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Group:
I'm hoping someone can clear up this issue for I am blinded to
any solution. Yesterday, and today right before the close the
ADL breadth data was fairly narrow--until the market closed.
Then it could be seen that there were a lot of buy orders hit-
ting the offers; probably market on close. How else can such
a disparity be explained? For example, today, only a few min-
utes before the close the ADL was around +505. After the
close my machine shows +765. This plays havoc for those of
us who monitor the markets using breadth data. Any ideas on
how to accurately predict these events eminating from overflow
orders which are processed after the bell? Thank you.
Charles
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