Statistics of Price Movements of Loop Industries Inc (LOOP)

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

The statistics are calculated using LOOP's price data across 795 trading days from 2017 to 2020.

Table 1. Statistics of LOOP 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 795 trading days, 46.2% of the time (367 days), LOOP closed above the previous day's closing price. 48.5% of the time (385 days), it closed below the previous day's closing price. 5.3% of the time (42 days), it did not change.

Also see: VIX price movement study.

LOOP Price Change (%)	Number of Days	% of Total Sessions
26 – 27%	1	0.13%
16 – 17%	1	0.13%
14 – 15%	1	0.13%
13 – 14%	2	0.25%
12 – 13%	2	0.25%
11 – 12%	1	0.13%
10 – 11%	1	0.13%
9 – 10%	4	0.50%
8 – 9%	6	0.76%
7 – 8%	6	0.76%
6 – 7%	20	2.52%
5 – 6%	27	3.40%
4 – 5%	45	5.67%
3 – 4%	39	4.91%
2 – 3%	41	5.16%
1 – 2%	68	8.56%
0 – 1%	102	12.85%
0%	42	5.29%
0 – -1%	97	12.22%
-1 – -2%	91	11.46%
-2 – -3%	63	7.93%
-3 – -4%	38	4.79%
-4 – -5%	37	4.66%
-5 – -6%	18	2.27%
-6 – -7%	12	1.51%
-7 – -8%	10	1.26%
-8 – -9%	5	0.63%
-9 – -10%	4	0.50%
-10 – -11%	1	0.13%
-11 – -12%	2	0.25%
-12 – -13%	1	0.13%
-13 – -14%	1	0.13%
-15 – -16%	2	0.25%
-16 – -17%	1	0.13%
-19 – -20%	1	0.13%
-32 – -33%	1	0.13%

Table 2. Statistics of LOOP: 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 LOOP.

42.4% of the time (337 days), LOOP closed above the opening price. 52.3% of the time (416 days), it closed below the opening price. 5.3% of the time (42 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
23 – 24%	1	0.13%
14 – 15%	1	0.13%
13 – 14%	1	0.13%
12 – 13%	1	0.13%
11 – 12%	1	0.13%
10 – 11%	2	0.25%
9 – 10%	5	0.63%
8 – 9%	4	0.50%
7 – 8%	4	0.50%
6 – 7%	11	1.38%
5 – 6%	21	2.64%
4 – 5%	27	3.40%
3 – 4%	44	5.53%
2 – 3%	50	6.29%
1 – 2%	68	8.55%
0 – 1%	96	12.08%
0%	42	5.28%
0 – -1%	94	11.82%
-1 – -2%	94	11.82%
-2 – -3%	71	8.93%
-3 – -4%	48	6.04%
-4 – -5%	39	4.91%
-5 – -6%	26	3.27%
-6 – -7%	16	2.01%
-7 – -8%	7	0.88%
-8 – -9%	2	0.25%
-9 – -10%	2	0.25%
-10 – -11%	6	0.75%
-11 – -12%	3	0.38%
-12 – -13%	3	0.38%
-14 – -15%	2	0.25%
-15 – -16%	2	0.25%
-22 – -23%	1	0.13%

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

In the past 795 trading days, LOOP opened more than 5% higher than the previous day's closing price 25 times. Of these days, 20.0% (5 days) had closing prices above the opening price, and 80.0% (20 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
8 – 9%	1	4.00%
2 – 3%	1	4.00%
0 – 1%	3	12.00%
-1 – -2%	3	12.00%
-2 – -3%	1	4.00%
-3 – -4%	2	8.00%
-4 – -5%	3	12.00%
-5 – -6%	3	12.00%
-6 – -7%	2	8.00%
-7 – -8%	1	4.00%
-10 – -11%	1	4.00%
-11 – -12%	2	8.00%
-12 – -13%	1	4.00%
-14 – -15%	1	4.00%

