Jack, here's the trading log for the first half hour:
Small Blocks Large Blocks
Time VWAP Volume Up/DnTicks VWAP Volume Up/DnTicks
10:00 46.77320 5,000 8/7
9:59 46.94912 72,800 101/137
9:58 47.20026 109,100 150/173
9:57 47.54399 166,100 246/133
9:56 47.81092 174,600 148/158 47.86286 70,000 3/0
9:55 47.84719 258,500 219/247 47.90000 24,300 2/0
9:54 47.88058 156,200 141/134 48.00000 35,000 2/0
9:53 48.01721 779,300 164/192 48.04166 576,200 4/2
9:52 48.02095 285,300 279/208 48.11029 47,600 3/0
9:51 48.13860 195,500 161/138 48.19016 63,500 4/0
9:50 48.16940 192,300 193/185 48.31000 40,000 3/0
9:49 48.19144 358,600 313/295 48.24600 50,000 3/1
9:48 48.27876 385,100 356/257 48.23385 132,100 6/3
9:47 48.14924 259,600 252/255 47.94863 51,000 1/3
9:46 47.90475 134,200 167/154 48.00000 15,000 1/0
9:45 47.65751 137,600 172/169 47.15000 10,000 0/1
9:44 47.29117 266,900 224/255 46.91000 80,000 0/5
9:43 47.10045 146,900 176/189 46.73000 11,500 0/1
9:42 46.76165 129,800 153/145 46.66000 25,000 0/2
9:41 46.58187 128,600 167/171 46.72991 11,200 1/0
9:40 46.63254 176,200 159/139 46.53273 55,000 1/3
9:39 46.71285 246,800 246/229 46.75000 35,000 2/0
9:38 46.69324 194,200 205/168 46.73805 26,600 1/1
9:37 46.61168 230,800 248/225 46.61311 45,300 2/2
9:36 46.52129 403,000 270/240 46.43799 162,400 2/6
9:35 46.59323 314,800 248/225 46.75000 50,300 3/0
9:34 46.71417 316,100 387/231 46.65812 43,000 2/1
9:33 46.63514 232,900 310/276
9:32 46.18458 313,700 273/242 46.18219 110,600 1/2
9:31 45.99506 506,300 402/336 45.97842 231,700 3/5 |
