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Strategies & Market Trends : MDA - Market Direction Analysis
SPY 681.44+1.6%Nov 10 4:00 PM EST

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To: James F. Hopkins who wrote (34069)11/24/1999 12:16:00 AM
From: Lee Lichterman III  Read Replies (2) of 99985
 
I don't know but I will guess <g> My quotes came in as normal tonight so I am guessing that the large imbalances today at the close had to be divided up and the "256th" were the result of splitting the large orders up among smaller orders when the matching was done.

Of course this is just a WAG. I haven't seen this very often.

Good Luck,

Lee
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