Wild close today

Quote from AAAintheBeltway:

what does time & sales look like for that drop? I see it popped back 27 points. This is a good example of why I am skeptical of these auto executing systems.

there were no trades of 20 lots or greater between 1110 and 1095 on the way down.

After that it was a free for all on the way up. It traded 1800 contracts in 1 minute on the way up.
 
Quote from Cdntrader:




NQ dropped 15 pts in less than a minute.

Damn, I didn't even see that. The ES drop was tame compared to that. Pretty narly looking hammer, too :)
 
In my experience, it seems that approximately one session out of two months has such a wild close, maybe a little higher. What would you say?

:p
 
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