Hello Mr. Dwyer.
I realized something about that mechanism in the stock market.
111 Price of shares.
If one investor buys the first and the prices goes up to 2, the the price goes down and then up again, down again and up again. The Market Capitalization is 6 (3+3) and investors spent 6 (3+3). The stock market index goes down and up over and over again and if the stock market trade/stock market capitalization was 167% in 2017 (the percentage of times the index goes up and down should be 80% 80% with the same Market Capitalization), you can use downturns and upturns to know how much is the percentage, maybe you are able to know how much the not traded stock is in quantity. We are working on a few things concerning the stock market. I hope it's helpful, we'll contact you if we find something new.