28.6 -64.3
201902145% -3.4 -4.1 1.4 -3.4 -10.3 -13.8 -3.4
201912045% -4.8 -33.3 -42.9 -33.3 -35.2 -33.3 -23.8
20160414-5% .0 .0 9.6 49.1 56.1 45.6 40.4
20161017-5% -10.7 -8.0 -4.0 6.0 -4.0 -8.0 .7
20170621-5% 18.9 5.3 -9.4 9.8 10.5 -10.5 -21.1
20191002-5% 6.9 .8 -4.6 -8.4 -4.6 -14.5 -13.0
20191106-5% .0 9.7 -.9 -29.2 6.2 1.8 -11.5
20191115-5% -10.7 -11.6 .9 .9 -6.2 -18.7 -44.6
20160831-5.1% 2.1 28.1 69.5 126.0 210.8 449.9 604.3
20171106-5.1% -5.4 5.5 1.4 -11.2 -10.5 -16.2 -13.9
20171204-5.1% -8.9 -25.5 -37.1 -33.8 -17.4 -17.5 -19.5
20180212-5.1% -4.6 2.0 .0 -.3 -4.5 -1.5 -9.2
20201117-5.1%
20170301-5.2% -.0 3.8 2.6 -27.7 -58.6 -55.9 -53.7
20190415-5.2% -5.6 -8.9 -13.3 1.1 4.4 -14.4 -11.1
20160628-5.4% -3.8 1.0 -9.6 -9.6 -23.1 -26.0 -46.2
20170417-5.4% -23.5 -22.4 -47.3 -48.3 -35.5 35.2 4.7
20170919-5.4% -3.8 -1.0 1.0 -2.9 -9.8 -14.5 -21.3
20171107-5.4% 28.6 11.4 7.1 -9.3 -14.3 -7.1 -13.7
20171206-5.4% -13.5 -27.7 -26.0 -23.1 -4.0 -7.7 -20.8
20190603-5.4% 17.1 17.1 15.7 25.7 58.6 100.0 107.1
20191218-5.4% 2.9 .0 .0 14.3 25.7 25.7 30.0
20190416-5.5% -1.2 -7.1 9.4 -8.2 -7.1 -8.2 .0
20200121-5.5% 4.7 .0 -8.2 -7.1 -7.1 4.7 .0
20191113-5.6% .9 -23.1 2.6 -1.7 -14.5 -14.5 -40.2
20200730-5.6% .0 -14.0 4.0 -14.0 -22.0 -22.0 -16.0
20160603-5.7% -2.6 4.3 2.3 .7 2.6 -4.3 -8.7
20160705-5.7% 1.0 -5.1 -10.1 -21.0 -20.4 -69.7 -52.3
20180130-5.7% 6.1 -24.2 2.7 -6.1 .5 -1.5 -1.8
20190312-5.7% -4.8 -1.4 -3.4 -24.5 -10.2 -14.3 -32.0
20191211-5.7% -6.1 12.1 6.1 6.1 12.1 21.2 33.3
20200505-5.7% 3.1 -12.3 -12.3 -16.9 -7.7 -16.9 -9.2
20160711-5.8% .0 -14.9 -18.1 -40.4 -66.0 -51.1 -29.8
20161013-5.8% 5.5 -11.9 -5.9 .8 1.5 -13.9 3.5
20161130-5.8% -9.7 -4.9 -10.8 -11.3 -22.4 -18.2 -23.0
20170224-5.8% -2.0 -9.8 -6.4 -7.4 -34.8 -62.6 -60.2
20191126-5.8% 1.8 -11.5 -11.5 -38.1 -46.9 -38.1 -39.8
20200218-5.8% 11.2 20.0 -25.0 -25.0 8.7 7.5 2.5
20160627-5.9% -5.5 -4.5 -9.1 -14.5 -19.1 -28.9 -28.4
20170707-5.9% 7.4 -13.1 -23.3 -8.1 31.9 43.0 27.7
20160707-6% 6.2 -1.1 -18.1 -6.4 -67.0 -59.6 -53.0
20191212-6% -3.2 12.9 9.7 12.9 29.0 29.0 41.9
20170425-6.1% -13.0 -14.7 6.5 123.2 72.8 84.5 94.2
20171020-6.1% -3.0 -5.3 -7.7 -7.7 6.5 -7.7 -11.2
