Peter, Case Study: TBIO was trading @ 9.9s to 11 all day Friday. A wild move from 11 to 19 (few trades @ $25s ?!) in the last 10 mins b4 17:00PM close.
<<I observed very few trades at those high prices, all in the last 2 minutes of trading, involving less than 10,000 shares or so. >>
Date ...... Time ..... High ... Low ... Close .. Volume
06/29/01 18:22:30 19.000 19.000 19.000 170,900
06/29/01 18:18:13 12.000 12.000 12.000 300
06/29/01 18:02:03 14.990 14.990 14.990 200
06/29/01 17:57:13 17.990 17.990 17.990 100
06/29/01 17:55:11 12.000 12.000 12.000 100
06/29/01 17:54:50 12.250 12.250 12.250 600
06/29/01 17:37:29 10.950 10.900 10.950 9,300
06/29/01 17:36:57 19.000 10.890 10.890 7,600
06/29/01 17:15:54 19.000 19.000 19.000 5,400
06/29/01 17:07:10 14.890 14.890 14.890 100
06/29/01 17:02:48 18.000 15.900 18.000 900
06/29/01 17:01:52 15.900 15.900 15.900 900
06/29/01 17:00:56 18.000 10.940 10.940 11,000
06/29/01 16:59:26 25.000 12.120 12.120 200
06/29/01 16:58:06 25.990 12.300 25.990 14,800
06/29/01 16:56:28 12.300 12.300 12.300 1,000
06/29/01 16:54:21 12.290 11.450 12.290 2,800
06/29/01 16:52:48 11.390 11.260 11.390 200
06/29/01 16:51:47 11.250 11.100 11.250 4,200
06/29/01 16:49:45 11.110 11.110 11.110 200
06/29/01 16:48:55 11.980 11.100 11.100 3,300
06/29/01 16:47:13 11.450 11.340 11.450 400
06/29/01 16:45:25 11.050 11.050 11.050 8,000
06/29/01 16:44:04 11.150 11.000 11.050 13,400
06/29/01 16:42:41 11.000 10.990 10.990 3,400
Each line is the combination of trades for a 90 sec period
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