500 share buys smack of a paint. For example, if you waited till 3:59pm to buy a stock abouve the ask or at the ask, you could spend 15 bucks @.03 to close the price out. Most of the time it is market makers (MM) manipulating. I didn't even take the time to read this link but theres a whole litany of material on this subject. <a href="http://www.smartprofitsreport.com/Archives/2005/market-maker-manipulation237.html" target="_blank">http://www.smartprofitsreport.com/Archives/2005/market-maker-manipulation237.html</a> There's much more going on than meets the eye. MC