lowtrade: I see that you give a lot of significance to the trade size being executed. While this was a very significant piece of information in years past (Jesse Livermore used it extensively), it's my understanding that now it's less reliable of an indictator as to who's doing the trading and where they're going. A hedge fund trader friend of mine says that most trading firms are using order execution software that breaks up large blocks into varying sized blocks automatically so as to "not tip their hand" regarding large trades.
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