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 |