09:45: 1730 711 27.40 -58.90 S 10:00: 1852 739 27.27 -60.10 S 10:15: 1817 779 27.25 -57.13 S 10:30: 1697 847 27.28 -50.09 S 10:45: 1598 835 27.10 -47.75 S 11:00: 1552 840 27.22 -45.88 S 11:15: 1534 857 27.22 -44.13 S 11:30: 1587 880 27.15 -44.55 S 11:45: 1600 870 27.09 -45.62 S 12:00: 1640 844 27.02 -48.54 S 12:15: 1651 845 27.00 -48.82 S 12:30: 1654 868 27.06 -47.52 S 12:45: 1684 892 27.14 -47.03 S 13:00: 1694 904 27.08 -46.64 S 13:15: 1675 934 27.23 -44.24 S 13:30: 1688 966 27.23 -42.77 S 13:45: 1655 1003 27.28 -39.40 S 14:00: 1598 1013 27.14 -36.61 S 14:15: 1593 1021 27.14 -35.91 S 14:30: 1547 1039 27.20 -32.84 S 14:45: 1532 1086 27.23 -29.11 S 15:00: 1554 1108 27.19 -28.70 S 15:15: 1549 1175 27.32 -24.14 S 15:30: 1596 1154 27.24 -27.69 S 15:45: 1618 1107 27.08 -31.58 S 16:00: 1692 1072 27.10 -36.64 S
12/04/02
09:45: 711 547 26.55 -23.07 S 10:00: 739 595 26.38 -19.49 S 10:15: 779 707 26.40 -9.24 S 10:30: 847 736 26.42 -13.11 S 10:45: 835 815 26.47 -2.40 S 11:00: 840 841 26.42 0.12 S 11:15: 857 883 26.39 3.03 L 11:30: 880 866 26.35 -1.59 S 11:45: 870 925 26.39 6.32 L 12:00: 844 981 26.41 16.23 L 12:15: 845 1040 26.40 23.08 L 12:30: 868 1057 26.50 21.77 L 12:45: 892 1060 26.46 18.83 L 13:00: 904 1098 26.49 21.46 L 13:15: 934 1131 26.51 21.09 L 13:30: 966 1124 26.43 16.36 L 13:45: 1003 1125 26.40 12.16 L 14:00: 1013 1106 26.28 9.18 L 14:15: 1021 1126 26.38 10.28 L 14:30: 1039 1148 26.46 10.49 L 14:45: 1086 1251 26.74 15.19 L 15:00: 1108 1342 26.83 21.12 L 15:15: 1175 1397 26.89 18.89 L 15:30: 1154 1387 26.79 20.19 L 15:45: 1107 1382 26.64 24.84 L 16:00: 1072 1339 26.58 24.91 L
12/05/02
09:45: 547 1069 26.63 95.43 L 10:00: 595 1006 26.58 69.08 L 10:15: 707 1077 26.66 52.33 L 10:30: 736 1175 26.63 59.65 L 10:45: 815 1075 26.47 31.90 L 11:00: 841 1108 26.48 31.75 L 11:15: 883 1063 26.29 20.39 L 11:30: 866 1040 26.21 20.09 L 11:45: 925 1065 26.25 15.14 L 12:00: 981 1089 26.28 11.01 L 12:15: 1040 1106 26.31 6.35 L 12:30: 1057 1153 26.39 9.08 L 12:45: 1060 1165 26.35 9.91 L 13:00: 1098 1159 26.28 5.56 L 13:15: 1131 1158 26.29 2.39 13:30: 1124 1157 26.29 2.94 13:45: 1125 1245 26.45 10.67 L 14:00: 1106 1287 26.43 16.37 L 14:15: 1126 1347 26.59 19.63 L 14:30: 1148 1330 26.44 15.85 L 14:45: 1251 1343 26.48 7.35 L 15:00: 1342 1323 26.33 -1.42 S 15:15: 1397 1338 26.28 -4.22 S 15:30: 1387 1325 26.33 -4.47 S 15:45: 1382 1313 26.25 -4.99 S 16:00: 1339 1276 26.22 -4.70 S
12/06/02
