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Strange (to me) price action at today's close. $TICK spiked
from -470 at approx 3:15 EDT to +792 at 3:50PM. I show the S&P
Dec futures contract at 962.20 at 4:01PM, and then a wicked drop to
954.00 at the close. Did that really happen, or is this a
data glitch? Any explainations? (it sure looks like someone
took the market up with a buy program, and then went short
big time at the close). The execution on stop-loss orders
must've been horrible.
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| Gary Funck, Intrepid Technology, gary@xxxxxxxxxxxx, (650) 964-8135
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