FWIW, average trade size throughout the day today:
time volume #trades shares/trade
09:50 575,900 219 (base)
10:06 763,800 385 1132
10:21 905,900 500 1235
10:33 1,108,900 600 2030
10:47 1,259,000 705 1430
10:53 1,370,600 809 1073
11:04 1,463,200 901 1007
11:20 1,700,700 1038 1734
11:30 1,816,300 1131 1243
11:38 1,908,800 1200 1340
11:52 2,008,500 1303 968
12:06 2,152,900 1402 1489
12:33 2,212,900 1502 600
13:10 2,331,200 1608 1116
13:38 2,485,000 1721 1361
14:01 2,570,300 1816 898
14:23 2,665,700 1918 935
14:50 2,771,900 2052 792
15:12 2,881,400 2169 936
15:33 3,002,000 2291 988
15:47 3,105,600 2385 1102
15:59 3,226,500 2478 1300
I keep track of this from time to time, but I haven't
decided whether it's useful or not yet.
No analysis except to say that it looks like "big money"
just walked off the floor from about 13:38 until 15:33,
when MU went back over 75 for the day. Small money did
the buying to save it today, and I'm sure the "dirty dozen"
from last Wednesday's re-it-fest are grateful. |