20191209-6.1% -23.1 -34.1 -23.1 -25.3 -23.1 -12.1 -12.1
20171212-6.2% 1.1 6.4 32.7 32.4 29.3 31.6 32.7
20180307-6.2% .0 -15.8 -22.8 -33.2 -30.0 -31.7 -42.0
20190805-6.2% -3.7 -25.2 -3.0 -11.1 -14.8 -7.4 -14.8
20171201-6.3% -5.2 -29.4 -41.0 -39.6 -37.2 -21.7 -24.6
20180612-6.3% 13.6 36.4 15.9 50.0 30.7 52.3 25.0
20191022-6.4% -3.4 -2.6 .0 1.7 -2.6 .0 -14.5
20181009-6.5% .0 -5.6 -5.9 -3.5 -5.9 -8.2 14.6
20190912-6.5% -1.8 21.1 39.5 37.7 21.1 14.0 19.3
20200914-6.5% 11.6 -7.0 11.6 14.0 -2.3 -18.6 -18.6
20160809-6.6% -20.0 -11.4 -22.9 -16.2 -14.3 -24.1 -17.1
20160830-6.6% -5.2 3.6 51.5 83.9 173.2 339.3 460.7
20191018-6.6% 11.6 .0 1.8 6.3 .9 .9 5.4
20200930-6.6% .0 -16.7 -16.7 -14.3 -26.2 -9.5 -21.4
20170203-6.7% -11.3 -17.0 -12.7 8.5 4.3 -4.1 -11.7
20170607-6.8% -1.7 -7.1 -20.9 -31.7 -21.2 -31.9 -30.2
20180430-6.8% 2.4 2.7 4.9 22.0 2.4 24.4 24.1
20200423-6.8% 9.5 -27.4 -27.4 -26.3 -42.1 -46.3 -50.5
20170821-6.9% 2.2 2.2 16.1 29.0 18.8 28.9 15.1
20180720-6.9% 6.5 6.5 -6.5 -8.7 -1.6 -2.6 -2.6
20190705-7% -4.8 -13.0 -.7 -4.1 2.7 2.1 -1.4
20200615-7% -20.8 -5.7 -17.0 -24.5 -37.7 -9.4 9.4
20170209-7.1% 5.1 16.7 30.8 25.2 12.3 11.5 5.5
20170613-7.1% .7 -15.6 -12.5 -22.5 -33.3 -19.2 -18.7
20180820-7.1% 9.1 -9.1 -3.0 -.5 -8.6 5.5 6.8
20181031-7.1% 5.1 5.1 7.7 -23.1 -7.7 -23.1 -69.5
20190305-7.1% 5.4 20.0 .0 9.2 -6.9 -.8 -14.6
20190314-7.1% 11.5 9.2 -14.6 5.4 -15.4 -14.6 -9.2
20191004-7.1% .0 -3.8 -7.7 -13.8 -13.1 -12.3 -10.0
20201002-7.1% .0 -10.3 -5.1 -23.1 -20.5 -7.7 -10.3
20160509-7.2% .0 -5.0 -23.4 -41.6 -28.6 -22.1 -25.3
20171009-7.2% 3.4 -6.1 3.4 -5.7 -8.0 -10.3 -10.3
20180621-7.2% 17.3 27.5 12.7 9.8 7.8 8.0 19.8
20170905-7.3% .7 3.4 -1.1 -6.5 2.5 -5.6 -5.6
20180607-7.3% .0 13.6 36.4 15.9 50.0 30.7 52.3
20181001-7.3% 10.6 9.6 2.4 -3.4 -3.6 -1.2 -3.6
20181015-7.3% 21.4 -1.2 2.2 -.2 2.2 2.2 4.7
20190605-7.3% 2.6 7.9 13.2 38.2 57.9 88.2 90.8
20201210-7.3%
20160329-7.4% .0 2.0 7.0 20.3 14.0 14.0 25.0
20161219-7.4% .6 .5 1.4 -1.5 -5.6 -4.2 -4.4
20190529-7.4% .0 10.8 10.8 9.5 18.9 50.0 89.2
20161122-7.5% 3.3 -16.4 -30.3 -26.6 -31.1 -31.6 -40.1
