Statistics of Price Movements of Dell Technologies Inc (DELL)

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

The statistics are calculated using DELL's price data across 508 trading days from 2018 to 2020.

Table 1. Statistics of DELL 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 508 trading days, 52.3% of the time (265 days), DELL closed above the previous day's closing price. 44.2% of the time (224 days), it closed below the previous day's closing price. 3.6% of the time (18 days), it did not change.

Also see: VIX price movement study.

DELL Price Change (%)	Number of Days	% of Total Sessions
14 – 15%	1	0.20%
12 – 13%	1	0.20%
10 – 11%	2	0.39%
9 – 10%	1	0.20%
8 – 9%	3	0.59%
7 – 8%	2	0.39%
6 – 7%	3	0.59%
5 – 6%	2	0.39%
4 – 5%	7	1.38%
3 – 4%	21	4.14%
2 – 3%	44	8.68%
1 – 2%	80	15.78%
0 – 1%	98	19.33%
0%	18	3.55%
0 – -1%	95	18.74%
-1 – -2%	55	10.85%
-2 – -3%	31	6.11%
-3 – -4%	15	2.96%
-4 – -5%	7	1.38%
-5 – -6%	7	1.38%
-6 – -7%	5	0.99%
-7 – -8%	2	0.39%
-8 – -9%	3	0.59%
-9 – -10%	1	0.20%
-10 – -11%	2	0.39%
-11 – -12%	1	0.20%

Table 2. Statistics of DELL: 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 DELL.

48.4% of the time (246 days), DELL closed above the opening price. 48.4% of the time (246 days), it closed below the opening price. 3.1% of the time (16 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	2	0.39%
7 – 8%	1	0.20%
6 – 7%	2	0.39%
4 – 5%	5	0.98%
3 – 4%	6	1.18%
2 – 3%	48	9.45%
1 – 2%	74	14.57%
0 – 1%	108	21.26%
0%	16	3.15%
0 – -1%	117	23.03%
-1 – -2%	67	13.19%
-2 – -3%	37	7.28%
-3 – -4%	17	3.35%
-4 – -5%	4	0.79%
-5 – -6%	3	0.59%
-6 – -7%	1	0.20%

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

In the past 508 trading days, DELL opened more than 5% higher than the previous day's closing price 7 times. Of these days, 85.7% (6 days) had closing prices above the opening price, and 14.3% (1 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	14.29%
2 – 3%	1	14.29%
1 – 2%	3	42.86%
0 – 1%	1	14.29%
-3 – -4%	1	14.29%

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

On 2 days, DELL opened 4–5% higher than the previous day's closing price. Of these days, 100.0% (2 days) had closing prices above the opening price, and 0.0% (0 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	50.00%
1 – 2%	1	50.00%

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

5 times DELL 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% (5 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
0 – -1%	2	40.00%
-1 – -2%	2	40.00%
-3 – -4%	1	20.00%

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

11 times DELL opened 2 – 3% higher than the previous day's closing price. Among these days, 27.3% (3 days) closed above the opening price, 72.7% (8 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
1 – 2%	2	18.18%
0 – 1%	1	9.09%
0 – -1%	1	9.09%
-1 – -2%	5	45.45%
-2 – -3%	1	9.09%
-3 – -4%	1	9.09%

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

63 times DELL opened 1 – 2% higher than the previous day's closing price. Among these days, 58.7% (37 days) closed above the opening price, 41.3% (26 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	1.59%
4 – 5%	2	3.17%
3 – 4%	1	1.59%
2 – 3%	9	14.29%
1 – 2%	8	12.70%
0 – 1%	16	25.40%
0 – -1%	14	22.22%
-1 – -2%	6	9.52%
-2 – -3%	3	4.76%
-4 – -5%	2	3.17%
-5 – -6%	1	1.59%

Table 8. Periods when DELL moved 15% or more

In this table, we track the price movements in the 20 days after DELL 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 DELL moved 10% or more

In this table, we track the price movements in the 20 days after DELL 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
20200324	14.4%	1.3	2.4	-4.4	-1.2	7.0	4.1	5.4
20200716	12.1%	2.1	4.5	3.1	.1	2.1	2.9	4.6
20200319	10.7%	1.7	23.1	24.5	16.2	20.1	30.0	26.6
20190830	10.1%	.0	2.7	7.7	3.8	2.5	2.7	1.2
20190531	-10.3%	-6.2	-10.6	-8.7	-13.8	-10.3	-10.5	-12.3
20200316	-10.4%	-2.8	.9	22.1	23.6	15.3	19.1	29.0
20200312	-11.3%	9.8	-11.8	3.7	29.9	20.8	11.3	23.3

