Nanex Research

Nanex ~ 28-Aug-2012 ~ LTXC Drops 10% in 1 Second, Recovers in 2

On August 28, 2012 at 15:59:44 (just 16 seconds before market close), the stock LTX-Credence Corp. (symbol LTXC) dropped 10% in 1 second, and then recovered over the next 2 seconds..

1. LTXC - 1 second interval chart showing trades color-coded by reporting exchange and NBBO (gray shading).

2. LTXC - 25 millisecond interval chart showing trades color-coded by reporting exchange (zoom of Chart 1).

3. LTXC - 5 millisecond interval chart showing trades color-coded by reporting exchange (zoom of Chart 2). Gray shading is National Best Bid and Offer.

4. LTXC - 5 millisecond interval chart showing bids and offers color-coded by reporting exchange.

Nanex Research

Inquiries: pr@nanex.net