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

On 7 days, LOOP opened 4–5% higher than the previous day's closing price. Of these days, 14.3% (1 days) had closing prices above the opening price, and 85.7% (6 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	1	14.29%
0 – -1%	1	14.29%
-3 – -4%	3	42.86%
-5 – -6%	1	14.29%
-6 – -7%	1	14.29%

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

24 times LOOP opened 3 – 4% higher than the previous day's closing price. Among these days, 29.2% (7 days) closed above the opening price, 70.8% (17 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	4.17%
2 – 3%	3	12.50%
1 – 2%	2	8.33%
0 – 1%	1	4.17%
0 – -1%	1	4.17%
-1 – -2%	2	8.33%
-2 – -3%	2	8.33%
-3 – -4%	5	20.83%
-4 – -5%	4	16.67%
-6 – -7%	1	4.17%
-10 – -11%	1	4.17%
-22 – -23%	1	4.17%

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

43 times LOOP opened 2 – 3% higher than the previous day's closing price. Among these days, 48.8% (21 days) closed above the opening price, 51.2% (22 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
23 – 24%	1	2.33%
6 – 7%	1	2.33%
5 – 6%	1	2.33%
4 – 5%	1	2.33%
3 – 4%	5	11.63%
2 – 3%	7	16.28%
1 – 2%	2	4.65%
0 – 1%	3	6.98%
0 – -1%	4	9.30%
-1 – -2%	8	18.60%
-2 – -3%	3	6.98%
-3 – -4%	1	2.33%
-4 – -5%	3	6.98%
-5 – -6%	2	4.65%
-6 – -7%	1	2.33%

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

97 times LOOP opened 1 – 2% higher than the previous day's closing price. Among these days, 43.3% (42 days) closed above the opening price, 54.6% (53 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
12 – 13%	1	1.03%
9 – 10%	1	1.03%
8 – 9%	1	1.03%
7 – 8%	1	1.03%
6 – 7%	3	3.09%
5 – 6%	4	4.12%
4 – 5%	3	3.09%
3 – 4%	5	5.15%
2 – 3%	11	11.34%
1 – 2%	7	7.22%
0 – 1%	5	5.15%
0%	2	2.06%
0 – -1%	5	5.15%
-1 – -2%	14	14.43%
-2 – -3%	10	10.31%
-3 – -4%	5	5.15%
-4 – -5%	4	4.12%
-5 – -6%	5	5.15%
-6 – -7%	2	2.06%
-7 – -8%	1	1.03%
-8 – -9%	2	2.06%
-10 – -11%	3	3.09%
-11 – -12%	1	1.03%
-12 – -13%	1	1.03%

Table 8. Periods when LOOP moved 15% or more

In this table, we track the price movements in the 20 days after LOOP 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
20180312	26.9%	-6.2	.5	-4.7	-5.8	-12.1	-11.6	-13.7
20181010	16.3%	-4.2	-.7	-7.8	-8.3	-7.8	-10.8	-17.0
20190227	-15%	-1.1	-.7	-3.1	-5.4	-5.0	-11.7	-15.5
20190925	-15.7%	-3.9	-9.2	-16.7	-30.2	-27.7	-25.0	-26.0
20190711	-16.2%	10.2	9.7	11.1	10.9	17.1	24.9	16.6
20191009	-19.4%	.9	1.6	5.8	9.6	5.2	-3.4	-9.1
20201013	-32.5%	-3.6	-11.6	-17.5	-14.2	-22.9	-16.7	-13.7

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

Of the 795 trading days from 2017 to 2020, there were 2 days in which LOOP was up more than 15%. 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 ≥ 15%	-5.2	-.1	-6.2	-7.0	-9.9	-11.2	-15.3

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

Of the 795 trading days from 2017 to 2020, there were 5 days in which LOOP 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%	.5	-2.1	-4.1	-5.8	-6.7	-6.4	-9.5

