Flash Crash Analysis Continuing Developments Equity Up Drafts and Down Drafts, Chart Explanation Publication Date: November 29, 2010 Back to Table Of Contents The charts presented in this report show trading activity in 250ms increments. Time is is shown on the X-axis both on the top and bottom of the chart. Price is shown on the Y-axis on the left and right of the chart. Each trade is represented by a colored dot, the color designating the exchange the trade was reported from. The legend for the exchanges by number is: 1) Nasdaq 2) Nasdaq Alternative Display Facility 3) New York Stock Exchange 4) American Stock Exchange 5) Chicago Board Options Exchange 6) International Securities Exchange 7) NYSE Arca 8) National Stock Exchange (Cincinnati) 9) Philidelphia Exchange 11) Boston 17) Chicago Stock Exchange 57) Nasdaq Trade Reporting Facility 59) NYSE Trade Reporting Facility 60) BATS Trading 64) Direct Edge 65) Direct Edge X The dots in the actual price chart are sized according to the size of the trade. The dots in the exchange legend are sized according to the frequency of their appearance on the chart. Within each chart in the upper left is a black box with white text. The lines of text represent: 1) Exg: Symbol 2) Date 3) Number of sequential up or down ticks and price change. 4) Duration and price change percentage. Inquiries: pr@nanex.net Publication Date: November 29, 2010 http://www.nanex.net This report and all material shown on this website is published by Nanex, LLC and may not be reproduced, disseminated, or distributed, in part or in whole, by any means, outside of the recipient's organization without express written authorization from Nanex. It is a violation of federal copyright law to reproduce all or part of this publication or its contents by any means. This material does not constitute a solicitation for the purchase or sale of any securities or investments. The opinions expressed herein are based on publicly available information and are considered reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT with respect to this report. Any person using this material does so solely at their own risk and Nanex and/or its employees shall be under no liability whatsoever in any respect thereof.