I have been observing this. It's an everyday occurrence. Somebody would throw out a huge price/volume report out there. I have been scratching my head. Does somebody do it on purpose to screw up some of the volume-based indicators such as OBV and market profile. I am sure no such number of shares of that stock traded during that 1 minute, but just a reporting thing.
Examples today 3/29/10:
(1-minute chart)
AAPL volume 2.2 million price 232.30 or so @ around 2:55 pm (E).
GS volume 1.2 million price 172.10 or so @ around 2:20 pm (E).
My OBV went out of whack and the market profile (VAP - volume at price) is skewed.
Examples today 3/29/10:
(1-minute chart)
AAPL volume 2.2 million price 232.30 or so @ around 2:55 pm (E).
GS volume 1.2 million price 172.10 or so @ around 2:20 pm (E).
My OBV went out of whack and the market profile (VAP - volume at price) is skewed.