Statistics of Price Movements of Splunk Inc (SPLK)

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

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

Table 1. Statistics of SPLK 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, 51.6% of the time (798 days), SPLK closed above the previous day's closing price. 44.6% of the time (690 days), it closed below the previous day's closing price. 3.8% of the time (58 days), it did not change.

Also see: VIX price movement study.

SPLK Price Change (%)	Number of Days	% of Total Sessions
17 – 18%	1	0.06%
15 – 16%	1	0.06%
14 – 15%	2	0.13%
12 – 13%	1	0.06%
10 – 11%	1	0.06%
9 – 10%	3	0.19%
8 – 9%	4	0.26%
7 – 8%	7	0.45%
6 – 7%	4	0.26%
5 – 6%	11	0.71%
4 – 5%	33	2.13%
3 – 4%	71	4.59%
2 – 3%	130	8.41%
1 – 2%	234	15.14%
0 – 1%	295	19.08%
0%	58	3.75%
0 – -1%	283	18.31%
-1 – -2%	173	11.19%
-2 – -3%	95	6.14%
-3 – -4%	61	3.95%
-4 – -5%	33	2.13%
-5 – -6%	15	0.97%
-6 – -7%	12	0.78%
-7 – -8%	7	0.45%
-8 – -9%	2	0.13%
-9 – -10%	1	0.06%
-10 – -11%	1	0.06%
-11 – -12%	2	0.13%
-13 – -14%	2	0.13%
-16 – -17%	1	0.06%
-23 – -24%	2	0.13%

Table 2. Statistics of SPLK: 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 SPLK.

50.1% of the time (775 days), SPLK closed above the opening price. 46.3% of the time (716 days), it closed below the opening price. 3.6% of the time (56 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
11 – 12%	1	0.06%
10 – 11%	1	0.06%
8 – 9%	1	0.06%
7 – 8%	2	0.13%
6 – 7%	3	0.19%
5 – 6%	13	0.84%
4 – 5%	17	1.10%
3 – 4%	56	3.62%
2 – 3%	138	8.92%
1 – 2%	229	14.80%
0 – 1%	314	20.30%
0%	56	3.62%
0 – -1%	316	20.43%
-1 – -2%	191	12.35%
-2 – -3%	95	6.14%
-3 – -4%	52	3.36%
-4 – -5%	30	1.94%
-5 – -6%	18	1.16%
-6 – -7%	6	0.39%
-7 – -8%	2	0.13%
-8 – -9%	2	0.13%
-9 – -10%	1	0.06%
-10 – -11%	1	0.06%
-11 – -12%	2	0.13%

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

In the past 1,547 trading days, SPLK opened more than 5% higher than the previous day's closing price 15 times. Of these days, 53.3% (8 days) had closing prices above the opening price, and 46.7% (7 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	6.67%
7 – 8%	2	13.33%
4 – 5%	1	6.67%
3 – 4%	1	6.67%
2 – 3%	2	13.33%
1 – 2%	1	6.67%
0 – -1%	1	6.67%
-1 – -2%	1	6.67%
-5 – -6%	2	13.33%
-6 – -7%	1	6.67%
-7 – -8%	1	6.67%
-10 – -11%	1	6.67%

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

On 7 days, SPLK opened 4–5% higher than the previous day's closing price. Of these days, 57.1% (4 days) had closing prices above the opening price, and 42.9% (3 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	3	42.86%
1 – 2%	1	14.29%
-1 – -2%	3	42.86%

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

14 times SPLK opened 3 – 4% higher than the previous day's closing price. Among these days, 57.1% (8 days) closed above the opening price, 42.9% (6 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	7.14%
2 – 3%	2	14.29%
1 – 2%	1	7.14%
0 – 1%	4	28.57%
0 – -1%	3	21.43%
-1 – -2%	1	7.14%
-2 – -3%	1	7.14%
-6 – -7%	1	7.14%