20181017-7.5% -11.1 -8.9 -11.1 -13.3 8.2 -8.9 -15.6
20200407-7.5% 9.1 7.3 -4.5 -10.9 -5.5 -37.3 -37.3
20180604-7.6% 3.3 -4.3 8.7 30.4 10.9 43.5 25.0
20180628-7.6% -4.2 11.7 -8.3 -8.2 -7.2 -17.8 -12.5
20190208-7.6% .0 .0 -7.6 -1.4 -9.0 -3.4 -15.9
20190927-7.6% -10.3 -3.4 -9.0 -13.8 -17.2 -13.8 -22.8
20200414-7.6% -2.8 -8.3 -12.8 -21.1 -11.0 -38.5 -47.7
20200417-7.6% 3.1 -2.1 -11.3 .0 -30.9 -41.2 -41.2
20180731-7.8% 2.0 -4.6 8.5 -.2 2.8 -13.2 -8.7
20180810-7.8% 4.1 4.1 4.1 -13.2 -7.4 -5.0 -12.8
20201029-7.8% .0 20.0 17.1 .0 5.7 5.7 28.6
20201112-7.8% .0 -5.7 14.3 28.6 -5.7 45.7 17.1
20181227-7.9% .0 5.8 40.6 44.9 59.4 47.8 58.0
20200313-7.9% 1.2 2.5 35.8 4.9 55.6 46.9 34.6
20171005-8% 2.0 -3.4 -11.1 -2.2 -10.9 -12.5 -18.5
20190822-8% .0 -10.4 .0 3.5 7.0 -2.6 20.0
20191010-8% .0 -4.0 .0 -10.4 -8.8 -4.8 -9.6
20170620-8.1% -5.0 9.5 -5.4 -3.0 -2.2 -12.1 -16.1
20200117-8.1% .0 -5.6 -5.6 -13.3 .0 -6.7 -11.1
20200929-8.1% -6.7 -13.3 -22.2 -17.8 -33.3 -31.1 -20.0
20170913-8.2% .0 -5.5 3.6 -4.5 -4.5 -16.4 -18.2
20180906-8.2% 7.0 13.9 17.2 9.5 16.7 11.4 17.9
20190325-8.2% .0 18.9 13.5 -9.9 -14.4 -23.4 -26.1
20200130-8.2% .0 15.4 7.7 2.6 2.6 10.3 2.6
20180709-8.3% .0 .2 11.1 -4.5 -4.5 -16.2 -18.2
20190815-8.3% .0 4.2 4.2 -21.7 -8.3 -4.2 1.7
20201027-8.3% 15.2 6.1 9.1 6.1 6.1 .0 21.2
20170313-8.4% -21.8 -50.0 -51.3 -53.8 -41.0 -48.7 -49.1
20170809-8.5% -2.6 8.2 8.1 7.9 -1.5 19.3 20.3
20181221-8.5% -32.3 -28.1 -25.0 -5.2 3.1 10.4 9.4
20161114-8.6% 5.8 -4.3 -8.7 -26.1 -38.4 -35.1 -39.1
20170627-8.6% 4.8 -3.0 4.0 5.0 -15.3 -16.6 10.5
20180314-8.7% 12.8 -12.8 -6.7 1.7 -13.2 -14.1 -17.6
20180413-8.7% -12.3 6.0 8.8 20.5 15.1 15.1 33.7
20190829-8.7% 22.3 20.2 27.7 21.3 50.0 74.5 69.1
20180921-8.8% 21.9 12.0 14.5 13.5 6.0 .0 -.2
20181108-8.8% 2.4 -26.8 -12.2 -26.8 -71.0 -61.5 -70.2
20181119-8.8% -4.7 -30.6 -62.2 -56.9 -58.6 -60.6 -65.8
20181214-8.8% -10.6 -14.6 -47.2 -43.9 -40.7 -21.1 -18.7
20170630-8.9% 12.7 20.8 22.0 -1.6 -3.1 28.3 45.2
20171205-8.9% -5.5 -27.1 -34.4 -9.3 -9.3 -10.9 -11.6
20170404-9% -2.5 -5.5 -10.1 -35.0 -34.1 -55.2 -56.0
20180409-9% 5.6 1.4 12.5 -2.8 13.9 16.7 16.9
20180730-9% -7.8 -10.0 -3.0 -4.0 -4.0 -4.0 -20.0