Table 9. Periods when LOOP moved 10% or more

In this table, we track the price movements in the 20 days after LOOP 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
20180312	26.9%	-6.2	.5	-4.7	-5.8	-12.1	-11.6	-13.7
20181010	16.3%	-4.2	-.7	-7.8	-8.3	-7.8	-10.8	-17.0
20181213	14.1%	-2.7	-.1	-.2	-3.7	-3.0	17.2	23.0
20180110	13.9%	-5.6	-8.4	-7.8	-8.3	-7.6	-8.4	-15.0
20200220	13.9%	-9.1	-10.8	-18.8	-18.4	-23.3	-33.8	-40.6
20180921	12.2%	-1.8	4.3	4.6	-7.0	5.9	4.9	2.3
20201023	12.2%	-6.3	-19.3	-9.5	-6.6	-2.6	8.6	18.8
20200609	11.3%	-.9	-2.7	-10.5	-6.1	-10.0	-11.9	-12.0
20190712	10.1%	.6	-.2	-1.0	4.2	7.3	12.7	8.8
20190927	-10%	.5	-.3	.2	-19.6	-15.1	-11.8	-10.0
20180801	-11.2%	-7.1	-10.8	-11.4	-12.0	-8.8	-14.5	-8.7
20201019	-11.7%	-2.0	4.8	-10.5	-9.7	-1.3	-2.5	9.2
20181112	-12.6%	3.7	6.1	5.7	7.8	11.0	5.7	4.7
20200312	-13.9%	2.7	-7.8	-12.5	-3.4	-.8	-6.5	-3.0
20190227	-15%	-1.1	-.7	-3.1	-5.4	-5.0	-11.7	-15.5
20190925	-15.7%	-3.9	-9.2	-16.7	-30.2	-27.7	-25.0	-26.0
20190711	-16.2%	10.2	9.7	11.1	10.9	17.1	24.9	16.6
20191009	-19.4%	.9	1.6	5.8	9.6	5.2	-3.4	-9.1
20201013	-32.5%	-3.6	-11.6	-17.5	-14.2	-22.9	-16.7	-13.7

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

Of the 795 trading days from 2017 to 2020, there were 9 days in which LOOP was up more than 10%. 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 ≥ 10%	-4.0	-4.2	-6.2	-6.7	-5.9	-3.7	-5.0

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

Of the 795 trading days from 2017 to 2020, there were 10 days in which LOOP was down more than -10%. This table shows the average price changes over the 10 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	.0	-1.8	-4.9	-6.6	-4.8	-6.2	-5.5