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

38 times SPLK opened 2 – 3% higher than the previous day's closing price. Among these days, 65.8% (25 days) closed above the opening price, 34.2% (13 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
11 – 12%	1	2.63%
5 – 6%	1	2.63%
4 – 5%	1	2.63%
3 – 4%	1	2.63%
2 – 3%	8	21.05%
1 – 2%	6	15.79%
0 – 1%	7	18.42%
0 – -1%	2	5.26%
-1 – -2%	3	7.89%
-2 – -3%	5	13.16%
-3 – -4%	1	2.63%
-4 – -5%	1	2.63%
-5 – -6%	1	2.63%

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

138 times SPLK opened 1 – 2% higher than the previous day's closing price. Among these days, 51.4% (71 days) closed above the opening price, 47.8% (66 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	3	2.17%
3 – 4%	4	2.90%
2 – 3%	15	10.87%
1 – 2%	18	13.04%
0 – 1%	31	22.46%
0%	1	0.72%
0 – -1%	26	18.84%
-1 – -2%	20	14.49%
-2 – -3%	12	8.70%
-3 – -4%	5	3.62%
-4 – -5%	2	1.45%
-6 – -7%	1	0.72%

Table 8. Periods when SPLK moved 15% or more

In this table, we track the price movements in the 20 days after SPLK 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
20171117	17.8%	-.4	2.2	-.3	-2.4	-1.5	-.4	-.6
20200406	15.9%	1.5	4.0	10.3	12.7	11.2	9.9	13.2
20200316	-16.9%	14.3	15.2	27.5	32.9	10.0	25.6	28.6
20160205	-23%	-11.9	-14.8	-11.0	-3.8	1.0	20.3	27.4
20201203	-23.2%

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

Of the 1,547 trading days from 2015 to 2020, there were 2 days in which SPLK 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%	.6	3.1	5.0	5.1	4.8	4.7	6.3

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

Of the 1,547 trading days from 2015 to 2020, there were 3 days in which SPLK was down more than -15%. 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 ≥ -15%	1.4	-.4	5.5	9.7	3.7	15.3	18.7

Table 9. Periods when SPLK moved 10% or more

In this table, we track the price movements in the 20 days after SPLK 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
20171117	17.8%	-.4	2.2	-.3	-2.4	-1.5	-.4	-.6
20200406	15.9%	1.5	4.0	10.3	12.7	11.2	9.9	13.2
20180824	14.8%	-2.0	1.7	4.0	1.4	1.8	-3.4	-6.5
20200317	14.2%	-3.7	3.7	18.1	15.4	-6.6	14.3	15.1
20200522	12.7%	.0	-2.3	2.3	-.6	1.6	-1.5	1.1
20191122	10.7%	5.1	7.5	5.4	5.3	3.8	4.1	6.9
20160826	-10.1%	2.1	-.6	4.3	1.9	.4	.5	1.0
20181119	-11.1%	-1.6	3.7	11.1	23.3	24.5	19.1	17.9
20160208	-11.8%	.0	-1.9	8.1	12.5	20.7	44.1	44.9
20200312	-13%	9.7	.3	8.0	23.0	20.2	-2.7	19.1
20200401	-13.1%	-4.0	9.6	12.3	19.0	21.6	20.1	18.6
20200316	-16.9%	14.3	15.2	27.5	32.9	10.0	25.6	28.6
20160205	-23%	-11.9	-14.8	-11.0	-3.8	1.0	20.3	27.4
20201203	-23.2%

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

Of the 1,547 trading days from 2015 to 2020, there were 6 days in which SPLK was up more than 10%. This table shows the average price changes over the 6 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	.1	2.8	6.6	5.3	1.7	3.8	4.8

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

Of the 1,547 trading days from 2015 to 2020, there were 8 days in which SPLK was down more than -10%. This table shows the average price changes over the 8 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	1.3	1.3	7.5	13.6	12.3	15.9	19.7