20200629-9% 5.0 -17.5 37.5 30.0 47.5 15.0 35.0
20190109-9.1% 1.0 11.1 3.0 10.1 66.7 60.6 39.4
20200409-9.1% .0 -2.8 -8.3 -12.8 -21.1 -11.0 -38.5
20170127-9.2% -4.2 -14.6 -29.7 -30.5 -22.9 -13.6 -17.2
20180920-9.2% -8.9 6.6 -5.7 3.4 -3.4 -1.6 2.3
20161117-9.3% -2.2 -6.7 -24.4 -37.0 -33.7 -37.8 -38.1
20171013-9.3% .1 10.2 .4 -1.5 -8.2 -9.4 -2.1
20171117-9.3% -3.4 -2.6 -8.8 -6.3 -23.5 -41.0 -46.9
20171124-9.3% 8.3 13.3 -8.3 -25.0 -36.7 -33.3 -16.8
20190730-9.3% 5.9 .0 -3.7 14.8 -11.1 -7.4 -7.4
20200814-9.3% .0 .0 -20.5 30.8 5.1 5.1 15.4
20170517-9.5% 7.9 4.2 -5.3 -5.4 -23.0 -28.1 -32.1
20170801-9.5% 2.7 -5.1 -28.9 -20.9 -21.0 -21.2 -28.1
20180423-9.5% 13.4 25.7 20.0 20.0 39.4 42.3 42.9
20170925-9.6% 6.3 4.4 -2.9 -15.5 -12.5 -17.5 -18.0
20200403-9.6% 6.3 -2.7 -2.7 -13.4 -8.9 -24.1 -39.3
20161201-9.7% 1.8 1.2 -4.2 -3.5 -13.5 -13.5 -12.8
20170131-9.7% 1.0 -18.2 -23.5 -19.6 .0 -3.9 -11.6
20170505-9.7% 20.0 122.2 112.1 102.0 91.9 81.8 80.5
20170629-9.7% -9.0 10.3 11.0 -10.1 -20.7 -5.0 36.4
20181130-9.7% -1.9 -5.7 -10.1 -22.2 -32.9 -58.9 -56.3
20161128-9.8% -2.0 -15.2 -15.7 -20.1 -19.6 -27.9 -27.9
20180620-9.8% -7.3 20.0 4.5 21.8 .0 .2 1.3
20170814-9.9% 11.1 11.0 10.8 1.1 22.4 23.6 21.7
20190408-9.9% -1.0 -5.0 -16.0 -21.0 -7.0 -22.0 -21.0
20200527-9.9% -3.7 7.4 1.9 -11.1 -1.9 -18.5 -5.6
20161011-10% 11.2 4.9 -4.9 -.7 11.2 3.5 -9.1
20170817-10% 11.0 10.8 1.1 22.4 23.6 21.7 22.2
20191119-10% -11.1 33.3 27.8 11.1 7.8 -26.7 -27.8
20160715-10.1% -3.7 10.0 -61.3 -52.5 -44.8 -6.3 -27.5
20180312-10.1% -4.7 -12.6 -24.3 -20.8 -22.6 -34.3 -25.3
20200213-10.1% 6.3 11.2 20.0 -25.0 -25.0 8.7 7.5
20200220-10.1% 7.5 .0 -23.7 -2.5 8.7 1.2 16.2
20161125-10.2% -9.8 -24.8 -20.9 -25.7 -26.2 -35.4 -31.9
20201006-10.2% .0 2.9 2.9 -11.4 5.7 8.6 .0
20190930-10.3% 6.2 .0 4.6 -6.2 -7.7 -10.0 -12.3
20200713-10.3% -3.8 -13.5 -11.5 1.9 -3.8 -3.8 .0
20160722-10.4% -28.9 -59.4 -41.6 -16.2 -28.9 -21.3 -31.5
20160818-10.4% 5.6 3.8 11.1 .4 25.9 66.7 122.2
20161104-10.4% .8 20.2 13.2 2.3 -2.3 -20.9 -34.1
20181217-10.5% .0 -12.7 -31.8 -34.5 -19.1 -.9 -10.0
20200515-10.5% -2.0 -7.8 17.6 7.8 -2.0 -11.8 -5.9