Table 10. Periods when LOOP moved 5% or more

In this table, we track the price movements in the 20 days after LOOP 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
20180312	26.9%	-6.2	.5	-4.7	-5.8	-12.1	-11.6	-13.7
20181010	16.3%	-4.2	-.7	-7.8	-8.3	-7.8	-10.8	-17.0
20181213	14.1%	-2.7	-.1	-.2	-3.7	-3.0	17.2	23.0
20180110	13.9%	-5.6	-8.4	-7.8	-8.3	-7.6	-8.4	-15.0
20200220	13.9%	-9.1	-10.8	-18.8	-18.4	-23.3	-33.8	-40.6
20180921	12.2%	-1.8	4.3	4.6	-7.0	5.9	4.9	2.3
20201023	12.2%	-6.3	-19.3	-9.5	-6.6	-2.6	8.6	18.8
20200609	11.3%	-.9	-2.7	-10.5	-6.1	-10.0	-11.9	-12.0
20190712	10.1%	.6	-.2	-1.0	4.2	7.3	12.7	8.8
20200427	9.9%	1.3	-2.4	10.2	19.3	10.1	16.2	17.6
20190214	9.8%	-1.1	-.3	-1.3	-18.9	-18.6	-20.5	-22.4
20190709	9.2%	-1.6	-8.6	-9.4	-10.0	-5.3	-2.5	2.4
20201204	9.2%
20180731	8.5%	-11.3	-19.3	-21.2	-22.4	-18.9	-27.2	-19.1
20190524	8.5%	.0	9.5	10.3	16.3	18.5	13.2	27.2
20171212	8.4%	-3.5	-11.2	-2.3	-4.1	6.9	8.9	17.1
20190620	8.3%	6.8	1.6	12.3	25.7	42.7	29.6	29.1
20190828	8.3%	.1	3.2	.6	7.7	15.4	22.4	25.0
20190103	8.2%	5.3	10.4	-1.3	-1.8	-2.5	-3.0	-2.7
20171227	7.6%	1.6	5.6	8.8	28.7	18.3	17.9	18.8
20200325	7.6%	5.3	8.2	1.9	5.8	14.5	9.5	8.0
20200909	7.6%	4.2	8.6	4.3	1.4	1.9	8.5	4.7
20180314	7.3%	5.1	-2.3	-6.9	-9.7	-12.9	-13.0	-20.2
20180925	7.2%	-1.5	2.4	-7.2	-13.6	-2.1	-3.2	-6.8
20181114	7%	-1.1	-5.0	-7.3	.6	-.1	1.5	-17.1
20180416	6.9%	-.8	-3.2	-9.9	-8.3	-12.5	-9.8	-13.1
20200504	6.9%	5.0	17.0	12.0	9.4	15.3	4.4	5.1
20171219	6.8%	-2.3	1.1	10.7	14.9	18.4	40.1	28.8
20190621	6.8%	-2.6	-1.4	12.1	21.7	31.4	22.0	21.0
20190802	6.8%	-.6	-4.0	-5.5	-3.5	1.9	-2.5	2.0
20180531	6.7%	2.7	.0	-5.7	-16.1	-14.6	-12.6	-8.4
20181221	6.6%	-2.6	-6.0	-5.2	14.5	20.1	7.3	6.8
20190204	6.6%	6.5	10.7	14.3	24.2	27.8	21.2	2.8
20190702	6.6%	4.9	9.0	-1.8	10.4	3.9	9.5	15.5
20200304	6.6%	-1.7	-7.6	-20.3	-28.4	-32.1	-25.0	-23.0
20181206	6.5%	-7.0	-13.5	-3.2	-5.3	-1.6	-4.8	1.5
20190205	6.5%	-.8	1.8	17.9	16.4	17.9	-3.4	-1.8
20191205	6.5%	-.2	3.9	12.2	9.4	5.2	-1.4	-5.3
20191210	6.5%	2.0	10.0	7.3	3.2	-3.3	-7.0	-.5
20190530	6.4%	5.0	3.7	9.1	11.4	3.0	24.1	18.0
20200930	6.3%	-1.0	-4.5	-10.3	-44.7	-49.3	-52.7	-50.8
20180411	6.2%	-3.9	-.2	-2.6	-9.3	-7.7	-11.9	-9.2
20190701	6.1%	6.7	15.8	25.0	16.1	15.1	14.3	20.3
20180712	6%	-1.2	-14.2	-18.9	-16.5	.5	-17.2	-19.0
20190102	6%	8.3	21.1	15.0	7.3	6.2	4.4	5.8
20180620	5.9%	-3.0	-1.8	.3	4.0	5.3	7.4	-2.0