Table 10. Periods when SPLK moved 5% or more

In this table, we track the price movements in the 20 days after SPLK 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
20171117	17.8%	-.4	2.2	-.3	-2.4	-1.5	-.4	-.6
20200406	15.9%	1.5	4.0	10.3	12.7	11.2	9.9	13.2
20180824	14.8%	-2.0	1.7	4.0	1.4	1.8	-3.4	-6.5
20200317	14.2%	-3.7	3.7	18.1	15.4	-6.6	14.3	15.1
20200522	12.7%	.0	-2.3	2.3	-.6	1.6	-1.5	1.1
20191122	10.7%	5.1	7.5	5.4	5.3	3.8	4.1	6.9
20181130	9.9%	-1.5	-.6	-4.9	-5.8	-10.2	-17.0	-8.0
20200313	9.6%	-16.9	-6.7	5.1	8.3	-4.8	2.8	6.9
20180302	9.2%	-.9	4.0	4.0	4.4	6.4	2.5	-3.8
20151106	8.7%	-1.8	-2.3	1.7	.6	-1.7	-1.1	-3.2
20150205	8.6%	2.3	-.8	5.1	11.5	8.8	10.1	4.3
20170825	8.4%	-1.4	2.6	3.0	2.7	3.0	4.7	4.7
20200429	8.2%	-.3	2.0	8.8	5.9	10.1	16.1	28.6
20160226	7.7%	5.0	11.2	9.2	15.5	15.2	14.6	15.1
20170125	7.6%	-1.5	-1.2	3.4	4.6	6.0	7.3	10.9
20181226	7.6%	3.0	5.1	8.3	16.2	14.6	18.8	19.3
20181128	7.2%	2.5	9.0	6.6	10.3	1.4	-2.6	-6.5
20181107	7.1%	-.0	-4.2	-1.2	-8.9	-6.0	-.1	6.2
20190104	7.1%	4.5	8.0	9.1	11.7	10.6	10.7	15.5
20160217	7%	-2.3	2.1	20.2	30.3	35.3	33.5	33.6
20200324	6.7%	.8	5.1	-13.1	-.7	1.7	7.8	10.1
20190610	6.4%	-1.5	-.2	3.0	3.7	4.8	8.4	10.0
20200505	6.4%	1.1	10.5	5.5	10.8	28.3	26.5	29.9
20200826	6.4%	-.6	3.2	-7.7	-11.0	-14.5	-19.3	-18.1
20200326	5.8%	-3.4	-15.1	-8.3	-4.7	2.9	4.7	1.7
20200414	5.5%	-1.8	.3	-.9	-2.1	.9	9.2	19.4
20160301	5.4%	-2.2	1.5	.2	.3	3.8	2.5	2.1
20161107	5.4%	-1.6	-4.6	-.7	-2.0	-5.1	-5.6	-11.7
20181121	5.4%	.0	-.2	20.6	16.6	17.0	16.3	10.3
20160225	5.3%	7.7	16.7	21.2	19.6	19.7	24.0	22.3
20180828	5.1%	.2	.6	-3.1	-1.5	-1.6	-9.4	-8.9
20200925	5.1%	1.6	4.1	7.2	14.9	13.2	12.1	18.7
20150605	5%	-1.0	.7	2.8	6.6	3.9	-.9	1.5
20160229	5%	5.5	6.1	7.4	8.1	8.4	10.8	9.6
20191125	5%	-.1	1.1	-.7	1.4	-2.7	-1.7	2.2
20181008	-5%	-.8	-1.4	.8	-7.6	-10.8	-9.1	.4
20190304	-5%	-2.0	-4.3	-2.9	.5	3.6	-2.8	-2.6
20190826	-5%	.4	-.6	-2.5	-2.7	1.2	5.5	8.1
20170609	-5.1%	-.8	-.9	-2.3	.3	-2.1	-3.2	-3.4
20190322	-5.1%	-1.7	-3.1	1.6	2.4	6.6	7.2	1.9
20180525	-5.2%	.0	.5	5.7	5.9	6.7	6.3	2.6
20180627	-5.2%	1.8	2.8	5.1	5.8	10.1	10.2	6.2
20180905	-5.2%	1.2	3.0	2.8	-5.3	-4.8	-2.8	-7.6
20191016	-5.2%	-.3	-2.8	5.3	6.1	6.5	8.1	9.9
20190523	-5.4%	-7.3	-7.7	-15.3	-14.9	-9.3	-8.1	-5.1
20150928	-5.5%	.8	4.3	6.3	6.0	4.1	6.9	4.1
