Nanex Research

Nanex ~ 29-Aug-2012 ~ Wellpoint

On August 29, 2012, at 10:13:26 the stock of WellPoint (symbol WLP) rocketed 2% in 1.5 seconds, stayed at the high for 1.5 seconds, then dropped back 1.4% over the next 2 seconds.

1. WLP 1 second intervals showing trades color coded by exchange.

2. WLP 25 millisecond intervals showing trades color coded by exchange.

3. WLP 5 millisecond intervals showing trades color coded by exchange.

4. WLP 1 second intervals showing bids and offers color coded by exchange.

5. WLP 25 millisecond intervals showing bids and offers color coded by exchange.

6. WLP 5 millisecond intervals showing bids and offers color coded by exchange.

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