20181227	5.9%	.3	6.9	24.8	32.9	14.7	13.5	12.8
20180727	5.8%	4.8	-6.3	-10.0	-10.6	-11.3	-8.1	-13.8
20181212	5.8%	14.1	8.4	16.8	3.7	10.7	27.1	42.2
20200908	5.8%	7.7	15.1	17.6	10.7	6.7	18.1	15.6
20201119	5.8%
20190521	5.7%	-2.6	2.4	12.1	13.0	19.1	21.3	15.9
20190917	5.7%	-2.4	5.3	-17.0	-21.6	-28.0	-39.7	-37.6
20200527	5.6%	1.2	-1.6	2.2	13.1	11.0	2.1	7.1
20201124	5.6%
20181031	5.5%	.0	-7.0	-10.2	-12.9	-13.1	-17.1	-14.3
20200124	5.5%	-2.0	-2.1	4.8	-2.4	2.0	1.7	11.8
20200507	5.5%	4.9	.4	-1.9	3.4	-6.4	-5.7	2.2
20171221	5.4%	-1.9	5.7	9.4	11.4	19.3	25.0	23.1
20190422	5.4%	-2.1	-7.0	-9.6	-11.0	-12.1	-6.5	-9.8
20200302	5.4%	-4.1	-1.7	-7.8	-26.3	-24.4	-32.4	-22.9
20180615	5.3%	-3.5	-.8	.5	2.6	6.4	7.8	9.9
20180824	5.3%	1.2	3.0	5.8	3.0	-1.5	-3.9	-7.5
20190528	5.3%	-2.3	7.6	6.6	12.9	4.7	11.5	25.7
20200326	5.3%	.6	2.1	.6	5.6	13.4	1.4	2.1
20190104	5.2%	2.4	9.2	-5.9	-6.8	-7.3	-7.3	-7.0
20180315	5.1%	-4.9	-9.9	-10.9	-16.9	-16.4	-18.4	-19.3
20181219	5.1%	-3.9	-.1	-3.4	3.0	20.2	28.1	10.5
20200409	5.1%	.0	2.5	.0	-4.0	5.6	1.7	14.9
20200505	5%	.6	8.9	.5	6.1	7.4	5.0	4.7
20200623	5%	-4.1	-4.6	-6.2	-1.5	-3.8	-5.1	-4.4
20200707	5%	-4.8	-2.2	-5.3	-1.2	.4	9.7	8.1
20180227	-5.1%	-5.6	-3.8	-1.2	19.1	27.7	21.0	19.6
20180515	-5.1%	-2.8	-1.6	-.4	-5.0	4.1	1.4	-4.3
20191217	-5.1%	2.2	.5	-4.2	-11.0	-8.6	-3.2	-7.6
20180509	-5.2%	-.1	-2.3	.3	-7.1	-3.2	-.9	-.6
20190502	-5.2%	.3	4.1	10.9	7.4	8.3	10.9	14.0
20200402	-5.2%	.0	3.8	12.4	7.4	6.0	3.5	12.4
20201012	-5.2%	-32.6	-32.4	-44.4	-41.5	-49.6	-43.5	-41.7
20180409	-5.4%	-1.6	-1.6	4.2	2.7	-3.7	-4.4	-4.2
20180522	-5.4%	2.3	6.5	9.1	9.5	3.0	-5.3	-6.9
20201029	-5.4%	3.2	11.5	15.6	22.1	36.8	47.2	45.3
20180111	-5.5%	-2.6	-4.1	-2.9	-3.1	-2.9	-4.6	-8.1
20171218	-5.6%	6.8	8.0	16.3	20.4	22.6	31.3	37.6
20180228	-5.6%	3.4	3.8	6.0	35.4	31.0	29.4	29.7
20180424	-5.6%	-2.1	-.3	-4.9	-2.0	-5.6	-11.8	-10.7
20190515	-5.6%	4.2	5.1	7.6	10.7	22.0	20.8	28.0
20180328	-5.7%	-3.3	-2.7	-5.0	-6.1	-5.5	-5.9	-13.0
20200514	-5.7%	-1.2	9.6	6.9	5.8	2.9	6.9	18.2
20200529	-5.8%	4.5	8.0	19.7	16.4	14.8	7.0	6.4
20180718	-6%	1.0	-3.5	3.1	4.0	-5.4	-7.6	-9.0
20171215	-6.1%	-5.6	3.8	2.0	13.6	15.7	24.5	33.3
20181004	-6.1%	-4.7	8.4	7.5	4.7	.8	2.6	-3.3
20180313	-6.2%	7.3	3.8	2.5	2.8	-6.3	-7.4	-13.0
20180605	-6.2%	-.3	-6.0	-16.4	-14.9	-12.9	-8.7	-7.1
20171206	-6.3%	.8	1.2	-4.8	-6.2	-3.0	6.2	10.3
