BTW re previous post:

It's important to note that L2 is not telling you definites, but only what's "most probable". E.g., even if there's a guy who wants to buy 500,000 shares of CMM at .42, one big gigantic sell can take that bid out in a second, and then everyone gets scared and you have a run on a stock.

Or, of course, one guy takes out the big support, the stock drops to .40, and then all of a sudden a half million buy bids rush in from out of nowhere to bring the price back up.

Also, just because a stock has support today at .58 doesn't mean that the people with the buy bids won't decide to take their bids off the table tomorrow, or shift them down a couple cents because they sense weakness.

Sometimes asks can disappear the moment you try to hit them - like, there'll be a big bid to sell 500,000 shares of CMM at .44 cents, you'll wonder where it came from, then the minute someone tries to buy from that offer it disappears. That was probably just a cap that someone was trying to put on the stock to make us retail people think the stock was under tremendous sell pressure when it really wasn't.