Owing to advances in sensor technologies on wearable devices, it is feasible to measure physical activity of an individual continuously over a long period. These devices afford opportunities to understand individual behaviors, which may then provide a basis for tailored behavior interventions. The large volume of data however poses challenges in data management and analysis. We propose a novel quantile coarsening analysis (QCA) of daily physical activity data, with a goal to reduce the volume of data while preserving key information. We applied QCA to a longitudinal study of 79 healthy participants whose step counts were monitored for up to 1 year by a Fitbit device, performed cluster analysis of daily activity, and identified individual activity signature or pattern in terms of the clusters identified. Using 21,393 time series of daily physical activity, we identified eight clusters. Employment and partner status were each associated with 5 of the 8 clusters. Using less than 2% of the original data, QCA provides accurate approximation of the mean physical activity, forms meaningful activity patterns associated with individual characteristics, and is a versatile tool for dimension reduction of densely sampled data.