20161018-10.6% -1.5 5.2 12.7 13.4 -3.7 15.7 3.0
20170718-10.6% 11.2 47.3 66.7 68.7 66.5 23.2 20.0
20180320-10.6% -.2 4.5 2.0 -13.4 -1.5 -1.7 -20.4
20191118-10.7% -10.0 20.0 15.0 .0 .0 -30.0 -40.0
20200319-10.7% 3.6 7.2 68.7 49.4 32.5 31.3 27.7
20171211-10.8% -6.2 -4.0 -.2 24.4 19.7 2.7 25.2
20201118-10.8%
20180316-10.9% -2.8 -10.8 -5.0 -11.4 -13.8 -22.2 -13.6
20180905-10.9% -8.2 5.9 7.3 10.7 11.6 2.5 4.8
20190307-10.9% 2.5 14.8 18.9 16.4 -9.0 8.2 3.3
20190610-10.9% 12.3 17.8 43.8 64.4 95.9 98.6 100.0
20170428-11.1% 9.9 37.1 187.4 122.5 137.5 150.0 106.2
20171109-11.1% -2.4 -6.3 -17.9 -17.3 -22.5 -20.4 -35.0
20181018-11.1% -1.0 2.5 .0 2.5 2.5 5.0 -25.0
20191120-11.1% 23.8 41.2 41.2 31.3 13.8 -22.5 -7.5
20200610-11.1% .0 -12.5 4.2 -8.3 -16.7 -31.2 .0
20170206-11.2% -.5 -1.7 9.1 22.3 17.1 5.1 4.3
20200204-11.2% 13.9 6.3 1.3 1.3 8.9 1.3 -22.8
20190710-11.5% 3.3 17.9 13.8 22.0 21.1 17.1 5.7
20191202-11.5% .0 -3.0 -34.0 -35.0 -28.0 -30.0 -30.0
20181113-11.6% -21.1 -5.3 -21.1 -68.7 -58.4 -67.9 -65.8
20170320-11.7% 6.4 9.3 15.6 27.9 16.2 8.7 4.5
20180802-11.7% 8.4 16.9 15.7 15.7 15.7 -3.6 2.9
20190227-11.9% 6.1 -1.5 -5.3 6.1 9.8 7.6 -15.9
20200622-11.9% 15.9 .0 -27.3 -11.4 25.0 13.6 2.3
20170403-12% -9.1 -9.7 -14.7 -22.7 -40.9 -53.2 -63.6
20200207-12.2% 6.3 1.3 1.3 8.9 1.3 -22.8 -1.3
20180416-12.3% .0 20.9 28.1 28.1 31.3 31.6 56.2
20180329-12.5% .0 -2.7 -12.2 -2.4 -22.0 -5.6 .0
20181121-12.5% .0 -60.3 -47.3 -59.3 -56.7 -55.0 -63.3
20190404-12.6% .9 7.3 -18.2 -25.5 -27.3 -28.2 -29.1
20181207-12.7% .0 3.8 -15.4 -26.2 -42.3 -44.6 -31.5
20200520-12.9% .0 27.7 17.0 6.4 -4.3 2.1 -10.6
20170426-13% .4 .3 10.5 187.6 117.6 128.8 121.0
20180403-13% 14.7 3.4 14.9 -8.0 11.2 17.8 17.8
20170525-13.1% 9.1 9.0 -11.3 -17.2 -21.8 -33.3 -42.4
20190204-13.1% -.7 4.3 -.7 .7 -4.3 7.9 -12.9
20180719-13.2% -7.0 -.9 -5.7 -21.7 -8.9 -13.0 -13.2
20170316-13.3% -25.0 -26.9 -30.8 -11.5 -23.1 -23.6 -27.8
20200304-13.3% 50.0 67.3 55.8 78.8 73.1 63.5 130.8
20160523-13.4% -22.2 31.1 28.9 24.4 33.3 30.7 28.7
20171207-13.4% .0 -15.6 -11.1 10.9 10.7 8.0 10.0
20200811-13.4% .0 -13.3 -13.3 -31.1 13.3 -8.9 -8.9
20190301-13.5% 15.7 .8 21.5 19.8 17.4 -8.3 13.2