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

Of the 508 trading days from 2018 to 2020, there were 4 days in which DELL was up more than 10%. This table shows the average price changes over the 4 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	1.3	8.2	7.7	4.7	7.9	9.9	9.5

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

Of the 508 trading days from 2018 to 2020, there were 3 days in which DELL 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%	.3	-7.2	5.7	13.2	8.6	6.6	13.3

Table 10. Periods when DELL moved 5% or more

In this table, we track the price movements in the 20 days after DELL 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
20200324	14.4%	1.3	2.4	-4.4	-1.2	7.0	4.1	5.4
20200716	12.1%	2.1	4.5	3.1	.1	2.1	2.9	4.6
20200319	10.7%	1.7	23.1	24.5	16.2	20.1	30.0	26.6
20190830	10.1%	.0	2.7	7.7	3.8	2.5	2.7	1.2
20200313	9.8%	-10.4	-11.1	8.1	7.8	2.6	8.2	15.6
20200529	8.9%	-.5	-.9	.8	-5.5	-4.3	-2.7	3.9
20200624	8.3%	-2.8	3.5	1.8	1.1	-1.1	13.7	16.3
20200326	8.1%	-8.9	-13.3	-8.5	-2.3	-2.8	-2.4	-8.9
20200310	7.9%	-5.6	-17.7	-18.3	-.7	-1.0	-5.7	-.6
20181231	7.5%	.0	-5.8	-3.9	-12.4	-10.6	-9.8	-6.1
20200406	6.7%	-1.4	6.8	4.0	5.3	.0	5.0	2.8
20200429	6.2%	-1.6	-7.4	.6	-5.4	.9	2.3	2.5
20200828	6%	-.2	-1.0	1.0	1.0	.5	.2	-.7
20190315	5.3%	.4	.8	-2.2	-2.6	2.3	3.8	6.0
20200408	5.2%	2.9	2.4	2.8	-4.0	-.5	5.7	-.5
20201026	-5%	-1.8	-6.9	-3.9	-.8	-.5	4.8	5.6
20200227	-5.1%	-7.1	-.4	-16.8	-24.8	-28.1	-25.4	-9.7
20191127	-5.3%	.0	-5.8	-6.4	-5.2	-1.6	-.9	1.0
20190605	-5.5%	-2.3	-.3	-5.8	-2.0	-2.2	-4.2	-4.3
20200311	-5.6%	-11.4	-15.2	-12.0	6.5	7.7	.5	3.9
20200611	-5.6%	.7	2.0	3.6	10.8	17.9	16.0	15.2
20200305	-5.8%	-3.0	-9.6	-21.2	-21.8	-4.9	-5.1	-9.7
20190603	-6.1%	3.3	-2.8	-5.1	-9.4	-2.6	-6.4	-9.1
20200501	-6.3%	1.4	4.4	5.6	5.2	11.6	7.7	13.9
20190823	-6.5%	1.3	2.1	11.5	16.5	20.7	18.1	15.8
20200224	-6.5%	-4.3	-16.2	-10.2	-25.0	-32.2	-35.2	-32.7
20200401	-6.7%	.7	4.0	12.6	9.6	11.0	5.4	10.7
20200228	-7.1%	4.8	1.0	-3.3	-11.1	-28.6	-16.1	5.1
20200318	-7.8%	10.7	34.6	34.2	27.8	34.8	44.0	43.2
20200309	-8.5%	8.0	-.8	-20.4	-6.4	17.4	9.1	.5
20200421	-8.6%	3.6	7.5	14.1	7.5	16.7	9.7	17.1
20200327	-8.9%	2.7	-4.2	-1.0	7.3	4.4	5.7	.4
20190802	-9.1%	-3.8	-2.1	-5.5	-7.6	-6.5	-11.4	-10.8
20190531	-10.3%	-6.2	-10.6	-8.7	-13.8	-10.3	-10.5	-12.3
20200316	-10.4%	-2.8	.9	22.1	23.6	15.3	19.1	29.0
20200312	-11.3%	9.8	-11.8	3.7	29.9	20.8	11.3	23.3

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

Of the 508 trading days from 2018 to 2020, there were 15 days in which DELL was up more than 5%. This table shows the average price changes over the 15 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.5	-.7	1.1	.1	1.2	3.9	4.5

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

Of the 508 trading days from 2018 to 2020, there were 21 days in which DELL was down more than -5%. This table shows the average price changes over the 21 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.2	-1.4	-.6	.8	2.9	1.7	4.6

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Also see: VIX price movement study.