InvestorsHub Logo
Followers 30
Posts 2081
Boards Moderated 0
Alias Born 03/24/2011

Re: None

Friday, 07/20/2012 2:05:04 AM

Friday, July 20, 2012 2:05:04 AM

Post# of 21090
Short volume on thursday was 27.2% (with 88.5% of total volume accounted for)

BZX 12252|20852
BYX 2300|2400
EGDA 5000|6200
EGDX 8415|50220
NASDAQ 119344|0|435274
NYSE 8850|0|26888
NSX 18200|32680
ARCA 1200|70700

Total 175561|645214 (27.2%)

I don't know if this is of interest to anyone, but I isolated the short sales from EDGX to detect any patterns in the shorting. If this is representative, the majority of shorting occured over a concentrated 34 minute period that lasted from approx: 13:39 to 14:13. The start of that shorting run coincided with the large volume spike of 114K shares that took place between 13:39 and 13:40

09:40:52|S|200|0.80000000
09:46:55|S|100|0.81940000
10:15:53|S|100|0.79000000
10:15:53|S|200|0.79000000
10:15:53|S|395|0.79000000
10:32:51|S|100|0.78290000
10:45:59|S|100|0.78190000
11:26:46|S|100|0.79000000
11:27:03|S|100|0.78280000
11:27:46|S|100|0.78315000
11:37:00|S|100|0.78315000
11:37:06|S|100|0.78325000
12:04:16|S|1000|0.78760000
13:39:20|S|100|0.79000000
13:39:21|S|100|0.79000000
13:39:36|S|100|0.80000000
13:39:36|S|100|0.80000000
13:39:38|S|100|0.80000000
13:39:39|S|100|0.80000000
13:39:41|S|100|0.80000000
13:41:39|S|100|0.80000000
13:42:13|S|100|0.80000000
13:42:23|S|100|0.80000000
13:42:32|S|100|0.80000000
13:42:40|S|100|0.80000000
13:42:40|S|200|0.80000000
13:42:48|S|100|0.80000000
13:44:04|S|100|0.80000000
13:44:04|S|120|0.80000000
13:53:03|S|200|0.79990000
13:59:48|S|100|0.80000000
13:59:58|S|100|0.79990000
13:59:58|S|300|0.79990000
14:01:01|S|100|0.79900000
14:01:01|S|100|0.79900000
14:01:01|S|100|0.79900000
14:01:08|S|100|0.79900000
14:11:11|S|100|0.78110000
14:11:11|S|400|0.78110000
14:11:12|S|100|0.78100000
14:13:13|S|100|0.78000000
14:13:13|S|1000|0.78000000
14:13:13|S|900|0.78000000
14:13:15|S|100|0.78010000

14:31:19|S|100|0.78130000
14:48:53|S|100|0.78440000

What with friday being max pain day, I'd be quite grateful if the shorts want to sell me some down near 70 cents around 2PM of so :)