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FinancialAdvisor

05/13/06 1:43 AM

#12129 RE: Bullwinkle #12121

Program trading is the majority, I wonder what that number looks like at tops and bottoms and if there's any correlation.
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Bullwinkle

05/20/06 2:31 PM

#12498 RE: Bullwinkle #12121

Program Trade Avg'd 59.3% NYSE Volume for May 8-12
http://www.nyse.com/Frameset.html?displayPage=%2Fmarketinfo%2FProgramTrading.html

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http://www.nyse.com/pdfs/PT050806.pdf
May 8-12             59.3% 
May 1-5 57.9%
April 24-28 58.2%
April 17-21 57.2%
April 10-14 59.2%
April 3-7 59.5%
March 27-31 63.9%
March 20-24 59.0%
March 13-17 68.9%
March 6-10 57.0%
February 27-3 61.8%
February 20-24 58.7%
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12 Week Rolling Avg 60.1%