20170117	-5.5%	1.9	.8	8.3	8.6	13.7	15.0	16.5
20181010	-5.5%	.7	7.6	-3.7	-7.8	-5.4	4.6	-3.6
20180730	-5.6%	.8	5.3	8.3	10.8	9.1	10.2	29.7
20160128	-5.7%	4.4	6.0	-28.0	-30.4	-27.3	-21.4	-17.5
20181106	-6.1%	7.2	1.5	7.1	-7.4	-2.5	4.4	15.9
20191114	-6.1%	1.9	8.4	26.2	29.1	26.6	26.4	24.7
20200227	-6.1%	.3	5.8	-12.7	-28.5	-25.5	-24.9	-16.9
20200807	-6.2%	-1.2	-3.5	-1.4	1.0	8.2	9.5	3.2
20150820	-6.3%	-3.5	-4.5	-3.8	-6.9	-5.3	-7.4	-8.0
20151211	-6.3%	-1.5	2.0	2.2	6.7	10.5	8.3	-.5
20181019	-6.3%	2.3	-1.2	.7	11.2	7.3	1.6	7.2
20190802	-6.3%	-3.2	.3	4.2	-1.3	1.6	-11.0	-11.1
20200713	-6.3%	.9	1.0	3.3	2.6	5.8	6.5	1.2
20181024	-6.5%	3.2	5.2	16.2	12.1	6.2	12.0	-3.2
20200903	-6.7%	-3.2	-6.7	-10.3	-15.4	-14.1	-9.1	-6.8
20170526	-6.9%	.0	-1.3	.7	-6.6	-7.7	-7.4	-5.7
20160627	-7%	4.6	7.0	5.9	12.5	14.7	14.1	16.5
20180622	-7%	-3.8	-6.7	-5.8	-3.7	-3.0	.9	1.0
20200611	-7.2%	3.0	5.8	11.1	11.1	14.4	15.1	18.1
20190524	-7.3%	.0	-1.4	-6.3	-6.7	-2.7	.0	4.3
20161201	-7.4%	.7	5.5	5.4	3.8	.7	-1.4	-2.4
20200309	-7.7%	3.2	-10.2	-17.8	-11.5	.7	-1.6	-20.4
20190822	-7.8%	.1	-6.6	-5.6	-6.5	-4.8	-4.0	-1.2
20160624	-8.6%	-7.0	-1.2	-2.0	3.3	6.4	5.9	6.4
20200311	-8.7%	-13.0	-9.4	-8.6	1.1	5.4	-12.8	-.4
20200305	-9.1%	-1.6	-14.5	-32.2	-23.9	-14.3	-11.7	-22.3
20160826	-10.1%	2.1	-.6	4.3	1.9	.4	.5	1.0
20181119	-11.1%	-1.6	3.7	11.1	23.3	24.5	19.1	17.9
20160208	-11.8%	.0	-1.9	8.1	12.5	20.7	44.1	44.9
20200312	-13%	9.7	.3	8.0	23.0	20.2	-2.7	19.1
20200401	-13.1%	-4.0	9.6	12.3	19.0	21.6	20.1	18.6
20200316	-16.9%	14.3	15.2	27.5	32.9	10.0	25.6	28.6
20160205	-23%	-11.9	-14.8	-11.0	-3.8	1.0	20.3	27.4
20201203	-23.2%

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

Of the 1,547 trading days from 2015 to 2020, there were 35 days in which SPLK was up more than 5%. This table shows the average price changes over the 35 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.1	2.1	4.3	5.7	5.1	6.0	7.2

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

Of the 1,547 trading days from 2015 to 2020, there were 45 days in which SPLK was down more than -5%. This table shows the average price changes over the 45 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	-.0	-.1	.6	1.4	2.9	3.7	4.4

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