Statistics of Price Movements of Cisco Systems Inc (CSCO)

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

The statistics are calculated using CSCO's price data across 1,547 trading days from 2015 to 2020.

Table 1. Statistics of CSCO 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 1,547 trading days, 50.1% of the time (775 days), CSCO closed above the previous day's closing price. 45.3% of the time (700 days), it closed below the previous day's closing price. 4.6% of the time (71 days), it did not change.

Also see: VIX price movement study.

CSCO Price Change (%)	Number of Days	% of Total Sessions
13 – 14%	1	0.06%
11 – 12%	1	0.06%
9 – 10%	2	0.13%
7 – 8%	2	0.13%
6 – 7%	3	0.19%
5 – 6%	5	0.32%
4 – 5%	7	0.45%
3 – 4%	18	1.16%
2 – 3%	65	4.20%
1 – 2%	211	13.65%
0 – 1%	460	29.75%
0%	71	4.59%
0 – -1%	439	28.40%
-1 – -2%	151	9.77%
-2 – -3%	61	3.95%
-3 – -4%	21	1.36%
-4 – -5%	14	0.91%
-5 – -6%	6	0.39%
-7 – -8%	4	0.26%
-8 – -9%	1	0.06%
-10 – -11%	2	0.13%
-11 – -12%	1	0.06%

Table 2. Statistics of CSCO: 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 CSCO.

50.7% of the time (785 days), CSCO closed above the opening price. 44.6% of the time (690 days), it closed below the opening price. 4.7% of the time (72 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	1	0.06%
6 – 7%	3	0.19%
5 – 6%	1	0.06%
4 – 5%	3	0.19%
3 – 4%	6	0.39%
2 – 3%	32	2.07%
1 – 2%	203	13.12%
0 – 1%	536	34.65%
0%	72	4.65%
0 – -1%	470	30.38%
-1 – -2%	149	9.63%
-2 – -3%	47	3.04%
-3 – -4%	15	0.97%
-4 – -5%	4	0.26%
-5 – -6%	3	0.19%
-6 – -7%	1	0.06%
-7 – -8%	1	0.06%

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

In the past 1,547 trading days, CSCO opened more than 5% higher than the previous day's closing price 9 times. Of these days, 55.6% (5 days) had closing prices above the opening price, and 44.4% (4 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	2	22.22%
2 – 3%	1	11.11%
1 – 2%	1	11.11%
0 – 1%	1	11.11%
0 – -1%	2	22.22%
-2 – -3%	1	11.11%
-4 – -5%	1	11.11%

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

On 3 days, CSCO 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
-1 – -2%	3	100.00%

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

6 times CSCO opened 3 – 4% higher than the previous day's closing price. Among these days, 66.7% (4 days) closed above the opening price, 33.3% (2 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	16.67%
2 – 3%	2	33.33%
0 – 1%	1	16.67%
0 – -1%	2	33.33%

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

13 times CSCO opened 2 – 3% higher than the previous day's closing price. Among these days, 46.2% (6 days) closed above the opening price, 53.8% (7 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	1	7.69%
1 – 2%	2	15.38%
0 – 1%	3	23.08%
0 – -1%	3	23.08%
-1 – -2%	1	7.69%
-2 – -3%	1	7.69%
-4 – -5%	1	7.69%
-5 – -6%	1	7.69%

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

86 times CSCO opened 1 – 2% higher than the previous day's closing price. Among these days, 65.1% (56 days) closed above the opening price, 34.9% (30 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	1.16%
2 – 3%	3	3.49%
1 – 2%	22	25.58%
0 – 1%	30	34.88%
0 – -1%	16	18.60%
-1 – -2%	7	8.14%
-2 – -3%	6	6.98%
-6 – -7%	1	1.16%

