import numpy as np
import pandas as pd
from pandas_datareader import data
import datetime

df = data.DataReader('AAPL', 'yahoo', '2017-01-01', '2017-01-10')

d = 0.005  # 0.5%

df['new'] =
np.where(
    df.Low < df.Open * (1 - d),
    df.Low,
    np.where(df.High > df.Open * (1 + d),
        df.High,
        np.nan
    )
)


print( ) # Open price
print( ) # Equity