20201026	-6.3%	-1.0	-11.0	-4.0	-.4	5.2	17.8	26.8
20200110	-6.4%	3.4	-.2	2.4	2.8	2.1	2.7	1.4
20200323	-6.5%	-2.6	11.0	12.8	11.0	16.6	25.2	12.0
20181102	-6.6%	-.9	-4.4	-12.9	-10.8	-11.2	-9.4	-6.8
20200227	-6.6%	-7.6	-.3	-8.9	-22.6	-27.9	-27.6	-29.1
20200618	-6.7%	-1.3	.5	.1	-1.6	3.4	.9	-.4
20181207	-7%	-2.8	6.1	.8	8.6	-3.6	2.9	18.1
20190906	-7%	3.4	8.5	21.2	22.5	4.7	-9.0	-9.7
20180802	-7.1%	.0	-2.3	-7.4	-1.3	-9.7	-3.0	.9
20190114	-7.1%	.5	-.6	-1.1	-1.1	-.8	15.2	19.8
20191031	-7.1%	3.4	-1.3	2.0	2.6	5.8	8.5	2.2
20200526	-7.3%	5.6	5.3	8.8	20.5	17.3	15.6	7.7
20180717	-7.4%	-6.0	-11.1	-8.5	10.2	-9.2	-11.3	-15.9
20190111	-7.5%	-7.2	-7.6	-8.2	-8.8	-8.4	.4	8.1
20200228	-7.5%	5.5	6.0	-.3	-14.0	-22.8	-26.8	-19.1
20201028	-7.8%	-5.5	6.0	9.4	14.1	27.1	39.1	35.1
20180821	-8%	-2.2	8.7	10.7	13.6	10.7	5.8	3.2
20201008	-8%	-1.2	-39.1	-44.2	-47.9	-45.8	-51.3	-47.4
20181030	-8.3%	5.5	-2.4	-5.9	-14.2	-12.2	-12.5	-10.8
20180612	-8.6%	.8	-1.0	1.8	3.1	5.3	9.2	10.6
20181226	-8.8%	5.9	6.7	29.0	35.3	20.9	20.3	19.5
20200221	-9.1%	-.8	-8.4	-14.4	-12.2	-17.6	-34.2	-32.5
20181211	-9.6%	5.9	18.6	16.0	20.5	16.6	24.3	45.1
20190614	-9.6%	2.7	15.4	15.1	22.1	45.1	50.7	35.8
20200316	-9.6%	.4	.9	-1.2	5.0	.7	5.4	10.0
20190927	-10%	.5	-.3	.2	-19.6	-15.1	-11.8	-10.0
20180801	-11.2%	-7.1	-10.8	-11.4	-12.0	-8.8	-14.5	-8.7
20201019	-11.7%	-2.0	4.8	-10.5	-9.7	-1.3	-2.5	9.2
20181112	-12.6%	3.7	6.1	5.7	7.8	11.0	5.7	4.7
20200312	-13.9%	2.7	-7.8	-12.5	-3.4	-.8	-6.5	-3.0
20190227	-15%	-1.1	-.7	-3.1	-5.4	-5.0	-11.7	-15.5
20190925	-15.7%	-3.9	-9.2	-16.7	-30.2	-27.7	-25.0	-26.0
20190711	-16.2%	10.2	9.7	11.1	10.9	17.1	24.9	16.6
20191009	-19.4%	.9	1.6	5.8	9.6	5.2	-3.4	-9.1
20201013	-32.5%	-3.6	-11.6	-17.5	-14.2	-22.9	-16.7	-13.7

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

Of the 795 trading days from 2017 to 2020, there were 72 days in which LOOP was up more than 5%. This table shows the average price changes over the 72 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.0	.7	.2	.4	1.8	1.3	1.1

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

Of the 795 trading days from 2017 to 2020, there were 59 days in which LOOP was down more than -5%. This table shows the average price changes over the 59 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	-.4	.1	.1	1.3	.9	1.8	2.6

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.