20200603-13.7% 4.0 8.0 14.0 14.0 -12.0 -12.0 -16.0
20200624-13.7% .0 -4.5 -25.0 25.0 18.2 34.1 4.5
20200805-14% .0 4.7 -9.3 -9.3 -9.3 20.9 -4.7
20170616-14.1% -1.0 2.7 -9.1 -21.7 -5.2 -4.5 -22.7
20170504-14.2% -9.8 134.9 77.8 86.9 80.5 64.1 63.9
20190430-14.2% .0 -1.3 6.4 9.0 14.1 -1.3 2.6
20200331-14.2% 5.0 -.8 -9.2 -9.2 -19.2 -15.0 -29.2
20201105-14.2% 11.1 5.6 8.3 -8.3 13.9 27.8 38.9
20170511-14.6% -19.1 -13.6 -9.1 -25.0 -18.2 -31.8 -36.8
20201110-14.6% 8.6 11.4 -5.7 17.1 31.4 42.9 48.6
20190322-14.7% -8.3 13.2 -9.1 -8.3 -2.5 -25.6 -32.2
20190426-15% 15.2 19.0 -2.5 1.3 6.3 17.7 2.5
20160519-15.2% 4.0 -3.0 18.0 22.0 10.0 18.0 13.0
20180102-15.2% 20.1 21.1 94.2 55.3 33.5 33.5 69.9
20180119-15.3% .0 9.1 20.0 23.6 17.3 18.2 22.7
20181212-15.4% 12.5 -8.3 -20.0 -37.5 -40.0 -25.8 -9.2
20190814-15.4% -8.4 -12.2 -12.2 -21.4 -12.2 -9.2 -6.1
20160518-15.7% -15.3 -40.7 .0 -1.7 -5.1 1.7 -.3
20170808-15.8% -8.5 -10.9 -10.9 -5.9 -5.9 6.9 18.8
20181106-15.8% 9.8 4.9 -19.5 -16.3 -39.0 -66.8 -62.2
20190401-15.9% -.9 .0 6.3 -18.9 -26.1 -27.9 -28.8
20190503-15.9% -2.5 5.1 7.6 12.7 -2.5 1.3 -6.3
20170602-16% -2.5 -8.9 -13.9 -26.7 -36.7 -27.0 -36.9
20180517-16% 19.0 19.0 21.2 18.6 13.1 4.8 19.0
20170712-16.2% -3.3 -14.7 2.3 46.8 59.2 42.1 14.9
20180705-16.4% 7.1 -1.6 -1.8 -5.4 -6.3 -1.8 -16.1
20180822-16.6% .0 5.5 9.5 9.5 15.5 14.5 21.3
20181123-16.6% -40.0 -30.0 -51.2 -48.0 -52.0 -56.0 -58.0
20200225-16.6% .0 -23.7 -2.5 8.7 1.2 16.2 12.5
20200924-16.6% 22.5 5.0 -2.5 -12.5 -7.5 -25.0 -22.5
20201016-16.6% 3.3 26.7 10.0 16.7 40.0 36.7 16.7
20170424-16.8% -6.1 -27.1 16.7 8.3 100.5 91.4 82.3
20160506-17% -7.2 -7.8 -15.7 -37.3 -41.6 -28.9 -26.5
20190828-17.6% -8.7 6.8 11.7 18.4 20.4 45.6 54.4
20201209-17.9%
20200608-18.1% 20.0 26.7 26.7 -2.2 -2.2 -6.7 -26.7
20200427-18.2% 1.2 14.1 -21.2 -32.9 -32.9 -36.5 -29.4
20180112-18.8% .0 .2 -13.3 10.9 7.9 -23.0 4.5
20170512-19% 9.6 15.2 11.2 1.1 1.0 -17.8 -23.3
20200325-19% -4.5 34.8 25.8 34.8 32.6 18.0 10.1
20190521-19.3% 2.7 6.7 -1.3 9.3 9.3 8.0 17.3
20190411-19.4% .0 -11.6 -16.8 -2.1 -17.9 -16.8 -17.9
20200831-19.6% .0 .0 .0 4.9 -2.4 -2.4 19.5
