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Strategies & Market Trends : The Player's Club

SPY 660.08

-0.8%

Nov 18 4:00 PM EST

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To: Bull RidaH who wrote (38)	11/3/1999 12:33:00 PM
From: Gersh Avery	Read Replies (2) of 11513

OK .. On the market orders .. take all the trades within that bar and adverage them out. Do you weight them by volume? At this time so far I've been grabbing the worst price for the bar .. When I report tonight would it be OK to report according to the average bar rule?

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