Note: Chart times are central time.
Above is final 15 minutes of regular trading up until futures closed. Below the chart is a some trade data queries of Time and Sales where the contract trade size was greater than 500. Umm, you do not normally see trade sizes like this (had to photochop from multiple queries due to interface limitations, therefore some are misaligned). Heck, even when the PPT appears to be at work I do not see > 1k contract sized trades, very often.
Did the Supplimental liquidity program kicks in with 15 minutes left on a Friday to go from 908 to 920? I must have missed some bad economic news late in the day that caused the market to take out the highs going into the close, and as I type this the futures went from 920 to 927 in an instant right after the close. I wonder if Goldman and the other insiders got told some juicy GM tidbits before monday. What in the wide world of sports is this? Check out the volume at the end (140K burst at the closing bell). Man, I need to get on the super secret insider mailing list. Do they blog? Tweet? 908 to 927 (futures) in the last 10 mins? Seriously?>
This is becoming hilarious.
