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Message: Trades and Volume!

Trades and Volume!

posted on Dec 30, 2008 06:17PM

Trades were a little strange as usual. Started off with some 40,000 share sell offs, but ended with some small buys at .11! This seems to be the opposite of the usual MM behavior. However, what concerns me is that the increased volume, (431 + thousand volume), usually precedes a run up in price before news which is followed by a sell-off! I believe this is a pattern which can be documented over the last several years.

Jay

Indicator Tick Price Size Time
Trade 0.11 15000 15:51:10
Trade 0.11 5000 15:50:19
Trade 0.105 7530 15:44:35
Trade 0.105 1000 15:44:20
Trade 0.1 100 15:43:22
Trade 0.1 2000 15:38:59
Trade 0.1 500 15:38:28
Trade 0.1 1000 15:31:23
Trade 0.1 200 15:29:51
Trade 0.105 8000 15:26:51
Trade 0.105 5000 15:21:29
Trade 0.105 300 15:13:59
Trade 0.105 1970 15:13:53
Trade 0.105 1000 15:11:54
Trade 0.105 1000 15:04:21
Trade 0.11 20000 14:52:26
Trade 0.11 20000 14:51:01
Trade 0.105 5682 14:46:09
Trade 0.105 2500 14:44:02
Trade 0.105 500 14:40:42
Trade 0.11 20000 14:40:33
Trade 0.1 1000 14:37:11
Trade 0.1 25000 14:34:02
Trade 0.1 150 14:32:32
Trade 0.1 3200 14:32:16
Trade 0.102 11000 14:30:52
Trade 0.102 10000 14:29:07
Trade 0.102 500 14:26:27
Trade 0.102 2000 14:21:21
Trade 0.102 2100 14:17:29
Trade 0.102 6000 14:04:49
Trade 0.102 1520 14:02:07
Trade 0.102 200 13:55:39
Trade 0.102 280 13:55:07
Trade 0.102 265 13:49:01
Trade 0.102 350 13:47:39
Trade 0.102 2000 13:43:51
Trade 0.102 7500 13:38:36
Trade 0.103 1500 13:21:30
Trade 0.103 10000 13:19:47
Trade 0.103 8000 13:15:49
Trade 0.102 255 12:53:55
Trade 0.103 100 12:48:58
Trade 0.103 300 12:43:08
Trade 0.11 6990 12:41:04
Trade 0.102 1000 12:38:46
Trade 0.107 2000 12:33:46
Trade 0.11 1400 12:31:39
Trade 0.107 12000 12:26:33
Trade 0.105 950 12:26:17
Trade 0.102 3500 12:22:43
Trade 0.102 5000 12:19:35
Trade 0.102 5000 12:15:51
Trade 0.102 5000 12:09:36
Trade 0.105 200 12:03:13
Trade 0.105 5000 11:59:48
Trade 0.105 5000 11:59:37
Trade 0.102 200 11:59:21
Trade 0.102 6580 11:55:13
Trade 0.102 130 11:49:21
Trade 0.102 1000 11:44:50
Trade 0.102 1400 11:44:37
Trade 0.102 100 11:44:05
Trade 0.102 208 11:28:31
Trade 0.102 500 11:10:44
Trade 0.102 2325 11:10:25
Trade 0.102 307 11:10:03
Trade 0.102 1000 10:59:00
Trade 0.1 400 10:50:01
Trade 0.1 1000 10:26:13
Trade 0.1 500 10:23:27
Trade 0.1 589 10:17:02
Trade 0.1 150 10:14:45
Trade 0.1 100 10:11:10
Trade 0.1 500 10:10:03
Trade 0.1 1260 10:05:00
Trade 0.1 325 10:01:52
Trade 0.1 4320 10:01:48
Trade 0.1 2000 10:01:43
Trade 0.1 267 10:00:27
Trade 0.1 10000 9:58:08
Trade 0.1 40000 9:57:20
Trade 0.1 2765 9:38:18
Trade 0.1 150 9:37:15
Trade 0.1 125 9:34:04
Trade 0.1 40000 9:32:57
Trade 0.1 1000 9:30:48
Trade 0.1 100 9:30:44
Trade 0.1 3100 9:30:44
Trade 0.1 200 9:30:44
Trade 0.1 1500 9:30:44
Trade 0.1 8150 9:30:44
Trade 0.1 100 9:30:44
Trade 0.1 100 9:30:44
Trade 0.103 5000 9:30:43
Trade 0.1 23750 9:30:27
Trade 0.103 200 9:30:21
Trade 0.103 250 9:30:21
Trade 0.103 2500 9:30:21
Trade 0.103 300 9:30:16
Trade 0.103 500 9:30:15
Trade 0.103 400 9:30:06
Trade 0.103 500 9:30:06
Trade 0.103 500 9:30:06
Trade 0.103 300 9:30:06


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