Table 8. Periods when CSCO moved 15% or more

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

Date	Price Change	Price Change after 15% Move
Days after:		1	4	7	10	13	16	19

Table 9. Periods when CSCO moved 10% or more

In this table, we track the price movements in the 20 days after CSCO 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
20200313	13.3%	-10.4	.2	2.6	3.1	1.8	10.1	9.5
20200324	11.5%	-2.4	4.5	3.1	5.3	6.7	7.6	10.2
20200312	-10.3%	13.4	11.8	4.2	22.2	18.4	17.7	25.7
20200316	-10.4%	5.3	5.6	11.7	19.6	18.1	20.6	22.2
20200813	-11.1%	-.5	-2.0	-1.3	-1.0	-1.6	-4.4	-7.4

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

Of the 1,547 trading days from 2015 to 2020, there were 2 days in which CSCO was up more than 10%. This table shows the average price changes over the 2 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-6.4	2.3	2.8	4.2	4.3	8.8	9.8

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

Of the 1,547 trading days from 2015 to 2020, there were 3 days in which CSCO was down more than -10%. 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 ≥ -10%	6.1	5.1	4.9	13.6	11.6	11.3	13.5

Table 10. Periods when CSCO moved 5% or more

In this table, we track the price movements in the 20 days after CSCO 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
20200313	13.3%	-10.4	.2	2.6	3.1	1.8	10.1	9.5
20200324	11.5%	-2.4	4.5	3.1	5.3	6.7	7.6	10.2
20160211	9.6%	1.7	7.2	7.9	7.8	8.7	8.6	11.9
20150212	9.3%	-.1	.1	.6	1.5	.3	-1.8	-4.1
20200326	7.7%	-4.3	-5.5	2.1	1.5	5.4	4.7	2.9
20201113	7%	2.8	-.6	2.9	3.1	6.0	7.1	7.1
20190516	6.6%	.8	-.4	-2.8	-4.2	-4.8	.0	-.1
20201109	6.4%	1.4	8.4	8.2	9.0	11.3	14.0	16.2
20200406	6%	-1.9	-.6	.2	2.7	.5	2.6	-1.2
20181115	5.5%	-.9	-4.0	-2.6	1.2	1.2	-.7	1.4
20200310	5.5%	-7.6	-15.9	-5.9	-3.7	-3.1	-4.4	3.4
20181226	5.4%	1.0	2.0	1.1	2.0	1.7	4.1	5.4
20200317	5.3%	4.6	-2.5	14.3	10.7	10.0	17.6	16.1
20171116	5.1%	.1	1.6	2.8	4.0	4.0	4.8	6.3
20160624	-5%	-1.6	3.4	2.1	5.4	7.2	7.8	10.2
20200227	-5%	-.3	3.4	-5.2	-17.1	-11.3	-11.1	-5.9
20180205	-5.2%	3.6	1.9	8.5	14.3	10.7	16.1	13.6
20200213	-5.2%	-.7	-2.2	-7.0	-15.4	-15.4	-16.1	-21.7
20200320	-5.5%	-2.8	14.0	10.4	9.7	17.2	15.8	16.6
20151113	-5.8%	2.2	4.4	4.0	4.2	4.7	4.9	2.1
20170518	-7.2%	-.5	.4	.4	1.4	.6	-.0	.7
20191114	-7.3%	.4	.4	1.2	.7	-1.4	-2.4	-1.4
20200311	-7.5%	-10.4	-4.2	-3.9	1.7	8.8	7.4	9.7
20200611	-7.9%	3.2	5.7	3.4	3.5	6.8	4.5	4.9
20190815	-8.6%	1.5	5.4	1.8	2.2	.5	5.6	8.2
20200312	-10.3%	13.4	11.8	4.2	22.2	18.4	17.7	25.7
20200316	-10.4%	5.3	5.6	11.7	19.6	18.1	20.6	22.2
20200813	-11.1%	-.5	-2.0	-1.3	-1.0	-1.6	-4.4	-7.4

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

Of the 1,547 trading days from 2015 to 2020, there were 14 days in which CSCO was up more than 5%. This table shows the average price changes over the 14 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.1	-.4	2.5	3.1	3.6	5.3	6.1

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

Of the 1,547 trading days from 2015 to 2020, there were 14 days in which CSCO was down more than -5%. This table shows the average price changes over the 14 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.9	3.4	2.2	3.7	4.5	4.7	5.5

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Also see: VIX price movement study.