Top 10 Vol Trades...(new method)
9:31:03 5,000 @17 1/16
9:43:44 25,000 @17 3/4
9:54:24 4,000 @17 5/8
10:11:03 20,000 @17 3/4
10:11:31 22,500 @17 7/8
10:30:12 6,800 @17 13/16
10:56:18 5,000 @17 5/8
12:58:10 4,000 @16 1/2
2:23:19 15,000 @16 7/8
4:06:32 15,000 @17 3/8
Volume: 558,700
T10T vol: 122,300
% of vol for T10T: 22%
# of trades: 664
avg trade size: 841
avg trade size-T10T: 667
% change: 21%
I am not going to label the trades sell/buy anymore. I still
belive that the price change method is far better then the
ask/bid method for large trades, but it is not good enough
(At least not right now, maybe later). From now on I will use
the volume, # of trades, avg trade size to show panic
(small trader) buying/selling and institutional buying/selling.
For today, what I think happened was panic buying. |