20200429-19.7% -1.4 -5.8 -23.2 -20.3 -27.5 -31.9 -13.0
20171220-19.8% 24.7 24.5 21.5 23.8 24.7 100.0 60.0
20160810-19.9% 3.6 7.2 1.8 .1 7.1 -3.2 21.4
20200825-20.5% 35.5 32.3 32.3 32.3 48.4 -3.2 29.0
20181127-20.6% 14.3 30.3 25.2 19.3 3.4 -10.9 -45.4
20200616-20.7% 35.7 4.8 4.8 .0 -21.4 31.0 23.8
20181114-21% 10.0 14.3 -16.7 -54.7 -48.3 -50.3 -52.7
20181204-21.2% .0 6.6 10.7 -9.8 -21.3 -38.5 -41.0
20170314-21.7% -1.6 -43.6 -40.0 -37.0 -18.0 -36.1 -38.0
20160524-22.2% 38.6 68.6 74.3 57.1 68.6 61.4 68.6
20190809-22.3% .0 18.8 13.9 13.9 2.0 13.9 17.8
20200618-22.8% 13.6 .0 -9.1 -25.0 9.1 31.8 13.6
20190807-23% 30.0 55.0 20.0 25.0 25.0 -6.0 10.0
20191210-23% -5.7 -7.1 2.9 .0 .0 14.3 25.7
20170418-23.5% -3.8 -15.6 -30.8 -30.8 -23.8 98.2 50.0
20200302-23.7% -1.6 42.6 41.0 34.4 36.1 80.3 39.3
20200717-23.7% .0 6.7 22.2 11.1 -4.4 15.6 -4.4
20200701-23.8% 3.1 50.0 81.2 56.2 40.6 50.0 71.9
20200508-24.2% 7.5 7.5 1.9 13.2 1.9 11.3 -1.9
20170317-25% -11.7 -6.1 -1.4 28.3 .1 -3.0 -7.7
20200227-25% 33.3 -13.3 45.0 46.7 35.0 43.3 48.3
20180205-26.4% 10.0 37.0 35.0 32.6 35.0 24.2 28.0
20201130-28.2%
20200504-28.8% -5.8 -23.2 -20.3 -27.5 -31.9 -13.0 -20.3
20160725-28.9% -44.6 -32.1 -21.1 33.9 3.6 7.2 1.8
20181224-32.2% .0 6.2 12.3 49.2 53.8 69.2 56.9
20200916-37.4% 33.3 33.3 63.3 40.0 30.0 16.7 23.3
20181126-40% -20.7 5.3 -18.7 -13.3 -10.0 -26.7 -36.0
20160928-42.7% 25.2 53.3 52.3 48.6 40.2 27.1 32.7
20160726-44.6% -3.2 52.3 82.1 125.8 109.7 94.5 81.0

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

Of the 1,235 trading days from 2016 to 2020, there were 260 days in which ATLS was up more than 5%. This table shows the average price changes over the 260 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ 5% -.9 .5 1.6 3.8 3.9 4.2 4.7

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

Of the 1,235 trading days from 2016 to 2020, there were 288 days in which ATLS was down more than -5%. This table shows the average price changes over the 288 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ -5% 1.4 2.5 2.3 2.1 2.1 3.1 2.9

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.