09:45: 1069 572 25.98 -46.49 S 10:00: 1006 729 26.12 -27.53 S 10:15: 1077 1001 26.41 -7.06 S 10:30: 1175 1087 26.26 -7.49 S 10:45: 1075 1220 26.44 13.49 L 11:00: 1108 1199 26.38 8.21 L 11:15: 1063 1224 26.37 15.15 L 11:30: 1040 1285 26.35 23.56 L 11:45: 1065 1376 26.39 29.20 L 12:00: 1089 1359 26.44 24.79 L 12:15: 1106 1351 26.43 22.15 L 12:30: 1153 1418 26.43 22.98 L 12:45: 1165 1461 26.43 25.41 L 13:00: 1159 1433 26.43 23.64 L 13:15: 1158 1458 26.41 25.91 L 13:30: 1157 1480 26.44 27.92 L 13:45: 1245 1604 26.58 28.84 L 14:00: 1287 1663 26.60 29.22 L 14:15: 1347 1714 26.64 27.25 L 14:30: 1330 1717 26.63 29.10 L 14:45: 1343 1732 26.61 28.96 L 15:00: 1323 1691 26.44 27.82 L 15:15: 1338 1670 26.49 24.81 L 15:30: 1325 1641 26.38 23.85 L 15:45: 1313 1697 26.45 29.25 L 16:00: 1276 1766 26.50 38.40 L
12/09/02
09:45: 572 716 26.15 25.17 L 10:00: 729 872 26.23 19.62 L 10:15: 1001 874 25.97 -12.69 S 10:30: 1087 900 25.91 -17.20 S 10:45: 1220 939 25.87 -23.03 S 11:00: 1199 892 25.75 -25.60 S 11:15: 1224 885 25.77 -27.70 S 11:30: 1285 877 25.71 -31.75 S 11:45: 1376 822 25.56 -40.26 S 12:00: 1359 784 25.59 -42.31 S 12:15: 1351 815 25.62 -39.67 S 12:30: 1418 802 25.57 -43.44 S 12:45: 1461 1013 25.64 -30.66 S 13:00: 1433 1006 25.67 -29.80 S 13:15: 1458 995 25.65 -31.76 S 13:30: 1480 973 25.55 -34.26 S 13:45: 1604 971 25.51 -39.46 S 14:00: 1663 971 25.49 -41.61 S 14:15: 1714 982 25.55 -42.71 S 14:30: 1717 986 25.65 -42.57 S 14:45: 1732 990 25.56 -42.84 S 15:00: 1691 1011 25.52 -40.21 S 15:15: 1670 1016 25.56 -39.16 S 15:30: 1641 1004 25.45 -38.82 S 15:45: 1697 953 25.40 -43.84 S 16:00: 1677 932 25.38 -44.42 S
12/10/02
09:45: 716 1357 25.48 89.53 L 10:00: 872 1455 25.45 66.86 L 10:15: 874 1525 25.61 74.49 L 10:30: 900 1510 25.48 67.78 L 10:45: 939 1548 25.64 64.86 L 11:00: 892 1574 25.60 76.46 L 11:15: 885 1641 25.68 85.42 L 11:30: 877 1701 25.84 93.96 L 11:45: 822 1756 25.87 113.63 L 12:00: 784 1798 25.85 129.34 L 12:15: 815 1800 25.80 120.86 L 12:30: 802 1797 25.80 124.06 L 12:45: 1013 1805 25.77 78.18 L 13:00: 1006 1853 25.84 84.19 L 13:15: 995 1847 25.80 85.63 L 13:30: 973 1835 25.81 88.59 L 13:45: 971 1865 25.86 92.07 L 14:00: 971 1881 25.92 93.72 L 14:15: 982 1907 25.86 94.20 L 14:30: 986 1893 25.80 91.99 L 14:45: 990 1857 25.74 87.58 L 15:00: 1011 1883 25.78 86.25 L 15:15: 1016 1830 25.67 80.12 L 15:30: 1004 1879 25.79 87.15 L 15:45: 953 2014 25.84 111.33 L 16:00: 932 2014 25.62 116.09 L
Trades:
12/03/02 10:15:00 SHORT QQQ @27.25 12/04/02 11:15:00 LONG QQQ @26.39 12/05/02 15:00:00 SHORT QQQ @26.33 12/06/02 10:45:00 LONG QQQ @26.44 12/09/02 10:05:00 SHORT QQQ @26.02 12/10/02 09:35:00 LONG QQQ @25.50
Each trade closes the previous position, and opens a new one at the price and side shown.